# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-015447
**Filing Date:** 2026-6
**Character Count:** 2524705
**Document Hash:** e9e14c1c5ae9cf436e45338e7924d9ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015447.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds II
- **CENTRAL INDEX KEY:** 0001398078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 261124715

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Fixed Income Trust
- **DATE OF NAME CHANGE:** 20070501

## Series and Classes Contracts Data

### BLACKROCK MULTI-ASSET INCOME PORTFOLIO (Series ID: S000020792)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000058060 | INVESTOR C SHARES    |  |
| C000058061 | INSTITUTIONAL SHARES |  |
| C000058062 | INVESTOR A SHARES    |  |
| C000182622 | CLASS K SHARES       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds II

- **b. Investment Company Act file number:** 811-22061

- **c. CIK number of Registrant:** 0001398078

- **d. LEI of Registrant:** 549300D3TWJFD5S1P721

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Multi-Asset Income Portfolio

- **b. EDGAR series identifier (if any):** S000020792

- **c. LEI of Series:** IBB3EVPMDEHKHDPXA468

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11029295510.81

**Total Liabilities:** $489765599.10

**Net Assets:** $10539529911.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 280251.32000000 | **1-Year:** 32254.72000000 | **5-Year:** 456315.45000000 | **10-Year:** 154490.03000000 | **30-Year:** 27697.07000000

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

- **3-Month:** 288148.76000000 | **1-Year:** 45447.25000000 | **5-Year:** 484255.27000000 | **10-Year:** 44365.24000000 | **30-Year:** 67491.86000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058060 | 1.67%                | -3.52%               | 3.06%                |
| Class ID C000058061 | 1.75%                | -3.34%               | 3.04%                |
| Class ID C000058062 | 1.73%                | -3.45%               | 3.12%                |
| Class ID C000182622 | 1.75%                | -3.42%               | 3.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $41340847.26             | $60753153.26                               |
| Month 2  | $-46686895.02            | $-339843068.99                             |
| Month 3  | $6682469.18              | $272111028.11                              |

**Designated Index Information**

- **Index Name:** 33.34% MSCI World High Div / 33.33% US Agg / 33.33% BBG HY 2% Issuer Capped

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Global Auto Holdings Ltd.                                        | Global Auto Holdings Ltd.                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $203096.00    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| A&K Travel Group Holdings Ltd.                                   | A&K Travel Group Holdings Ltd.                                                              | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |       994000 | PA      | $998899.46    | 0.01%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                                    | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      1686000 | PA      | $1660958.35   | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                     | AES Andes SA                                                                                | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       483000 | PA      | $496234.20    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                     | AES Andes SA                                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       860000 | PA      | $906225.00    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       268000 | PA      | $256915.20    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1179887.38   | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       308000 | PA      | $313769.15    | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1200000 | PA      | $1223319.83   | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                | AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2                                              | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011877.50   | 0.05%             | 2037-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                | AIMCO CLO 11 Ltd., Series 2020-11A, Class CR2                                               | CUSIP: 00140NBA7<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002422.00   | 0.01%             | 2037-07-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                        | AHP Health Partners, Inc.                                                                   | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |      1241000 | PA      | $1229817.47   | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR2, Class F1                                                      | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $476488.80    | 0.00%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2021-SFR3, Class F                                                       | CUSIP: 00180UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11000000 | PA      | $10880628.00  | 0.10%             | 2038-10-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                          | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       141000 | PA      | $138165.53    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                          | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       234000 | PA      | $228047.79    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                      | APH Somerset Investor 2 LLC                                                                 | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1195000 | PA      | $1156939.25   | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                       | AREIT Ltd., Series 2025-CRE10, Class A                                                      | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10060000 | PA      | $10046773.11  | 0.10%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                        | ATS Corp.                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |       314000 | PA      | $306574.62    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                               | APLD ComputeCo LLC                                                                          | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       494000 | PA      | $530993.12    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       470000 | PA      | $445061.86    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       591000 | PA      | $586765.54    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       254000 | PA      | $248579.72    | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       179000 | PA      | $163404.96    | 0.00%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       622000 | PA      | $593824.06    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1163000 | PA      | $983296.71    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98885.55     | 0.00%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                  | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2555000 | PA      | $2521597.59   | 0.02%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                          | AS Mileage Plan IP Ltd.                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       581000 | PA      | $570834.85    | 0.01%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust, Series 2026-NQM3, Class A1                                              | CUSIP: 00248BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $5975369.40   | 0.06%             | 2071-04-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                            | AAR Escrow Issuer LLC                                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1212000 | PA      | $1248545.44   | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45500 | PA      | $45530.90     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       128294 | NS      | $11647812.26  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                         | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      1512000 | PA      | $1483832.11   | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                         | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      3853000 | PA      | $3763696.71   | 0.04%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                         | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       270000 | PA      | $262197.05    | 0.00%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       806000 | PA      | $775601.81    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       222000 | PA      | $215443.82    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       118000 | PA      | $119707.55    | 0.00%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       409000 | PA      | $414659.68    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       676000 | PA      | $681738.68    | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       400000 | PA      | $407049.89    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2203000 | PA      | $2168037.02   | 0.02%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2773133.93   | 0.03%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd.                                      | Abry Liquid Credit CLO Ltd., Series 2026-3A, Class A1                                       | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4005214.00   | 0.04%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                         | Abu Dhabi Developmental Holding Co. PJSC                                                    | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      1116000 | PA      | $1138688.28   | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       138000 | PA      | $141159.10    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                             | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        16067 | NS      | $779213.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                               | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A                                | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1999991.40   | 0.02%             | 2044-08-18      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                     | Acushnet Co.                                                                                | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       192000 | PA      | $192892.03    | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust, Series 2005-8, Class 2A1                                    | CUSIP: 007036QD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       940795 | PA      | $838339.14    | 0.01%             | 2035-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust, Series 2005-8, Class 7A2                                    | CUSIP: 007036QT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17470 | PA      | $17384.80     | 0.00%             | 2035-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       258000 | PA      | $266146.61    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                       | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |       718000 | PA      | $723861.03    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       259000 | PA      | $265117.48    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       627000 | PA      | $626153.68    | 0.01%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       325000 | PA      | $324406.49    | 0.00%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       253000 | PA      | $246480.91    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       185000 | PA      | $186079.58    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       224000 | PA      | $219858.95    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                            | Aegon Funding Co. LLC                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |      1773000 | PA      | $1787762.12   | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                             | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       574000 | PA      | $582242.07    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                             | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       881000 | PA      | $894826.18    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                             | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      2140000 | PA      | $2182309.94   | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                              | Aethon United BR LP                                                                         | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |       411000 | PA      | $429370.47    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                             | Africa Finance Corp.                                                                        | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |      1203000 | PA      | $1216269.09   | 0.01%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                                  | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94742.35     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                                  | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89928.40     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                               | Agree Realty Corp.                                                                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |        82449 | NS      | $6357642.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree LP                                                         | Agree LP                                                                                    | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |       130000 | PA      | $123504.61    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                         | Agree LP                                                                                    | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85096.41     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 27 Ltd.                                                | Aimco CLO 27 Ltd., Series 2026-27A, Class A1                                                | CUSIP: 00901HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2498571.00   | 0.02%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bellway plc                                                      | Bellway plc                                                                                 | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Long             | EC               | CORP              | GB        |          831 | NS      | $21564.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc.                                                                                | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |        78000 | PA      | $77867.25     | 0.00%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc.                                                                                | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69810.75     | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                          | Sumisho Air Lease Corp.                                                                     | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       765000 | PA      | $779479.04    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                          | Sumisho Air Lease Corp.                                                                     | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       132000 | PA      | $132733.57    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                   | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        11383 | NS      | $3415469.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                   | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       187000 | PA      | $189268.00    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                   | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       183000 | PA      | $183377.77    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                   | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       177000 | PA      | $179394.31    | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        10105 | NS      | $1040612.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Power Co.                                                | Alabama Power Co.                                                                           | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       190000 | PA      | $200542.98    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                               | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112397.59    | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1251000 | PA      | $1262098.87   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       296000 | PA      | $294355.66    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2093000 | PA      | $2037572.13   | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       260000 | PA      | $256494.21    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                          | Albion Financing 1 SARL                                                                     | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      2662000 | PA      | $2749846.00   | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                       | British Land Co. plc (The)                                                                  | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |         4520 | NS      | $23917.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                            | Rio Tinto Alcan, Inc.                                                                       | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $111338.32    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                            | Rio Tinto Alcan, Inc.                                                                       | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |       142000 | PA      | $149145.81    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        43500 | NS      | $1762185.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       105000 | PA      | $96607.43     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       238000 | PA      | $200381.17    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98975.75     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        67000 | PA      | $65140.64     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       614000 | PA      | $609858.45    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       683000 | PA      | $680358.91    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                   | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       188000 | PA      | $195797.68    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Diploma plc                                                      | Diploma plc                                                                                 | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |         2826 | NS      | $267450.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        26777 | NS      | $1966235.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      1015000 | PA      | $997668.27    | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       481000 | PA      | $480665.22    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      2437000 | PA      | $2399321.79   | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1682000 | PA      | $1648825.58   | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       337000 | PA      | $340855.95    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2774992.37   | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       410000 | PA      | $413505.09    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4897000 | PA      | $4811738.33   | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      4870000 | PA      | $4832323.05   | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      7966000 | PA      | $8355314.35   | 0.08%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      3042000 | PA      | $3129765.96   | 0.03%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2444764.16   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                                  | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       727000 | PA      | $733947.21    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                                        | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101930.25    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                                        | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203760.69    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       181000 | PA      | $183046.87    | 0.00%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                        | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       396000 | PA      | $393560.31    | 0.00%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                  | Alpek SAB de CV                                                                             | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       739000 | PA      | $642486.60    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                             | Alpha Generation LLC                                                                        | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       309000 | PA      | $316479.65    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class C                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        34659 | NS      | $13237658.46  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        97836 | NS      | $37647292.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                              | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       162000 | PA      | $160579.65    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                              | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       891000 | PA      | $882008.86    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                              | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       383000 | PA      | $378506.05    | 0.00%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                              | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       218000 | PA      | $214641.05    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                              | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5985000 | PA      | $5924179.77   | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       687809 | PA      | $676173.68    | 0.01%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       579078 | PA      | $568164.41    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      3931157 | PA      | $3866435.22   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1506433 | PA      | $1481816.98   | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       229000 | PA      | $237916.57    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-15CB, Class A1                                          | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       958017 | PA      | $456686.27    | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                         | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3842744 | PA      | $3252968.90   | 0.03%             | 2046-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA14, Class 2A1                                         | CUSIP: 02146SAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1278179 | PA      | $1164000.66   | 0.01%             | 2046-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA14, Class 3A1                                         | CUSIP: 02146SAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5101893 | PA      | $4693155.16   | 0.04%             | 2046-11-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                          | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |      6961087 | PA      | $6424646.39   | 0.06%             | 2046-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust Resecuritization                          | Alternative Loan Trust Resecuritization, Series 2006-22R, Class 1A6                         | CUSIP: 02147LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       873640 | PA      | $458509.80    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-20CB, Class A9                                          | CUSIP: 02147MAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       424316 | PA      | $157389.50    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                          | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5181541 | PA      | $4329704.00   | 0.04%             | 2047-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-45T1, Class 1A10                                        | CUSIP: 02149JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2646957 | PA      | $927879.23    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                         | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1726397 | PA      | $921395.72    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-J1, Class 2A5                                           | CUSIP: 02149MAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1484371 | PA      | $550281.48    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA4, Class A1                                           | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2302814 | PA      | $2111022.89   | 0.02%             | 2047-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                          | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       440422 | PA      | $206639.16    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-9T1, Class 2A1                                          | CUSIP: 02150JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3122801 | PA      | $1254837.86   | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-9T1, Class 2A2                                          | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       536038 | PA      | $215396.53    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-12T1, Class A5                                          | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       379388 | PA      | $165331.75    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-12T1, Class A22                                         | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1709614 | PA      | $713982.76    | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-AL1, Class A1                                           | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4449391 | PA      | $3772834.76   | 0.04%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                          | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6383679 | PA      | $5860695.99   | 0.06%             | 2047-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-19, Class 1A4                                           | CUSIP: 02151AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1111020 | PA      | $532530.99    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-19, Class 1A8                                           | CUSIP: 02151AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       540556 | PA      | $259097.59    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-15CB, Class A7                                          | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       214191 | PA      | $121681.01    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-18CB, Class 2A25                                        | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       193770 | PA      | $109803.40    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-25, Class 1A3                                           | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3047946 | PA      | $1271783.44   | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA11, Class A1A                                         | CUSIP: 02151WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       952842 | PA      | $864580.99    | 0.01%             | 2047-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3909000 | PA      | $3440789.01   | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                          | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       700000 | PA      | $777016.66    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                          | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       115000 | PA      | $114498.89    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                          | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57934.81     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings, Inc.                                           | Kinetik Holdings, Inc., Class A                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91095 | NS      | $4603941.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        69637 | NS      | $18457983.22  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       120000 | PA      | $120905.15    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1634123.36   | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       577000 | PA      | $565468.75    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1094000 | PA      | $1078936.34   | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       517000 | PA      | $503352.43    | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       245000 | PA      | $242602.14    | 0.00%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3107000 | PA      | $3069179.45   | 0.03%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1433658.37   | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                              | Amcor Flexibles North America, Inc.                                                         | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       853000 | PA      | $865892.34    | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |        93000 | PA      | $96265.21     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                                  | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       256000 | PA      | $284081.45    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        21297 | NS      | $2420404.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                                | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94914.43     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                                | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       104000 | PA      | $99038.82     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                              | Ameren Illinois Co.                                                                         | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       677000 | PA      | $670984.79    | 0.01%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                              | Ameren Illinois Co.                                                                         | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100522.89    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                          | America Movil SAB de CV                                                                     | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1257000 | PA      | $1224632.25   | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |         9072 | NS      | $183430.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                         | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       516000 | PA      | $515077.91    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       529000 | PA      | $516477.32    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                          | DCC plc                                                                                     | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |          460 | NS      | $34671.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                 | American Builders & Contractors Supply Co., Inc.                                            | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28630.01     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       157228 | NS      | $21557531.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                               | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199402.19    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       123000 | PA      | $124641.43    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        13977 | NS      | $4515269.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       683000 | PA      | $676540.46    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199372.47    | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       156000 | PA      | $155147.02    | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       223000 | PA      | $239549.70    | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100819.26    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       629000 | PA      | $637022.47    | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       308000 | PA      | $309605.72    | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       376000 | PA      | $375282.67    | 0.00%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       613000 | PA      | $614453.56    | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5735000 | PA      | $5675428.61   | 0.05%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99523.76     | 0.00%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                  | BAE Systems plc                                                                             | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       481566 | NS      | $13394065.13  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-3, Class 1A1                               | CUSIP: 02660UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6390655 | PA      | $5220967.29   | 0.05%             | 2046-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                              | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3892366 | PA      | $2551772.11   | 0.02%             | 2046-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                            | American Homes 4 Rent, Class A                                                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       310630 | NS      | $9890459.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                                | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       556000 | PA      | $484778.69    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                                | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       575000 | PA      | $548433.91    | 0.01%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                                | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93966.66     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                                | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       149000 | PA      | $145896.03    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                                | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       101000 | PA      | $100123.42    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                                | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       144000 | PA      | $142627.96    | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       406000 | PA      | $358358.02    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       903000 | PA      | $907311.02    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        26265 | NS      | $1964622.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                          | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       183000 | PA      | $174793.91    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                          | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101981.20    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2007-3, Class 22A1                              | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       374499 | PA      | $335174.58    | 0.00%             | 2037-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       318208 | NS      | $18740806.19  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90938.04     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1122755.98   | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                                | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       118000 | PA      | $110919.94    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                                | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98506.31     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                                | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101587.91    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        17883 | NS      | $2296534.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                 | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       341000 | PA      | $354465.75    | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                               | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       202000 | PA      | $184470.55    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                               | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100390.33    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                               | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100381.85    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc.                                                                  | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150577.53    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                     | RS GROUP plc                                                                                | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |       105069 | NS      | $860695.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                             | AmeriGas Partners LP                                                                        | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       192000 | PA      | $205010.69    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                     | AMETEK, Inc.                                                                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         4818 | NS      | $1134639.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        46556 | NS      | $16120015.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       540000 | PA      | $521380.38    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1828000 | PA      | $1870670.55   | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4040000 | PA      | $3985313.02   | 0.04%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $997991.19    | 0.01%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                                      | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       139000 | PA      | $139755.47    | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                       | Amneal Pharmaceuticals LLC                                                                  | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |       269000 | PA      | $279366.72    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc.                                                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      1434000 | PA      | $1386821.13   | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc.                                                                          | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       457000 | PA      | $462324.96    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        18788 | NS      | $2766908.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp.                                                                              | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       326000 | PA      | $333739.34    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp.                                                                              | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       251000 | PA      | $247205.25    | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp.                                                                              | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       137000 | PA      | $132427.85    | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                          | Amsted Industries, Inc.                                                                     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       969000 | PA      | $985775.33    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                     | Amynta Agency Borrower, Inc.                                                                | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |       770000 | PA      | $750820.92    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                                                        | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       282000 | PA      | $249240.17    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                    | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                    | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10024133.00  | 0.10%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                    | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                   | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3007568.40   | 0.03%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                    | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                  | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7012116.30   | 0.07%             | 2038-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                    | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                  | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $700842.80    | 0.01%             | 2037-07-22      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                                    | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                    | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000589.30   | 0.01%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 32 Ltd.                                    | Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class A                                     | CUSIP: 03333MAA1<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8017937.60   | 0.08%             | 2037-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                   | AngloGold Ashanti Holdings plc                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       599000 | PA      | $573243.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                               | Republic of Angola                                                                          | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       508000 | PA      | $539750.00    | 0.01%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                          | Anheuser-Busch Cos. LLC                                                                     | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97705.21     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       304000 | PA      | $307946.49    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       142000 | PA      | $151638.24    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101002.04    | 0.00%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                               | Anheuser-Busch InBev Finance, Inc.                                                          | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       324000 | PA      | $316564.89    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        24066 | NS      | $944831.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        33874 | NS      | $12750851.08  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       211000 | PA      | $202788.47    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       194000 | PA      | $197331.40    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       393000 | PA      | $396517.16    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       195000 | PA      | $195188.80    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2230000 | PA      | $2196177.28   | 0.02%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       297000 | PA      | $304564.00    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                             | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       674000 | PA      | $610987.74    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                        | Aon Corp.                                                                                   | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       502000 | PA      | $467916.27    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                        | Aon Corp.                                                                                   | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       181000 | PA      | $182251.74    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                          | Aon North America, Inc.                                                                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       114000 | PA      | $116501.12    | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        28591 | NS      | $1164511.43   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                                   | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103751.94    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       100000 | PA      | $107041.39    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       375000 | PA      | $366810.68    | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       160000 | PA      | $155744.91    | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XL Ltd.                                               | Apidos CLO XL Ltd., Series 2022-40A, Class AR                                               | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10021401.00  | 0.10%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                        | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       130000 | PA      | $132790.66    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                        | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       211000 | PA      | $213448.99    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                        | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       252000 | PA      | $249673.80    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                   | Apidos CLO LIV, Series 2025-54A, Class A1                                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005142.40   | 0.02%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                             | APLD ComputeCo 2 LLC                                                                        | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2012000 | PA      | $1991991.16   | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        36797 | NS      | $9984865.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                 | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1068000 | PA      | $1079048.90   | 0.01%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                            | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004427.20   | 0.02%             | 2038-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class BR                                             | CUSIP: 037986AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1808715 | PA      | $1816740.81   | 0.02%             | 2038-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Applied Digital Corp.                                            | Applied Digital Corp.                                                                       | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |         7697 | NS      | $263622.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        32198 | NS      | $12701789.02  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                                     | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       195000 | PA      | $191325.05    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp.                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       470000 | PA      | $473751.98    | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp.                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      3803000 | PA      | $3801541.89   | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       590000 | PA      | $635199.90    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       248000 | PA      | $247500.45    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co.                                                                  | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       169000 | PA      | $154225.02    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP                                             | Archrock Services LP                                                                        | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       555000 | PA      | $558616.32    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                        | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      3130000 | PA      | $3220635.41   | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc.                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       838000 | PA      | $817417.71    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc.                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      1095000 | PA      | $1137333.80   | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                  | Ardagh Group SA                                                                             | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $897400.00    | 0.01%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       200000 | PA      | $191241.62    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      4674000 | PA      | $4374462.97   | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       949000 | PA      | $955458.89    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                              | Ardonagh Finco Ltd.                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      4375000 | PA      | $4466356.56   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                    | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1270000 | PA      | $1272381.25   | 0.01%             | 2041-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                             | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                             | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005289.80   | 0.02%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Ares LXX CLO Ltd.                                                | Ares LXX CLO Ltd., Series 2023-70A, Class A1R                                               | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3006224.40   | 0.03%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                      | Ardonagh Group Finance Ltd.                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      6213000 | PA      | $6183707.57   | 0.06%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                  | Ardagh Group SA                                                                             | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      1662156 | PA      | $1762530.28   | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AREIT                                                            | AREIT, Series 2025-CRE11, Class A                                                           | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $10013951.00  | 0.10%             | 2043-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                               | Ares Capital Corp.                                                                          | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       187000 | PA      | $163880.17    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                               | Ares Capital Corp.                                                                          | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       148000 | PA      | $149283.09    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                               | Ares Capital Corp.                                                                          | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        54000 | PA      | $53640.78     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                               | Ares Capital Corp.                                                                          | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       194000 | PA      | $188148.38    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                         | Argentine Republic (The)                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       432000 | PA      | $372816.00    | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                         | Argentine Republic (The)                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       574000 | PA      | $428204.00    | 0.00%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                              | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6508155.55   | 0.06%             | 2037-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                              | Ares XLIII CLO Ltd., Series 2017-43A, Class A1R2                                            | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4007787.60   | 0.04%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                       | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      3409000 | PA      | $3411410.81   | 0.03%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                       | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       290000 | PA      | $285123.50    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding V Ltd.                                         | Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3003275.40   | 0.03%             | 2037-07-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ARES1                                                            | ARES1, Series 2024-IND2, Class A                                                            | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13280000 | PA      | $13300750.00  | 0.13%             | 2034-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding VIII Ltd.                                      | Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1                                     | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9014849.10   | 0.09%             | 2038-01-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust, Series 2026-GCP, Class A                                    | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.01%             | 2043-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust, Series 2026-GCP, Class D                                    | CUSIP: 04021QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1001248.80   | 0.01%             | 2043-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Arini US CLO IV Ltd.                                             | Arini US CLO IV Ltd., Series 4A, Class A                                                    | CUSIP: 04039EAA4<br>LEI: 2549000YTF465KO4L531 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8017449.60   | 0.08%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                            | Arista Networks, Inc.                                                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        11797 | NS      | $2037459.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma plc                                                        | Halma plc                                                                                   | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        10850 | NS      | $652928.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                       | Arizona Public Service Co.                                                                  | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1251050.77   | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                       | Arizona Public Service Co.                                                                  | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2087031.96   | 0.02%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       144680 | NS      | $3684251.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                              | Republic of Armenia                                                                         | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       519000 | PA      | $543263.25    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                     | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89039.48     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                     | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       118000 | PA      | $119228.66    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                           | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      1091000 | PA      | $1140578.31   | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                           | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |       949000 | PA      | $1026637.69   | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       935000 | PA      | $926003.15    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       123000 | PA      | $121788.73    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        89000 | PA      | $86675.83     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        68000 | PA      | $65207.24     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       179000 | PA      | $205402.50    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       435000 | PA      | $435555.50    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       986000 | PA      | $1013013.44   | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                        | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3467000 | PA      | $3432330.00   | 0.03%             | 2035-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       294000 | PA      | $281407.25    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       126000 | PA      | $119964.16    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                        | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1035000 | PA      | $1015523.99   | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                              | Imperial Brands plc                                                                         | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        29626 | NS      | $1125570.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2047612.56   | 0.02%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      2980000 | PA      | $3112875.22   | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC                                                                                 | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      2303000 | PA      | $2272157.99   | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        22026 | NS      | $5204083.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                              | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96014.55     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                          | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       521000 | PA      | $511521.05    | 0.00%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                          | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       313000 | PA      | $306054.23    | 0.00%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                              | Athene Holding Ltd.                                                                         | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       162000 | PA      | $150737.31    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                              | Athene Holding Ltd.                                                                         | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       161000 | PA      | $161975.25    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust     | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2975322 | PA      | $2932060.67   | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1024449.09   | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        18703 | NS      | $3553195.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                          | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       184000 | PA      | $160829.14    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                          | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       218000 | PA      | $232577.51    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                     | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3624000 | PA      | $3479040.00   | 0.03%             | 2036-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                     | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2377000 | PA      | $2380679.36   | 0.02%             | 2042-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                             | Augusta SpinCo Corp.                                                                        | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        79000 | PA      | $78680.07     | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | Australia & New Zealand Banking Group Ltd.                                                  | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       296000 | PA      | $297165.97    | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                   | Autodesk, Inc.                                                                              | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100547.45    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        43838 | NS      | $9291025.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                             | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97923.01     | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                             | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100772.31    | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                            | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       160000 | PA      | $159299.30    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                            | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       215000 | PA      | $213240.09    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                              | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98164.43     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                              | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       178000 | PA      | $155301.16    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                              | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       172000 | PA      | $170040.75    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                              | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101896.37    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        18197 | NS      | $3330051.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       493000 | PA      | $498400.36    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1038000 | PA      | $1023043.35   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       401000 | PA      | $381194.53    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         5247 | NS      | $860140.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       164000 | PA      | $166381.79    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      1644000 | PA      | $1628780.51   | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      4045000 | PA      | $4016775.24   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                      | Avnet, Inc.                                                                                 | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90236.96     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       578693 | NS      | $10647850.52  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                                                    | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       311000 | PA      | $309739.40    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                       | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |          643 | NS      | $258331.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       108000 | PA      | $110825.39    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       506000 | PA      | $523550.61    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       868000 | PA      | $889122.78    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       455000 | PA      | $435662.50    | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                   | BCAP LLC Trust, Series 2015-RR5, Class 2A3                                                  | CUSIP: 05490MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       823143 | PA      | $773282.40    | 0.01%             | 2046-01-26      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                             | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1140000 | PA      | $987046.54    | 0.01%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust, Series 2020-EYP, Class E                                                        | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2433000 | PA      | $18223.17     | 0.00%             | 2035-10-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                      | BAMLL Trust, Series 2024-BHP, Class A                                                       | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17580000 | PA      | $17611767.06  | 0.17%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                       | BAHA Trust, Series 2024-MAR, Class A                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15300000 | PA      | $15637040.64  | 0.15%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                       | BAHA Trust, Series 2024-MAR, Class C                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6370000 | PA      | $6567764.29   | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                      | BAMLL Trust, Series 2025-ASHF, Class A                                                      | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8893000 | PA      | $8892953.76   | 0.08%             | 2042-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO III Ltd.                                             | BBAM US CLO III Ltd., Series 2023-3A, Class A1R                                             | CUSIP: 054974AN0<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1997999.00   | 0.02%             | 2038-10-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       216000 | PA      | $230274.07    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1080339.28   | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                         | Azule Energy Finance plc                                                                    | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |       862000 | PA      | $888937.50    | 0.01%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                  | B&G Foods, Inc.                                                                             | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |        99000 | PA      | $98118.83     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       388000 | PA      | $392043.38    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       538000 | PA      | $517115.30    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       475000 | PA      | $496941.21    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       439000 | PA      | $464470.72    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                    | BAT International Finance plc                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      1472000 | PA      | $1525871.77   | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                      | BBCMS Trust, Series 2015-SRCH, Class XA                                                     | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64422345 | PA      | $429820.73    | 0.00%             | 2035-08-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                      | BBCMS Trust, Series 2015-SRCH, Class XB                                                     | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000000 | PA      | $68145.35     | 0.00%             | 2035-08-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                   | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                   | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9476000 | PA      | $9481922.50   | 0.09%             | 2042-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       924000 | PA      | $859197.85    | 0.01%             | 2030-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3502000 | PA      | $3673142.74   | 0.03%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| BMP                                                              | BMP, Series 2024-MF23, Class A                                                              | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4710000 | PA      | $4710000.00   | 0.04%             | 2041-06-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |        66216 | NS      | $227235.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY Mortgage Trust, Series 2013-1515, Class D                                              | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3600000 | PA      | $3242084.40   | 0.03%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         3884 | NS      | $840458.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |       130000 | PA      | $127895.68    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust, Series 2017-CC, Class D                                                          | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $841340.70    | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust, Series 2021-601L, Class D                                                        | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3863000 | PA      | $3133667.15   | 0.03%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class GV                                                         | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4991000 | PA      | $4976223.59   | 0.05%             | 2036-02-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-VAMF, Class A                                                         | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1659035 | PA      | $1658516.74   | 0.02%             | 2039-01-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7642588 | PA      | $7649753.14   | 0.07%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                       | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4170491 | PA      | $4173097.47   | 0.04%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936680 | PA      | $3940370.74   | 0.04%             | 2041-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2024-VLT4, Class A                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7455315 | PA      | $7432017.14   | 0.07%             | 2041-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3253846 | PA      | $3253925.87   | 0.03%             | 2037-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                     | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6280000 | PA      | $6299532.06   | 0.06%             | 2041-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                     | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8920375 | PA      | $8937101.02   | 0.08%             | 2041-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-LIFE, Class A                                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2852000 | PA      | $2847612.20   | 0.03%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                                     | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9912000 | PA      | $9893415.00   | 0.09%             | 2045-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-OMG, Class A                                                          | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1779000 | PA      | $1779000.00   | 0.02%             | 2042-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-VOLT, Class A                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9559000 | PA      | $9553025.63   | 0.09%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-ARIA, Class A                                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9185000 | PA      | $9246898.63   | 0.09%             | 2042-12-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2026-LP3, Class A                                      | CUSIP: 05620HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $6013125.00   | 0.06%             | 2043-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                             | Bain Capital Specialty Finance, Inc.                                                        | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |        75000 | PA      | $73518.72     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co., Class A                                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97288 | NS      | $6778054.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Holdings LLC                                        | Baker Hughes Holdings LLC                                                                   | CUSIP: 05724BAL3<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |        95000 | PA      | $94320.69     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                        | Baker Hughes Holdings LLC                                                                   | CUSIP: 05724BAM1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |       122000 | PA      | $120570.54    | 0.00%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                        | Baker Hughes Holdings LLC                                                                   | CUSIP: 05724BAN9<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |        76000 | PA      | $74797.44     | 0.00%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                                  | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       215000 | PA      | $215571.67    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011263.00   | 0.05%             | 2037-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                           | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004227.10   | 0.01%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                               | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                                              | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4508494.65   | 0.04%             | 2038-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                            | Ballyrock CLO 22 Ltd., Series 2024-22A, Class A1A                                           | CUSIP: 05877GAA1<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5006469.50   | 0.05%             | 2037-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                            | Ballyrock CLO 22 Ltd., Series 2024-22A, Class B                                             | CUSIP: 05877GAG8<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001264.10   | 0.01%             | 2037-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-D, Class 6A1                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       219261 | PA      | $188397.68    | 0.00%             | 2036-05-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                           | Banc of America Alternative Loan Trust, Series 2006-7, Class A4                             | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1687968 | PA      | $418219.14    | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       751000 | PA      | $826838.23    | 0.01%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $208369.07    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-H, Class 5A1                                     | CUSIP: 05950PAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1504981 | PA      | $470014.72    | 0.00%             | 2036-10-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-7, Class T2A3                                    | CUSIP: 05951KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       206351 | PA      | $187255.73    | 0.00%             | 2036-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2007-D, Class 1A1                                     | CUSIP: 05952GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       637594 | PA      | $528415.68    | 0.01%             | 2047-06-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $394904.41    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       511000 | PA      | $509606.87    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $650307.32    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $192810.05    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $359985.98    | 0.00%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1098179.00   | 0.01%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $394594.22    | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                     | Banco Mercantil del Norte SA                                                                | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       708000 | PA      | $750402.12    | 0.01%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                 | Bangkok Bank PCL                                                                            | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       606000 | PA      | $615829.32    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       292213 | NS      | $15621706.98  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series RR                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       528000 | PA      | $523152.18    | 0.00%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       663000 | PA      | $652741.81    | 0.01%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       654000 | PA      | $627272.27    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series N                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1867000 | PA      | $1696819.55   | 0.02%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       132000 | PA      | $119776.74    | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1142047.96   | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       161000 | PA      | $142393.89    | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       225000 | PA      | $195577.12    | 0.00%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2095000 | PA      | $1898225.91   | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2117000 | PA      | $2129565.24   | 0.02%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1436512.43   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1167797.71   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       815000 | PA      | $817769.43    | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       152000 | PA      | $155465.07    | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5095000 | PA      | $5074137.66   | 0.05%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2716000 | PA      | $2801184.62   | 0.03%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       716000 | PA      | $723640.44    | 0.01%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       466000 | PA      | $489383.88    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      1140000 | PA      | $1181712.60   | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $89547.29     | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $103976.84    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal, Series 6                                                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $1227990.00   | 0.01%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal, Series J                                                                  | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       241000 | PA      | $239712.88    | 0.00%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       848000 | PA      | $844175.63    | 0.01%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       407000 | PA      | $405429.05    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       559000 | PA      | $487988.74    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       196000 | PA      | $194111.82    | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       337000 | PA      | $368093.60    | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       473000 | PA      | $479996.38    | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       202000 | PA      | $204759.71    | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      8375000 | PA      | $8342945.44   | 0.08%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1554000 | PA      | $1648029.43   | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $95981.68     | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       501000 | PA      | $505263.99    | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       391000 | PA      | $385706.84    | 0.00%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       286000 | PA      | $282831.92    | 0.00%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2020-BN26, Class AS                                                            | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2091000 | PA      | $1887078.99   | 0.02%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                    | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |        87000 | PA      | $80662.02     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                    | Banner Health                                                                               | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |       821000 | PA      | $731262.20    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2                                   | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17102666 | PA      | $17414301.86  | 0.17%             | 2064-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1                                    | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11393258 | PA      | $11536149.17  | 0.11%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2                                    | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       902189 | PA      | $912931.46    | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3                                    | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1772451 | PA      | $1793538.52   | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class M1                                    | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1342400 | PA      | $1354059.55   | 0.01%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B1                                    | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       661500 | PA      | $674608.22    | 0.01%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B2                                    | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       262600 | PA      | $260544.13    | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B3                                    | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48700 | PA      | $43697.52     | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class SA                                    | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           79 | PA      | $78.68        | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class XS2                                   | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16383016 | PA      | $417139.44    | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barbados                                                         | Barbados Government Bond                                                                    | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       815000 | PA      | $872302.65    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       201000 | PA      | $202249.56    | 0.00%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1212000 | PA      | $1091745.83   | 0.01%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2771000 | PA      | $2678168.73   | 0.03%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       435000 | PA      | $474314.24    | 0.00%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2532000 | PA      | $2825610.72   | 0.03%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       288000 | PA      | $293169.49    | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       708000 | PA      | $745701.00    | 0.01%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       452000 | PA      | $445768.80    | 0.00%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       513000 | PA      | $498552.70    | 0.00%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                    | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10094470 | PA      | $10164709.36  | 0.10%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                    | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       921005 | PA      | $928569.73    | 0.01%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                    | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       877166 | PA      | $884335.19    | 0.01%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1                                    | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1062300 | PA      | $1070147.53   | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1                                    | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       660400 | PA      | $660914.58    | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2                                    | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       574200 | PA      | $574147.75    | 0.01%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3                                    | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1273000 | PA      | $1249655.34   | 0.01%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class SA                                    | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1904 | PA      | $1823.19      | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                    | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15462543 | PA      | $455869.79    | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2                                   | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17483748 | PA      | $17988668.18  | 0.17%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2026-NQM2, Class B1                                    | CUSIP: 06745FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1466362.50   | 0.01%             | 2065-12-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                    | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10621562 | PA      | $10585286.36  | 0.10%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2                                    | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       999128 | PA      | $996809.46    | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3                                    | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1119233 | PA      | $1117253.18   | 0.01%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1                                    | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       947600 | PA      | $951736.18    | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                    | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       576400 | PA      | $576999.05    | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2                                    | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       439700 | PA      | $438208.54    | 0.00%             | 2064-12-26      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3                                    | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1006200 | PA      | $981589.25    | 0.01%             | 2064-12-26      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                    | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1900 | PA      | $1459.73      | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                    | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15709832 | PA      | $507463.70    | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                    | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2021010.80   | 0.02%             | 2065-05-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2026-NQM4, Class PT2                                   | CUSIP: 06745WAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19433300 | PA      | $19917210.55  | 0.19%             | 2056-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2                                   | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17670456 | PA      | $17569893.97  | 0.17%             | 2055-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2026-NQM3, Class PT2                                   | CUSIP: 06749CAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19673376 | PA      | $19945348.93  | 0.19%             | 2066-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pearson plc                                                      | Pearson plc                                                                                 | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |         2111 | NS      | $31151.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                             | Barrick Mining Corp.                                                                        | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        43102 | NS      | $1695632.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group plc (The)                                            | UNITE Group plc (The)                                                                       | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |       233178 | NS      | $1469434.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                                              | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        16203 | NS      | $244171.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO XIX Ltd.                                           | Battalion CLO XIX Ltd., Series 2021-19A, Class C                                            | CUSIP: 07133VAE6<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003568.80   | 0.03%             | 2034-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp.                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      2448000 | PA      | $2527560.00   | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       256000 | PA      | $240468.48    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2118000 | PA      | $2202720.00   | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       475965 | NS      | $8367464.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                  | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       355000 | PA      | $341000.75    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       202000 | PA      | $171627.37    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                               | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        12192 | NS      | $1228180.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                      | Bayer Corp.                                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |       826000 | PA      | $855418.00    | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                             | Bayer US Finance LLC                                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      5163000 | PA      | $5201857.82   | 0.05%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                               | BAY Mortgage Trust, Series 2025-LIVN, Class A                                               | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1900000.00   | 0.02%             | 2035-05-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2005-2A, Class A1                                    | CUSIP: 07324SBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1456845 | PA      | $1425166.25   | 0.01%             | 2035-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                    | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       379355 | PA      | $371660.10    | 0.00%             | 2035-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-1, Class A1                                     | CUSIP: 07325MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1083884 | PA      | $1041424.50   | 0.01%             | 2037-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-3, Class A2                                     | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1899342 | PA      | $1808507.39   | 0.02%             | 2037-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                    | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       438939 | PA      | $417294.31    | 0.00%             | 2037-09-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                   | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |      1001571 | PA      | $902179.56    | 0.01%             | 2037-12-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      2347586 | PA      | $2582365.73   | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                       | Bear Stearns Asset-Backed Securities Trust, Series 2004-HE3, Class M2                       | CUSIP: 07384YRY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       717019 | PA      | $720234.51    | 0.01%             | 2034-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 2A                     | CUSIP: 073852AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2945981 | PA      | $2855289.98   | 0.03%             | 2037-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                         | Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1                                         | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2768723 | PA      | $2522300.42   | 0.02%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                     | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       536557 | PA      | $537775.60    | 0.01%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2                     | CUSIP: 073879PS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       195581 | PA      | $205129.75    | 0.00%             | 2035-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                    | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       571831 | PA      | $596299.59    | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 1A2                    | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       221065 | PA      | $217777.17    | 0.00%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                    | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1446297 | PA      | $1376750.85   | 0.01%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                    | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1185036 | PA      | $1139586.18   | 0.01%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                              | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       793727 | PA      | $730641.22    | 0.01%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                             | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1208499 | PA      | $1155428.04   | 0.01%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 1A1                             | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1335408 | PA      | $1237398.59   | 0.01%             | 2047-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                           | Beazer Homes USA, Inc.                                                                      | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |        63000 | PA      | $62913.75     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                      | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       117000 | PA      | $117741.25    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| St. James's Place plc                                            | St. James's Place plc                                                                       | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |         1072 | NS      | $17700.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                             | Beignet Investor LLC                                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50184000 | PA      | $51827081.87  | 0.49%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                      | Bell Telephone Co. of Canada or Bell Canada                                                 | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       132000 | PA      | $132378.71    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BP plc                                                           | BP plc                                                                                      | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      1552360 | NS      | $12288225.38  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                            | Belron UK Finance plc                                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       963000 | PA      | $972669.86    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                              | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2202630.98   | 0.02%             | 2037-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                              | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012736.00   | 0.05%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                              | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class AR5                             | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505744.25   | 0.02%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                 | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000895.80   | 0.03%             | 2038-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                         | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5100000 | PA      | $5112508.26   | 0.05%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                            | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                            | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     20250000 | PA      | $20251425.60  | 0.19%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVIII Ltd.                           | Benefit Street Partners CLO XVIII Ltd., Series 2019-18A, Class AR2                          | CUSIP: 08186PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6400000 | PA      | $6410356.48   | 0.06%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                | Benin Government Bond                                                                       | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       649000 | PA      | $667253.13    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                    | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       454000 | PA      | $440842.00    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                    | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       668000 | PA      | $579737.75    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                               | Berry Global, Inc.                                                                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       916000 | PA      | $953825.15    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      3405159 | NS      | $4628643.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                | Taylor Wimpey plc                                                                           | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      2554571 | NS      | $2702219.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                   | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3203000 | PA      | $3180273.75   | 0.03%             | 2042-10-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                   | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                   | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8747000 | PA      | $8757933.75   | 0.08%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                       | Bidvest Group UK plc (The)                                                                  | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |       252000 | PA      | $253262.52    | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                              | Big River Steel LLC                                                                         | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |      1671000 | PA      | $1672408.65   | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                               | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1558960.23   | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                                | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       147000 | PA      | $149530.66    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                           | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2504422.25   | 0.02%             | 2038-01-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7516711.50   | 0.07%             | 2038-01-19      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                           | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1R                                           | CUSIP: 09077TAN5<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10018480.00  | 0.10%             | 2039-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                           | Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |     17000000 | PA      | $17034974.10  | 0.16%             | 2037-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                           | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                                             | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005875.40   | 0.02%             | 2037-10-22      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                          | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10022350.00  | 0.10%             | 2038-10-23      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        85852 | NS      | $6463797.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99029.21     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                          | Black Pearl Compute LLC                                                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1258000 | PA      | $1276351.41   | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                               | Smith & Nephew plc                                                                          | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |         8439 | NS      | $130583.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                        | BlackRock Liquidity Funds, T-Fund, Institutional Class                                      | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    517286023 | NS      | $517286023.16 | 4.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                  | Blackstone Mortgage Trust, Inc.                                                             | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |       376000 | PA      | $370435.65    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1416470.59   | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94944.18     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       133000 | PA      | $127446.98    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96178.05     | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                  | Blackstone Secured Lending Fund                                                             | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96270.10     | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                  | Blackstone Secured Lending Fund                                                             | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98583.34     | 0.00%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                   | Blackstone Reg Finance Co. LLC                                                              | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |       134000 | PA      | $130228.25    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                       | Block Communications, Inc.                                                                  | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |       150000 | PA      | $138880.19    | 0.00%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                             | Weir Group plc (The)                                                                        | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |         4726 | NS      | $171295.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       246000 | PA      | $254788.35    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       198000 | PA      | $207119.09    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                     | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100294.10    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                     | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       390000 | PA      | $379413.89    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                             | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87039.55     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                             | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       142000 | PA      | $139776.92    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       476152 | PA      | $15907.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1244000 | PA      | $1218805.21   | 0.01%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                           | Boardwalk Pipelines LP                                                                      | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       151000 | PA      | $149784.73    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        53334 | NS      | $12215086.02  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3009000 | PA      | $2704440.76   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1042000 | PA      | $1058851.96   | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       391000 | PA      | $383360.97    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3480000 | PA      | $3319874.13   | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       128000 | PA      | $130158.11    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19927.23     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109361.97    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       675000 | PA      | $716657.63    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $116792.98    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2568000 | PA      | $2677661.30   | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        66696 | NS      | $12653722.80  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                             | Boston Properties LP                                                                        | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       168000 | PA      | $161482.78    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                             | Boston Properties LP                                                                        | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       213000 | PA      | $196913.36    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                             | Boston Properties LP                                                                        | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       362000 | PA      | $295579.14    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                             | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       313000 | PA      | $305979.79    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                            | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       405000 | PA      | $363168.94    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                            | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       603000 | PA      | $604731.41    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                            | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       105000 | PA      | $105501.61    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                            | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       383000 | PA      | $387431.60    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                            | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       199000 | PA      | $202875.37    | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc.                                                             | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      1726000 | PA      | $1588972.86   | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B1                                 | CUSIP: 10569NAG6<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1015385.10   | 0.01%             | 2064-11-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B2                                 | CUSIP: 10569NAH4<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $984846.20    | 0.01%             | 2064-11-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Federative Republic of Brazil                                                               | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       614000 | PA      | $635803.14    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Federative Republic of Brazil                                                               | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       652000 | PA      | $649392.00    | 0.01%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                  | Breakwater Energy Holdings SARL                                                             | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      1125000 | PA      | $1198108.13   | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                         | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003190.80   | 0.03%             | 2038-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO IV Ltd.                                        | Bridge Street CLO IV Ltd., Series 2024-1A, Class A                                          | CUSIP: 107934AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001431.70   | 0.01%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                           | Brightstar Lottery plc                                                                      | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       653000 | PA      | $640259.58    | 0.01%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                           | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       173000 | PA      | $176992.15    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                           | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      1334000 | PA      | $1368582.62   | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                 | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96032.44     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                 | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       120000 | PA      | $107130.78    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                 | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       124000 | PA      | $125192.45    | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                             | Broadridge Financial Solutions, Inc.                                                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        10314 | NS      | $1588149.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                                       | Broadstone Net Lease, Inc.                                                                  | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       111526 | NS      | $2208214.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        82202 | NS      | $34313580.86  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2071000 | PA      | $2039531.22   | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1188000 | PA      | $1152400.51   | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1016000 | PA      | $1020510.12   | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3026000 | PA      | $2772444.65   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       985000 | PA      | $977103.38    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1704940.58   | 0.02%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       911000 | PA      | $902017.96    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                         | Brookfield Finance, Inc.                                                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       690000 | PA      | $667641.79    | 0.01%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                         | Brookfield Finance, Inc.                                                                    | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       136000 | PA      | $133754.65    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                                      | Brookfield Finance I UK plc                                                                 | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |       266000 | PA      | $229960.77    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                          | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       969000 | PA      | $908467.73    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                          | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2168000 | PA      | $2088163.62   | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                   | Brookfield Property REIT, Inc.                                                              | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       709000 | PA      | $693905.16    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd.                                                            | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $99117.14     | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd.                                                            | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $97568.89     | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                         | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       393000 | PA      | $347441.41    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                         | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       137000 | PA      | $129992.07    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                         | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       175000 | PA      | $175523.97    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                         | Bryant Park Funding Ltd., Series 2024-23A, Class A1A                                        | CUSIP: 11765CAA3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000000.00   | 0.03%             | 2037-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bryant Park CLO Ltd.                                             | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                             | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10023844.00  | 0.10%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       249000 | PA      | $228061.47    | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       194000 | PA      | $172198.18    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22715.15     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        98000 | PA      | $101379.53    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                           | Buckhorn Park CLO Ltd., Series 2019-1A, Class CRR                                           | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2502235.00   | 0.02%             | 2034-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       249000 | PA      | $247764.26    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $1017958.03   | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                    | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       142000 | PA      | $129779.09    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                    | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99381.76     | 0.00%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                    | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       207000 | PA      | $205628.39    | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                     | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3795165 | PA      | $3799909.28   | 0.04%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                     | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1910567 | PA      | $1911164.55   | 0.02%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                     | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16729275 | PA      | $16775849.18  | 0.16%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-LBA6, Class A                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6710000 | PA      | $6707907.82   | 0.06%             | 2039-01-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                     | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6939439 | PA      | $6943755.01   | 0.07%             | 2040-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2025-SPOT, Class B                                     | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1813284 | PA      | $1814412.08   | 0.02%             | 2040-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-VLT6, Class A                                                         | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6227000 | PA      | $6199756.88   | 0.06%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       693000 | PA      | $681814.91    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3815000 | PA      | $3616350.66   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $755539.75    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2635000 | PA      | $2393271.00   | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       658000 | PA      | $565291.52    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        37000 | PA      | $32491.83     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2142000 | PA      | $1796614.28   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1113000 | PA      | $996613.59    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       187000 | PA      | $187325.39    | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       591000 | PA      | $582568.36    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2927000 | PA      | $2869511.11   | 0.03%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1017622 | PA      | $677674.84    | 0.01%             | 2037-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                        | CBOE Global Markets, Inc.                                                                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         2782 | NS      | $834850.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | Cboe Global Markets, Inc.                                                                   | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88038.20     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                 | CBRE Group, Inc., Class A                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        23433 | NS      | $3344592.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1339000 | PA      | $1334628.03   | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC                                                                                     | CUSIP: 12513GBF5<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95528.09     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC                                                                                     | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       159000 | PA      | $146362.59    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC                                                                                     | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100292.41    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                                        | CDW Corp.                                                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        54519 | NS      | $7464196.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       848000 | PA      | $793461.13    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      2640000 | PA      | $2492782.78   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       353000 | PA      | $379118.12    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5282000 | PA      | $5447908.89   | 0.05%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A6                                  | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       607247 | PA      | $191997.16    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A8                                  | CUSIP: 12545EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       927272 | PA      | $293181.56    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                             | CHNGE Mortgage Trust, Series 2022-2, Class A1                                               | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5844310 | PA      | $5737088.78   | 0.05%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2021-4A, Class AR                                                 | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9020362.50   | 0.09%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5009733.50   | 0.05%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2014-3A, Class A1R                                                | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1499724.75   | 0.01%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        18046 | NS      | $5243806.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                           | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102872.90    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                           | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       607000 | PA      | $620041.12    | 0.01%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                           | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       260000 | PA      | $260820.96    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5997145.20   | 0.06%             | 2035-01-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2021-6A, Class A                                                  | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600204.42    | 0.01%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                               | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16500000 | PA      | $16533561.00  | 0.16%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2019-5A, Class BR2                                                | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2211543.84   | 0.02%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2019-6A, Class BR                                                 | CUSIP: 12555XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10043973.00  | 0.10%             | 2037-07-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2020-4A, Class A1R                                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2506289.00   | 0.02%             | 2040-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2020-4A, Class CR                                                 | CUSIP: 12562RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002509.60   | 0.02%             | 2040-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-I Ltd.                                         | CIFC Funding Ltd., Series 2021-1A, Class A1R                                                | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002517.60   | 0.02%             | 2037-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2021-1A, Class CR                                                 | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9500000 | PA      | $9512788.90   | 0.09%             | 2037-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                              | CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5                              | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        45882 | PA      | $40679.90     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust, Series 2025-I1, Class B1B                                                        | CUSIP: 12571DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4918000 | PA      | $4930013.08   | 0.05%             | 2069-10-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                                             | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |       111000 | PA      | $110120.96    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                                             | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |       252000 | PA      | $252752.45    | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2025-4A, Class A1                                                 | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012633.00   | 0.05%             | 2038-10-24      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2023-1A, Class A1R                                                | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4509412.65   | 0.04%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2024-3A, Class B                                                  | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5022733.50   | 0.05%             | 2037-07-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                  | CMG Media Corp.                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $430454.24    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       154393 | NS      | $11848118.82  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2014-UBS5, Class XB2                                      | CUSIP: 12592KBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12675000 | PA      | $96777.81     | 0.00%             | 2047-09-10      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                              | CNA Financial Corp.                                                                         | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99173.16     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                              | CNA Financial Corp.                                                                         | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98313.07     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2793000 | PA      | $2356020.01   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       800000 | PA      | $597260.80    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2226000 | PA      | $1810382.65   | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       189000 | PA      | $135340.42    | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       144070 | NS      | $6545100.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                   | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       146000 | PA      | $142121.93    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100444.75    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2011-4R, Class 1A2                                                       | CUSIP: 12645KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2214254 | PA      | $1895332.97   | 0.02%             | 2037-09-27      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       458000 | PA      | $477161.64    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                         | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       811000 | PA      | $804500.16    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                        | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       755000 | PA      | $730620.45    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                    | CQP Holdco LP                                                                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2925000 | PA      | $2889348.93   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-LION, Class A                                                       | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8800000 | PA      | $8764765.68   | 0.08%             | 2027-02-15      | Floating      | 7.09%                 | No            |                  3 | On Loan: No      |
| CVR Energy, Inc.                                                 | CVR Energy, Inc.                                                                            | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       564000 | PA      | $571175.77    | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                 | CVR Energy, Inc.                                                                            | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       396000 | PA      | $397204.24    | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       167652 | NS      | $13963735.08  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96695.97     | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       777000 | PA      | $773995.90    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95885.93     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       395000 | PA      | $349766.45    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507478.59    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119476.71    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       184000 | PA      | $188333.12    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       253000 | PA      | $261610.65    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103215.69    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-ATH2, Class A1                                                      | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1053057 | PA      | $1050249.82   | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-16, Class A1                                            | CUSIP: 12667GMC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       293079 | PA      | $271778.21    | 0.00%             | 2035-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-36, Class 2A1A                                          | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       720356 | PA      | $702402.16    | 0.01%             | 2035-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-61, Class 1A1                                           | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       121517 | PA      | $115103.17    | 0.00%             | 2035-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-63, Class 3A3                                           | CUSIP: 12668AXH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1186151 | PA      | $1136957.80   | 0.01%             | 2035-11-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-63, Class 5A1                                           | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        19993 | PA      | $20462.23     | 0.00%             | 2035-12-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                         | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        32130 | PA      | $28405.61     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA3, Class 2A1                                          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3941411 | PA      | $3752671.75   | 0.04%             | 2036-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-76, Class 2A1                                           | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750393 | PA      | $2553306.73   | 0.02%             | 2036-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-2CB, Class A6                                           | CUSIP: 12668BLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666378 | PA      | $256753.34    | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-9T1, Class A7                                           | CUSIP: 12668BVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       300755 | PA      | $110383.39    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-11CB, Class 1A5                                         | CUSIP: 12668BWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       559129 | PA      | $293606.37    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-7CB, Class 1A6                                          | CUSIP: 12668BXX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       738976 | PA      | $357130.03    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                  | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2559959 | PA      | $667735.07    | 0.01%             | 2046-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA2, Class A1                                           | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       958426 | PA      | $868879.76    | 0.01%             | 2046-05-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2005-11, Class 4A1                                  | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       454047 | PA      | $433960.55    | 0.00%             | 2035-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A1                                   | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1661306 | PA      | $1479296.66   | 0.01%             | 2035-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2025-167G, Class A                                        | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2531000 | PA      | $2499233.67   | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                           | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1995914.60   | 0.02%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                                             | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |        85000 | PA      | $63452.50     | 0.00%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        40237 | NS      | $1444910.67   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                        | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       239000 | PA      | $245581.15    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc.                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      1416000 | PA      | $1448643.40   | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         5900 | NS      | $1944581.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $983520.66    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       918000 | PA      | $931956.90    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1893000 | PA      | $1839342.73   | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAFL Issuer LLC                                                  | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                 | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2012750.80   | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                            | California Buyer Ltd.                                                                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      1177000 | PA      | $1169850.43   | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                       | California Resources Corp.                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       409000 | PA      | $417356.28    | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                       | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96025.75     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                       | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       109000 | PA      | $105949.85    | 0.00%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       311795 | PA      | $34682.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       226070 | PA      | $25085.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       303904 | PA      | $33895.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                                        | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       452000 | PA      | $447309.01    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                                        | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97220.97     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                                        | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       192000 | PA      | $186338.13    | 0.00%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       182671 | PA      | $19339.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       513453 | PA      | $54359.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       148988 | PA      | $16002.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101218.12    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       166000 | PA      | $177404.47    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       622000 | PA      | $626488.14    | 0.01%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       134000 | PA      | $133033.92    | 0.00%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       140000 | PA      | $138976.99    | 0.00%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       155000 | PA      | $148353.09    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                               | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       128000 | PA      | $126358.08    | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                             | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $108205.61    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                             | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       131000 | PA      | $133028.18    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                                | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $98848.30     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                                | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       208000 | PA      | $206611.37    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $89267.39     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        16580 | NS      | $1441796.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2017-1A, Class CR                                           | CUSIP: 13876GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012280.00   | 0.05%             | 2030-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                           | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502200.35   | 0.01%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        27044 | NS      | $5173517.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       216000 | PA      | $223359.42    | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1148183.22   | 0.01%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       346000 | PA      | $358757.67    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        77000 | PA      | $78418.77     | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       352000 | PA      | $341345.44    | 0.00%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                          | Capstone Borrower, Inc.                                                                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |       531000 | PA      | $512220.39    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        35054 | NS      | $6761215.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                       | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99483.13     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                       | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       158000 | PA      | $157162.60    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                             | CareTrust REIT, Inc.                                                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       144462 | NS      | $5699025.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                                         | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93552.89     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2021-11A, Class A1R                                             | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5506492.75   | 0.05%             | 2037-07-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5013558.50   | 0.05%             | 2038-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2017-3A, Class A1R2                                             | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10022246.00  | 0.10%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5510588.05   | 0.05%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                        | Carlyle Group, Inc. (The)                                                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        55068 | NS      | $2757254.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                                        | Carlyle Group, Inc. (The)                                                                   | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96652.44     | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2022-6A, Class A1R2                                             | CUSIP: 14317GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5008719.00   | 0.05%             | 2038-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2459000 | PA      | $2495047.88   | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       354000 | PA      | $359035.30    | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      1693000 | PA      | $1701512.40   | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                                    | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30680.81     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       758000 | PA      | $758456.32    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       112139 | NS      | $7532376.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                        | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105418.46    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                   | Carrington Mortgage Loan Trust, Series 2006-FRE1, Class A4                                  | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2876000 | PA      | $2619278.17   | 0.02%             | 2036-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      4110483 | PA      | $4547208.46   | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      2153465 | PA      | $2240150.08   | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                               | CarVal CLO IV Ltd., Series 2021-1A, Class A1R                                               | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3510000 | PA      | $3517442.60   | 0.03%             | 2038-03-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                               | CarVal CLO VC Ltd., Series 2021-2A, Class C                                                 | CUSIP: 14687MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002426.00   | 0.02%             | 2034-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         6505 | NS      | $5790165.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                           | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       165000 | PA      | $169134.15    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                        | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101699.28    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                        | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       266000 | PA      | $266960.56    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                        | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       170000 | PA      | $172316.12    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                        | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       772000 | PA      | $775354.59    | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                               | Caturus Energy LLC                                                                          | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      1786000 | PA      | $1790925.57   | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       204000 | PA      | $210116.53    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        46000 | PA      | $47862.91     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       855000 | PA      | $895171.32    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       540000 | PA      | $559175.40    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                                 | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       600000 | PA      | $624720.00    | 0.01%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                                 | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       540000 | PA      | $539643.60    | 0.01%             | 2036-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2667000 | PA      | $2651437.79   | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2376000 | PA      | $2316358.17   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2795000 | PA      | $2597220.77   | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        18000 | PA      | $16183.22     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       429000 | PA      | $404993.19    | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1261000 | PA      | $1093181.24   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                             | Cenovus Energy, Inc.                                                                        | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $99497.58     | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        35413 | NS      | $1545777.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc., Series B                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        77000 | PA      | $81316.47     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                          | CenterPoint Energy Houston Electric LLC, Series AE                                          | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89854.77     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                          | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       209000 | PA      | $210929.02    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                          | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       535000 | PA      | $535374.19    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                          | CenterPoint Energy Houston Electric LLC, Series AR                                          | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1105990.27   | 0.01%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       137000 | PA      | $129385.66    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                             | Central Parent, Inc.                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1082000 | PA      | $649200.00    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC                                                                          | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $36000.00     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                        | Century Communities, Inc.                                                                   | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       316000 | PA      | $314413.36    | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                              | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                              | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4165730 | PA      | $3982600.27   | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       201000 | PA      | $187660.64    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       297000 | PA      | $308324.91    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                      | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       398000 | PA      | $418348.15    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       161000 | PA      | $162671.18    | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       318000 | PA      | $312795.20    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       138000 | PA      | $136566.24    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       108000 | PA      | $108286.93    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      7663000 | PA      | $6862272.52   | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3517000 | PA      | $3005524.66   | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       141000 | PA      | $131775.83    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311097.47    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       174000 | PA      | $179945.22    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1451770.92   | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1390822.02   | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       375000 | PA      | $383482.13    | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      2146000 | PA      | $2069291.92   | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       300000 | PA      | $274574.34    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       302000 | PA      | $316949.39    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       851000 | PA      | $882414.28    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       385000 | PA      | $392948.04    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        59219 | NS      | $16282264.05  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      2457000 | PA      | $2531140.86   | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                             | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |       547000 | PA      | $531427.76    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         9594 | NS      | $980027.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       613000 | PA      | $625204.77    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-64183.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-98578.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-107836.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-646125.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       442000 | PA      | $447583.57    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                           | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       311000 | PA      | $316609.73    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                           | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       155000 | PA      | $156893.93    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50372 | NS      | $9737411.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-207349.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $710287.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1090000 | PA      | $14450.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                | Republic of Chile                                                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1509000 | PA      | $1155894.00   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $209752.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-21, Class 1A1                                  | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127094 | PA      | $54150.67     | 0.00%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC                                                                                 | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |       855000 | PA      | $846760.71    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC                                                                                 | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      1109000 | PA      | $1144801.85   | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC                                                                                 | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4203000 | PA      | $4288345.15   | 0.04%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $206248.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                           | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100663.23    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                           | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       407000 | PA      | $410672.97    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                           | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       125000 | PA      | $123402.70    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-36566.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       608000 | PA      | $602700.30    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       685000 | PA      | $700629.65    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-277475.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2018-1A, Class BR                                                 | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004246.90   | 0.01%             | 2038-01-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2017-1A, Class BRR                                                | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009112.80   | 0.02%             | 2037-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2018-4A, Class AR                                                 | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2703278.88   | 0.03%             | 2038-01-17      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2018-4A, Class CR                                                 | CUSIP: 17181TAN1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000606.60   | 0.02%             | 2038-01-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2024-2A, Class A1                                                 | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003281.70   | 0.03%             | 2037-04-22      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |        83000 | PA      | $85778.01     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $266492.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Digital, Inc.                                             | Cipher Digital, Inc.                                                                        | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |        13336 | NS      | $236580.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Compute LLC                                               | Cipher Compute LLC                                                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1591000 | PA      | $1649086.09   | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        28127 | NS      | $2573620.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       141000 | PA      | $143235.00    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                         | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       589000 | PA      | $601087.37    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                         | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       146000 | PA      | $147765.35    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class C                                | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2870000 | PA      | $2843591.12   | 0.03%             | 2049-05-10      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       182941 | NS      | $23412789.18  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1705000 | PA      | $1777608.77   | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series T                                                                   | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       519000 | PA      | $519119.89    | 0.00%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1943000 | PA      | $1806997.11   | 0.02%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       375000 | PA      | $352922.37    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series CC                                                                  | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2639000 | PA      | $2677629.68   | 0.03%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       194000 | PA      | $197364.89    | 0.00%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series DD                                                                  | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       235000 | PA      | $244112.60    | 0.00%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series EE                                                                  | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       926000 | PA      | $931602.30    | 0.01%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        22000 | PA      | $21794.72     | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1830000 | PA      | $1852430.04   | 0.02%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                            | CITGO Petroleum Corp.                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      1298000 | PA      | $1335730.26   | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                              | Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3                             | CUSIP: 17309MAG8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      2927057 | PA      | $2742544.11   | 0.03%             | 2036-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                               | Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1                                | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1101524 | PA      | $1050483.97   | 0.01%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-99083.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-100055.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-114030.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       225000 | PA      | $203912.02    | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       320000 | PA      | $314513.72    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series FF                                                                  | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       196000 | PA      | $199468.81    | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       466000 | PA      | $468200.04    | 0.00%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series GG                                                                  | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4995000 | PA      | $5071433.49   | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21346.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       127798 | NS      | $8313259.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                              | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85698.57     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                              | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $107545.60    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                              | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       273000 | PA      | $281279.54    | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                              | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       116000 | PA      | $115002.98    | 0.00%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25049.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $167886.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-121391.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-121391.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $539473.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-149605.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-538505.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $149337.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-199073.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-47189.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41842.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-159430.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-324087.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3445.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-108656.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7783.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21774.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7163.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $33254.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                               | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       333000 | PA      | $349338.31    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-117250.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1428433.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2720232.47  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11092.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-200842.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13454.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2852.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $43573.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1333.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46182.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       342000 | PA      | $8104.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       650000 | PA      | $5648.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       393000 | PA      | $3656.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       303000 | PA      | $7008.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       546000 | PA      | $555487.17    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      2777000 | PA      | $2869168.63   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      2890000 | PA      | $2956296.60   | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $43938.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1173000 | PA      | $1132896.07   | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1672000 | PA      | $1516358.20   | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28671.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17284.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       130000 | PA      | $3287.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4305.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3308.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36541.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132562.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63229.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27046.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $45941.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6146.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $223331.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7753.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2259.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2544.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $154602.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6101.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-212.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18748.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2389.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1187.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1414.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26863.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4549.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4690.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3550.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8594.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7450.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5455.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-359.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27232.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3481.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7534.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3748.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3700.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3667.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3303.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2454.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2194.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-410.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-170833.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39597.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $230146.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1810080.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2348.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-448.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $394.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2919.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $57505.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4578.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       144000 | PA      | $3337.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1106.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130914.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39425.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-765.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1093.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-113129.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4787.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1688.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7337.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2661.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-200654.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11447.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7830.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8143.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $252.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-593.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28415.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8851.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       282000 | PA      | $2764.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4258.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-173834.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4470.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $846.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $52070.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1915.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-169827.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-42772.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1494.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $38.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-169899.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50351.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55048.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10101.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-138.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5273.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6432.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-783.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27604.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $126520.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $206233.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27290.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9285.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $117260.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $39448.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $268812.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $110091.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-990.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16492.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12624.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5322.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1661.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $29074.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       216432 | PA      | $5364.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4849.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5565.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7831.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26038.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5704.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1553.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2280.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2641.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       130000 | PA      | $3366.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $30785.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11847.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9931.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6981.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $526.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       800000 | PA      | $9010.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25720.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $128.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2951.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $147862.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-156203.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $273470.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-257059.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1681.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $23955.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20898.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5741.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3985.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23622.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15861.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7753.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4215.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25763.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3971.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-237.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       150000 | PA      | $1156.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       150000 | PA      | $1160.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc.                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |        64000 | PA      | $65135.23     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cleanspark, Inc.                                                 | Cleanspark, Inc.                                                                            | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |         9348 | NS      | $117130.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       352000 | PA      | $354525.95    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1061000 | PA      | $1062952.24   | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2754000 | PA      | $2867321.59   | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1184000 | PA      | $1230900.61   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      3992000 | PA      | $4193492.21   | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                    | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       431000 | PA      | $428260.31    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                    | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      1177000 | PA      | $1085189.76   | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1272000 | PA      | $1296212.10   | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                 | Clorox Co. (The)                                                                            | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |       131000 | PA      | $130022.15    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      5761000 | PA      | $5656640.29   | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       256000 | PA      | $243209.67    | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2018-1A, Class A1RR                                                  | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5300000 | PA      | $5300000.00   | 0.05%             | 2037-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2018-1A, Class B1RR                                                  | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1500000.00   | 0.01%             | 2037-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2018-1A, Class CRR                                                   | CUSIP: 18914GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2500000.00   | 0.02%             | 2037-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |         7946 | NS      | $1628691.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       309000 | PA      | $304139.96    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1289000 | PA      | $1260258.05   | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       906000 | PA      | $852380.32    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                  | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7120000 | PA      | $7090971.05   | 0.07%             | 2036-08-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       105920 | NS      | $8342259.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                         | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       500000 | PA      | $450915.25    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                         | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       225000 | PA      | $231660.27    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                         | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100518.38    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                               | Coeur Mining, Inc.                                                                          | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |      1473000 | PA      | $1518110.63   | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                                       | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       135000 | PA      | $135195.87    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1182000 | PA      | $1246714.50   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2025-12, Class B1                                          | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |      1332000 | PA      | $1330300.23   | 0.01%             | 2071-01-26      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2025-6, Class B1                                           | CUSIP: 19689BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       356989 | PA      | $359423.66    | 0.00%             | 2070-08-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2026-2, Class B1                                           | CUSIP: 19689FAM6<br>LEI: 213800O4MIR3K4EURE50 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1467832.20   | 0.01%             | 2071-03-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2026-1, Class B1                                           | CUSIP: 196926AM1<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |       282353 | PA      | $279672.26    | 0.00%             | 2071-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2140000 | PA      | $114388.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                          | Columbus McKinnon Corp.                                                                     | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       614000 | PA      | $617502.87    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co., Series F                                                                    | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       129000 | PA      | $133558.14    | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       647165 | NS      | $17499341.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       168000 | PA      | $161845.54    | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       700000 | PA      | $658239.79    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       425000 | PA      | $418932.15    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       232000 | PA      | $228996.66    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       240000 | PA      | $212941.41    | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       123000 | PA      | $106684.31    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       491000 | PA      | $485186.91    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                        | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4380000 | PA      | $4374525.00   | 0.04%             | 2041-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       876000 | PA      | $877464.67    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                       | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       903000 | PA      | $902106.75    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                              | CommonSpirit Health                                                                         | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      1116000 | PA      | $1135586.57   | 0.01%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                              | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $251276.08    | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                           | Compass Group Diversified Holdings LLC                                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       373661 | PA      | $353610.76    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                         | CompoSecure Holdings LLC                                                                    | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1772000 | PA      | $1736896.68   | 0.02%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      1336000 | PA      | $1335528.08   | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                    | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       883000 | PA      | $855311.86    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                    | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       151000 | PA      | $150491.75    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                                                        | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       376000 | PA      | $394304.41    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                                                        | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112969.63    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                  | Concentra Health Services, Inc.                                                             | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |       577000 | PA      | $597939.91    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                       | CONE Trust, Series 2024-DFW1, Class A                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2868000 | PA      | $2865508.86   | 0.03%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                               | Connect Finco SARL                                                                          | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |       428000 | PA      | $451406.04    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       101075 | NS      | $12713213.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                               | ConocoPhillips Co.                                                                          | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       142000 | PA      | $143354.56    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                               | ConocoPhillips Co.                                                                          | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       267000 | PA      | $271579.37    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                               | ConocoPhillips Co.                                                                          | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100448.47    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                        | Consolidated Edison Co. of New York, Inc.                                                   | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       337000 | PA      | $333972.32    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                        | Consolidated Edison Co. of New York, Inc.                                                   | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90376.63     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                        | Consolidated Edison Co. of New York, Inc.                                                   | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       105000 | PA      | $107621.50    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                   | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |       150000 | PA      | $142500.00    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc.                                                                  | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98549.91     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc.                                                                  | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88383.39     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc.                                                                  | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       157000 | PA      | $155438.88    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc.                                                                  | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100800.23    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc.                                                                  | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97117.95     | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                                         | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106960.62    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $249732.15    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      1588000 | PA      | $1531474.19   | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      1320000 | PA      | $1353626.71   | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                        | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       451000 | PA      | $453831.79    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                        | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       258000 | PA      | $259987.99    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       370510 | PA      | $19354.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings SA                                                             | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      1356000 | PA      | $1376340.00   | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       374000 | PA      | $8186.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                    | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       294000 | PA      | $292241.38    | 0.00%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |         9851 | NS      | $470231.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                                           | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |          228 | NS      | $31708.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |         2441 | NS      | $274173.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc.                                                                             | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      3918000 | PA      | $3809708.24   | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97890.09     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101500.60    | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       304000 | PA      | $312929.90    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       260000 | PA      | $258531.16    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      1236000 | PA      | $1251583.97   | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                             | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       313000 | PA      | $311015.44    | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                             | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      2288000 | PA      | $2301248.76   | 0.02%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific Finance I LLC                                    | Core Scientific Finance I LLC                                                               | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2193000 | PA      | $2187526.71   | 0.02%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       491000 | PA      | $466535.93    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       675000 | PA      | $665651.25    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                | Corp. Financiera de Desarrollo SA                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       595000 | PA      | $606864.30    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       887000 | PA      | $11011.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                          | COPT Defense Properties                                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       140269 | NS      | $4383406.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       403000 | PA      | $432354.52    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       412000 | PA      | $436794.16    | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                         | Cougar JV Subsidiary LLC                                                                    | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       221000 | PA      | $232378.63    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       470000 | PA      | $-9162.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                            | Cousins Properties LP                                                                       | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |        54000 | PA      | $52258.01     | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                         | Cousins Properties, Inc.                                                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       250219 | NS      | $6408108.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4810000 | PA      | $5690.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp.                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       313000 | PA      | $299151.28    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       120000 | PA      | $-2365.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1704000 | PA      | $6314.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       470000 | PA      | $-8509.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       470000 | PA      | $-8094.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       240000 | PA      | $-4034.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       180000 | PA      | $2107.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       240000 | PA      | $-4154.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       120000 | PA      | $1405.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1124000 | PA      | $13161.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1130000 | PA      | $1155289.40   | 0.01%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1390000 | PA      | $1422559.36   | 0.01%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       580000 | PA      | $569732.32    | 0.01%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Americas, Inc.                                               | UBS Americas, Inc.                                                                          | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |        80000 | PA      | $89301.72     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2008-2R, Class 1A1                                                       | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       209450 | PA      | $184239.90    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       250000 | PA      | $-5302.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |         1179 | NS      | $26724.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1760000 | PA      | $-26791.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       630000 | PA      | $-10511.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       870000 | PA      | $878054.21    | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       230000 | PA      | $-3433.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       745000 | PA      | $723254.79    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       280000 | PA      | $260549.87    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       280000 | PA      | $-5106.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2025-H7, Class B1B                                             | CUSIP: 22757JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       822400 | PA      | $817304.08    | 0.01%             | 2070-09-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                             | CrossCountry Intermediate HoldCo LLC                                                        | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       136000 | PA      | $133613.96    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                             | CrossCountry Intermediate HoldCo LLC                                                        | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       106000 | PA      | $102457.25    | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2026-NQM4, Class B1                                            | CUSIP: 22758FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $5853723.00   | 0.06%             | 2071-04-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2025-H2, Class B1B                                             | CUSIP: 22758PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       893503 | PA      | $894975.85    | 0.01%             | 2070-03-25      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2025-H6, Class B1B                                             | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1227272 | PA      | $1221100.42   | 0.01%             | 2070-07-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2025-H10, Class B1                                             | CUSIP: 22758YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       611214 | PA      | $605720.04    | 0.01%             | 2071-01-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2026-NQM5, Class B1                                            | CUSIP: 22759BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $5835699.60   | 0.06%             | 2071-03-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                       | Crowdstrike Holdings, Inc., Class A                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         4176 | NS      | $1861452.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2026-NQM3, Class B1                                            | CUSIP: 227925AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3905639.20   | 0.04%             | 2071-03-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                               | Crown Americas LLC                                                                          | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      2041000 | PA      | $2055842.15   | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       141557 | NS      | $12567430.46  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       404000 | PA      | $382340.18    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        41000 | PA      | $41202.70     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       259000 | PA      | $256876.16    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       201000 | PA      | $206045.41    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                             | Crown Holdings, Inc.                                                                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        76674 | NS      | $7537820.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2659000 | PA      | $110651.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                     | CubeSmart LP                                                                                | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87858.87     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                     | CubeSmart LP                                                                                | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98887.81     | 0.00%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         7245 | NS      | $4861467.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                               | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102140.14    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                               | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       423000 | PA      | $423657.93    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                               | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101070.39    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2774707000 | PA      | $12930.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp.                                             | Curtiss-Wright Corp.                                                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         2207 | NS      | $1589481.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC                                                         | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |        89000 | PA      | $93684.69     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   8324121000 | PA      | $55812.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3505167205 | PA      | $75314.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6294999742 | PA      | $-77425.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA16, Class A2                                          | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       217267 | PA      | $206240.83    | 0.00%             | 2046-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-J7, Class 2A1                                           | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2632577 | PA      | $2490019.53   | 0.02%             | 2046-11-20      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-J8, Class A5                                            | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1179727 | PA      | $426712.98    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3505167204 | PA      | $73484.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6294999742 | PA      | $-75489.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                         | DK Trust, Series 2025-LXP, Class A                                                          | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1214000 | PA      | $1215130.60   | 0.01%             | 2037-08-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                                    | Cyprium Corp.                                                                               | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       541000 | PA      | $544735.06    | 0.01%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6878674211 | PA      | $137313.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12491465712 | PA      | $-141020.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                               | DBC Mortgage Trust, Series 2025-DBC, Class A                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8792000 | PA      | $8797495.00   | 0.08%             | 2042-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                               | DBC Mortgage Trust, Series 2025-DBC, Class C                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4162000 | PA      | $4162000.00   | 0.04%             | 2042-11-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DBGS                                                             | DBGS, Series 2024-SBL, Class A                                                              | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $12492187.50  | 0.12%             | 2034-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                              | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                              | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3040000 | PA      | $3039050.00   | 0.03%             | 2037-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                       | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      3346000 | PA      | $3059680.64   | 0.03%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100854.51    | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                             | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       123000 | PA      | $125561.38    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        40297 | NS      | $6112651.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                              | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104805.82    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series C                                                                  | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92003.67     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series A                                                                  | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95870.69     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co.                                                                            | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       208000 | PA      | $212653.92    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series A                                                                  | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |        55000 | PA      | $53775.90     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       359000 | PA      | $10586.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73120 | NS      | $10821028.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                                       | DGWD Trust, Series 2025-INFL, Class A                                                       | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5197000 | PA      | $5205053.79   | 0.05%             | 2035-08-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       500000 | PA      | $21680.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2210000 | PA      | $-46633.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                                                     | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115906.40    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4262000 | PA      | $10281.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -6393000 | PA      | $-2386.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                  | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |        51000 | PA      | $48750.17     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                  | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |        83000 | PA      | $78394.10     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5712000 | PA      | $11182.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       226000 | PA      | $4409.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                         | Darden Restaurants, Inc.                                                                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        10824 | NS      | $2170861.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                                   | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       333000 | PA      | $335888.11    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        11698 | NS      | $1546358.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |        24000 | PA      | $24772.58     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                                | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       183000 | PA      | $188685.81    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      8524000 | PA      | $18962.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       632000 | PA      | $-3854.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       400000 | PA      | $11574.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                            | DBR Land Holdings LLC                                                                       | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       315000 | PA      | $322481.25    | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       414000 | PA      | $10624.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       364000 | PA      | $-6892.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                               | Grupo Financiero Banorte SAB de CV, Class O                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       298388 | NS      | $3240016.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       257000 | PA      | $-841.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2026-INV2, Class B1                            | CUSIP: 24380UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000000 | PA      | $6901016.50   | 0.07%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2026-CES1, Class A1A                           | CUSIP: 24380YAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4999995.00   | 0.05%             | 2061-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class B1                            | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       573821 | PA      | $565915.53    | 0.01%             | 2070-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2021-3, Class B1                               | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $788066.30    | 0.01%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         9866 | NS      | $5819657.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                                                 | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       168000 | PA      | $174823.22    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                    | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       346000 | PA      | $330965.06    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                    | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       812000 | PA      | $722497.84    | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                    | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101694.55    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp., Series I                                                          | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       332000 | PA      | $342462.90    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp., Series I                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       539000 | PA      | $540887.33    | 0.01%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp., Series I                                                          | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |        79000 | PA      | $78370.77     | 0.00%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp., Series I                                                          | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49484.17     | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD/INR One-touch barrier option; Barrier price USD 89.00000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       426000 | PA      | $8.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       179000 | PA      | $206.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       259000 | PA      | $-4609.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4262000 | PA      | $11125.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2131000 | PA      | $-1670.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2131000 | PA      | $-15370.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       720000 | PA      | $14042.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       139283 | NS      | $7725241.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners LP                                      | Delek Logistics Partners LP                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       694000 | PA      | $716238.36    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                           | Dell International LLC                                                                      | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99269.16     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                           | Dell International LLC                                                                      | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       321000 | PA      | $317784.89    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                           | Dell International LLC                                                                      | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       552000 | PA      | $545910.50    | 0.01%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                          | Dell Technologies, Inc., Class C                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        23008 | NS      | $4807521.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                                           | Dell International LLC                                                                      | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       146000 | PA      | $146866.13    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                           | Dell International LLC                                                                      | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       314000 | PA      | $319473.96    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       550000 | PA      | $14643.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                     | Deluxe Corp.                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       133000 | PA      | $138696.52    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -1844000 | PA      | $-528.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOP                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -169539000 | PA      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -4262000 | PA      | $-96909.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -1854000 | PA      | $-8891.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -1854000 | PA      | $-12595.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series A                                                                  | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       115000 | PA      | $127278.92    | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -2131000 | PA      | $-38985.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -2131000 | PA      | $-14840.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -4262000 | PA      | $-268100.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -4262000 | PA      | $-21983.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 3A1                   | CUSIP: 25151XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9168093 | PA      | $7996294.85   | 0.08%             | 2047-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3887000 | PA      | $-14070.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3887000 | PA      | $-14070.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       261000 | PA      | $259989.31    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1696000 | PA      | $1710211.36   | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1021000 | PA      | $1017798.29   | 0.01%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                        | Deutsche Telekom International Finance BV                                                   | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       105000 | PA      | $120337.33    | 0.00%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                               | Deutsche Mortgage Securities, Inc., Series 2006-PR1, Class CWA1                             | CUSIP: 25157GCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1810816 | PA      | $886127.93    | 0.01%             | 2035-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $182546.46    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                          | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115029.61    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        41382 | NS      | $2125793.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                          | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       141000 | PA      | $141550.70    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     11820000 | PA      | $6020.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8400000 | PA      | $-64846.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       990800 | PA      | $-3636.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                      | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2998496.70   | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                      | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                                      | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5010994.00   | 0.05%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 6 Ltd.                                      | Diameter Capital CLO 6 Ltd., Series 2024-6A, Class A1R                                      | CUSIP: 25255UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10023580.00  | 0.10%             | 2039-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 8 Ltd.                                      | Diameter Capital CLO 8 Ltd., Series 2024-8A, Class A1A                                      | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4810000 | PA      | $4820170.26   | 0.05%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4262000 | PA      | $21983.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2131000 | PA      | $-44465.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                        | Diamond Foreign Asset Co.                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       188000 | PA      | $198250.51    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      1802000 | PA      | $1684487.78   | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       394000 | PA      | $403048.59    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      1411000 | PA      | $1439667.56   | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                     | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9022096.80   | 0.09%             | 2038-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                     | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class B                                      | CUSIP: 25290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024933.00   | 0.05%             | 2038-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  28352073000 | PA      | $8804.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15742449000 | PA      | $9095.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1859511000 | PA      | $-14465.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -3197000 | PA      | $-168559.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -3197000 | PA      | $-16534.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                               | Digicel International Finance Ltd.                                                          | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4169000 | PA      | $4325337.50   | 0.04%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        10602 | NS      | $2130365.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust LP                                          | Digital Realty Trust LP                                                                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       129000 | PA      | $125528.79    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |        89000 | PA      | $99858.00     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                      | DigitalOcean Holdings, Inc.                                                                 | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |         5331 | NS      | $514068.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -2714000 | PA      | $-106138.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      5454000 | PA      | $347.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -533000 | PA      | $-84.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2131000 | PA      | $25485.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                            | DirecTV Financing LLC                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       919000 | PA      | $919681.90    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | DirecTV Financing LLC                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3155000 | PA      | $3282745.95   | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        71107 | NS      | $7377351.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       139000 | PA      | $154379.38    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       100000 | PA      | $110992.21    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       463000 | PA      | $456996.09    | 0.00%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       376000 | PA      | $369792.70    | 0.00%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       143000 | PA      | $139164.85    | 0.00%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       317000 | PA      | $365661.80    | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                     | Discovery Communications LLC                                                                | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       639000 | PA      | $628603.47    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      3571000 | PA      | $3686343.30   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1473000 | PA      | $1458984.26   | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1002000 | PA      | $984455.18    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      3196500 | PA      | $192116.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -2766000 | PA      | $-74111.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | DirecTV Financing LLC                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       886000 | PA      | $902366.19    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -4262000 | PA      | $-6856.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      1844000 | PA      | $528.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                     | Diversified Healthcare Trust                                                                | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       243000 | PA      | $247945.54    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -17048000 | PA      | $-41038.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD/CNH One-touch barrier option; Barrier price USD 6.65000                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       426000 | PA      | $19129.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2724000 | PA      | $-21643.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      1816000 | PA      | $51447.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2131000 | PA      | $18798.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2131000 | PA      | $-68080.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                                   | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |         1213 | NS      | $77199.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.14500                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       181000 | PA      | $19208.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.15500                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       181000 | PA      | $18607.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AUD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -5947000 | PA      | $-12693.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -1066000 | PA      | $-5059.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       798000 | PA      | $7267.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1421000 | PA      | $-3877.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       296000 | PA      | $-807.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       261000 | PA      | $150.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AUD/USD One-touch barrier option; Barrier price AUD 0.68000                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       297000 | PA      | $19122.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       533000 | PA      | $84.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        69788 | NS      | $8087033.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                        | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       109000 | PA      | $108312.24    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                        | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       123000 | PA      | $124788.17    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                        | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       156000 | PA      | $159037.87    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                                           | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |       130000 | PA      | $129262.22    | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4262000 | PA      | $27188.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AUD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      5950000 | PA      | $1228.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1705000 | PA      | $-14668.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2131000 | PA      | $-27104.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4262000 | PA      | $96909.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2725000 | PA      | $36646.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2131000 | PA      | $-3419.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  22639095000 | PA      | $-45679.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   8218562000 | PA      | $50969.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       557000 | PA      | $557501.30    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1301000 | PA      | $1371254.00   | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       596000 | PA      | $622224.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      4262000 | PA      | $56678.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1598500 | PA      | $8267.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -4262000 | PA      | $-24387.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       261000 | PA      | $496.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       132952 | NS      | $8575404.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series B                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       290000 | PA      | $309223.81    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        85000 | PA      | $86933.50     | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2211187000 | PA      | $3376.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                             | Domino's Pizza, Inc.                                                                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         2415 | NS      | $819699.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       377000 | PA      | $1171.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                          | RR Donnelley & Sons Co.                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1689605.00   | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                           | Dow Chemical Co. (The)                                                                      | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      2280000 | PA      | $2469866.07   | 0.02%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                           | Dow Chemical Co. (The)                                                                      | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1615794.38   | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                           | Dow Chemical Co. (The)                                                                      | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      2205000 | PA      | $2197227.09   | 0.02%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                        | Dream Finders Homes, Inc.                                                                   | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $117874.20    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                       | Dryden 49 Senior Loan Fund, Series 2017-49A, Class CR                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005876.60   | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                       | DCP Midstream Operating LP                                                                  | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       335000 | PA      | $381076.55    | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        44796 | NS      | $5803321.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       139000 | PA      | $145220.39    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                        | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        79000 | PA      | $80347.68     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       306000 | PA      | $286384.21    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                          | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       304000 | PA      | $271230.75    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        10592 | NS      | $483630.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                     | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1032336.64   | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                                      | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       318000 | PA      | $310604.31    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dynatrace, Inc.                                                  | Dynatrace, Inc.                                                                             | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        24954 | NS      | $903584.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2023-1, Class B1                                 | CUSIP: 26844QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1994774.40   | 0.02%             | 2068-02-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2026-NQM1, Class B1                              | CUSIP: 26846GAM9<br>LEI: 254900H3V169GPKPIM43 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $989329.20    | 0.01%             | 2071-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2026-NQM3, Class B1                              | CUSIP: 26846JAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1470158.61   | 0.01%             | 2071-03-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2026-INV2, Class B1                              | CUSIP: 26846TAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1460086.95   | 0.01%             | 2071-02-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2025-INV1, Class B1                              | CUSIP: 26846XAE0<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |       529184 | PA      | $531285.13    | 0.01%             | 2070-03-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                           | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       408000 | PA      | $421784.69    | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        50317 | NS      | $7073060.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                         | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $202677.18    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                         | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101467.36    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                         | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       110000 | PA      | $109132.23    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                 | ERP Operating LP                                                                            | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       131000 | PA      | $125595.29    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                 | ERP Operating LP                                                                            | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       113000 | PA      | $99307.53     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                 | ERP Operating LP                                                                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130139.23    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        97631 | NS      | $5865670.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       165000 | PA      | $166142.02    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       785000 | PA      | $784385.36    | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1323000 | PA      | $1244687.82   | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3434000 | PA      | $3555086.45   | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3949000 | PA      | $3930288.06   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                             | ERAC USA Finance LLC                                                                        | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      2925000 | PA      | $2917651.29   | 0.03%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                         | Eagle Funding Luxco SARL                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      1240000 | PA      | $1248308.00   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                  | Eastern Energy Gas Holdings LLC                                                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103898.45    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                       | EastGroup Properties, Inc.                                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        61724 | NS      | $12418868.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                                        | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |       149000 | PA      | $152266.85    | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                  | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                                 | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3787686 | PA      | $3792119.87   | 0.04%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                      | Eaton Corp.                                                                                 | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       215000 | PA      | $212842.45    | 0.00%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                      | Eaton Corp.                                                                                 | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      1805000 | PA      | $1779908.03   | 0.02%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                      | Eaton Corp.                                                                                 | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       200000 | PA      | $197010.52    | 0.00%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                      | Eaton Corp.                                                                                 | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       200000 | PA      | $196885.29    | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                      | Eaton Corp.                                                                                 | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       265000 | PA      | $265464.36    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                | Eaton Capital ULC                                                                           | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $199872.48    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                             | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2502762.50   | 0.02%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                       | eBay, Inc.                                                                                  | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       200000 | PA      | $181306.38    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                       | eBay, Inc.                                                                                  | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98812.83     | 0.00%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      2904474 | PA      | $2946928.70   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3070762 | PA      | $3334087.24   | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                                                | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       484000 | PA      | $484859.20    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      1166000 | PA      | $1251934.20   | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        54287 | NS      | $3772403.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Efesto Bidco SpA                                                 | Efesto Bidco SpA Efesto US LLC, Series XR                                                   | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |      4653000 | PA      | $4633779.39   | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                          | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |       438404 | PA      | $400865.23    | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                          | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      1166000 | PA      | $955327.12    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: 285039AP8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |       102000 | PA      | $100224.28    | 0.00%             | 2036-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1496535.36   | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                               | Elevation CLO Ltd., Series 2026-19A, Class A1                                               | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505276.25   | 0.02%             | 2038-03-31      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       114187 | NS      | $6666197.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc.                                                                     | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      1364000 | PA      | $1341593.03   | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                              | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                              | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008614.20   | 0.02%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd.                                              | Elmwood CLO 20 Ltd., Series 2022-7A, Class AR2                                              | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3001499.40   | 0.03%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                             | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                            | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2503118.25   | 0.02%             | 2037-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                                              | Elmwood CLO IX Ltd., Series 2021-2A, Class CR                                               | CUSIP: 29003UAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1501951.80   | 0.01%             | 2038-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd.                                              | Elmwood CLO 14 Ltd., Series 2022-1A, Class A1R                                              | CUSIP: 29003WAL9<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3007660.50   | 0.03%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd.                                              | Elmwood CLO 23 Ltd., Series 2023-2A, Class AR                                               | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006467.10   | 0.03%             | 2036-04-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd.                                              | Elmwood CLO 40 Ltd., Series 2025-3A, Class A                                                | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5007416.50   | 0.05%             | 2038-03-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                              | Elmwood CLO 37 Ltd., Series 2024-13A, Class C                                               | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999817.70    | 0.01%             | 2038-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         1602 | NS      | $1428455.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        10685 | NS      | $1500601.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                                        | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       222000 | PA      | $210114.24    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                           | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      3462000 | PA      | $3544322.90   | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                             | Emera US Finance LLC                                                                        | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2090000 | PA      | $2084697.11   | 0.02%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                         | Empire Communities Corp.                                                                    | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $57077.72     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO Ltd., Series 2024-1A, Class A1                                                  | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2500000.00   | 0.02%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                    | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       656000 | PA      | $688373.60    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                    | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       430000 | PA      | $444233.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc., Series 20-A                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2521000 | PA      | $2535689.87   | 0.02%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $85286.51     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       379000 | PA      | $392493.03    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       414000 | PA      | $442649.63    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       603000 | PA      | $637579.64    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       356000 | PA      | $357038.81    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       240000 | PA      | $238850.08    | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       471000 | PA      | $472936.29    | 0.00%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |       236163 | NS      | $4768130.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP, Series G                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3015000 | PA      | $3096510.53   | 0.03%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP, Series H                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1656951.25   | 0.02%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       155000 | PA      | $160822.43    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       222000 | PA      | $240659.30    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1219000 | PA      | $1292172.51   | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       241000 | PA      | $245864.84    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2778000 | PA      | $2834760.04   | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       332000 | PA      | $340873.36    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       104000 | PA      | $103082.86    | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                    | Enel Finance International NV                                                               | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       710000 | PA      | $716878.34    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       335000 | PA      | $324060.97    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                                   | Enerflex, Inc.                                                                              | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |        68000 | PA      | $70053.80     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                      | Enpro, Inc.                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       249000 | PA      | $253759.39    | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       148602 | NS      | $17521661.82  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                       | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       227000 | PA      | $216330.50    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                  | Enterprise Products Partners LP                                                             | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |       127183 | NS      | $4921982.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC, Series E                                                 | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      2051000 | PA      | $2045893.01   | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       190000 | PA      | $183216.39    | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       186000 | PA      | $192089.97    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99957.23     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       929000 | PA      | $929595.37    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100165.25    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       169000 | PA      | $170488.32    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                             | Equinix Europe 2 Financing Corp. LLC                                                        | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102016.58    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                             | Equinix Europe 2 Financing Corp. LLC                                                        | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       124000 | PA      | $121457.96    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                        | EQT Trust, Series 2024-EXTR, Class A                                                        | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9301491 | PA      | $9428812.17   | 0.09%             | 2041-07-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        17779 | NS      | $3092479.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                               | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87855.32     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                               | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       238000 | PA      | $240598.88    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        20359 | NS      | $22045335.97  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       123000 | PA      | $117379.75    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       232000 | PA      | $207979.52    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                           | Equinix Asia Financing Corp. Pte. Ltd.                                                      | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |        95000 | PA      | $93000.25     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                               | Equity Residential                                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        84676 | NS      | $5536116.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                                 | ERO Copper Corp.                                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      2035000 | PA      | $2030909.65   | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       292000 | PA      | $295856.74    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                                  | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      1905000 | PA      | $1922542.82   | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                               | Essex Portfolio LP                                                                          | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88389.00     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                               | Essex Portfolio LP                                                                          | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89750.47     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                               | Essex Portfolio LP                                                                          | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96707.43     | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                    | Estee Lauder Cos., Inc. (The)                                                               | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       108000 | PA      | $95493.10     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                    | Estee Lauder Cos., Inc. (The)                                                               | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       165000 | PA      | $162512.34    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                 | SK Invictus Intermediate II SARL                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2798000 | PA      | $2757148.08   | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       231503 | NS      | $19177708.52  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Metro, Inc.                                               | Evergy Metro, Inc.                                                                          | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100310.05    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                               | Evergy Metro, Inc.                                                                          | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99360.66     | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        51080 | NS      | $3611356.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy, Series A                                                                 | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       685000 | PA      | $682223.22    | 0.01%             | 2056-08-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy, Series B                                                                 | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       785000 | PA      | $784648.48    | 0.01%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                                | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34286.33     | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                       | F&G Annuities & Life, Inc.                                                                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $97643.54     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                         | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2515 | NS      | $624650.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                         | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       163000 | PA      | $160956.98    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                         | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       149000 | PA      | $147938.11    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1056124.14   | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2025-ESH, Class A                                       | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6894108 | PA      | $6902691.56   | 0.07%             | 2042-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                              | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2715974 | PA      | $1724320.69   | 0.02%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                             | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1592602 | PA      | $1028680.15   | 0.01%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                                   | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       680000 | PA      | $615345.36    | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                                   | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       103000 | PA      | $64343.49     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                                   | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |        73000 | PA      | $55067.84     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      1293000 | PA      | $856914.80    | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                        | FNB Corp.                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      1344000 | PA      | $1358723.43   | 0.01%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                             | FS KKR Capital Corp.                                                                        | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       160000 | PA      | $156340.98    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        51963 | NS      | $31796679.33  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX           | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4627000 | PA      | $4355839.75   | 0.04%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                            | FRTKL, Series 2021-SFR1, Class F                                                            | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2900000 | PA      | $2860832.60   | 0.03%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       259000 | PA      | $252508.24    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1573027.44   | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                             | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10740000 | PA      | $10709711.05  | 0.10%             | 2042-08-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                             | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       704000 | PA      | $703160.41    | 0.01%             | 2044-01-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FS                                                               | FS, Series 2026-ORL, Class E                                                                | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3250000 | PA      | $3249652.90   | 0.03%             | 2041-02-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                                             | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $93589.31     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                                             | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       163000 | PA      | $171125.08    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BT Group plc                                                     | BT Group plc                                                                                | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |        28986 | NS      | $85214.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                                   | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       950000 | PA      | $952704.65    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                     | Carnival plc                                                                                | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |         2236 | NS      | $59315.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      1132681 | NS      | $6657806.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                  | Federal Realty Investment Trust                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        30529 | NS      | $3385666.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                            | Federal National Mortgage Association                                                       | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3831000 | PA      | $3522815.70   | 0.03%             | 2030-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        40184 | NS      | $16206609.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                                 | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       414000 | PA      | $397652.43    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                                 | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       238000 | PA      | $214505.71    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                  | Fedex Freight Holding Co., Inc.                                                             | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98596.40     | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                  | Fedex Freight Holding Co., Inc.                                                             | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |       136000 | PA      | $132380.42    | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                    | Ferrellgas LP                                                                               | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |       309000 | PA      | $324328.87    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1226671.87   | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       551000 | PA      | $533885.55    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                                         | F5, Inc.                                                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         3857 | NS      | $1249282.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1512239 | PA      | $1279767.64   | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1066997.80   | 0.01%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2230000 | PA      | $2221291.56   | 0.02%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99465.58     | 0.00%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        80536 | NS      | $4212032.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                               | Intertek Group plc                                                                          | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        10988 | NS      | $707826.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                           | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        47000 | PA      | $48535.73     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                           | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        96000 | PA      | $99280.42     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                         | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       297000 | PA      | $294760.49    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                         | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103239.55    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                         | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       176000 | PA      | $176654.71    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                         | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      4350000 | PA      | $4284455.90   | 0.04%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                         | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      1891000 | PA      | $1846635.51   | 0.02%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                                          | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |         3679 | NS      | $58379.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                                                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         4535 | NS      | $8996623.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc.                                                             | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98168.52     | 0.00%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc.                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97771.88     | 0.00%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M1                              | CUSIP: 32027NZM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3067501 | PA      | $3030305.63   | 0.03%             | 2036-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A5                              | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1652740 | PA      | $1440062.07   | 0.01%             | 2036-12-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust              | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA8, Class 1A1             | CUSIP: 32052AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       739185 | PA      | $389880.02    | 0.00%             | 2037-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Next plc                                                         | Next plc                                                                                    | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         2056 | NS      | $362860.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                                   | Kingfisher plc                                                                              | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |        66441 | NS      | $261266.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       221000 | PA      | $231751.65    | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1120000 | PA      | $1154652.80   | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2139000 | PA      | $2100284.10   | 0.02%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      1182000 | PA      | $1166279.25   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR1, Class E1                                            | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $5935452.60   | 0.06%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       204000 | PA      | $196133.33    | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       178000 | PA      | $180276.36    | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       251000 | PA      | $254103.04    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       191000 | PA      | $189740.08    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        74000 | PA      | $72109.93     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       124000 | PA      | $120973.67    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       217099 | NS      | $10316544.48  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      1933000 | PA      | $1795148.72   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                      | Five Point Operating Co. LP                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       153000 | PA      | $156888.04    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                | Flash Compute LLC                                                                           | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3254000 | PA      | $3319308.04   | 0.03%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                             | Flatiron CLO 28 Ltd., Series 2024-1A, Class BR                                              | CUSIP: 33884EAU5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005235.00   | 0.02%             | 2036-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                        | Flex Ltd.                                                                                   | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       143000 | PA      | $142808.55    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                        | Flex Ltd.                                                                                   | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       100000 | PA      | $98878.00     | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                                   | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139846.83    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                                             | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        57695 | NS      | $4248659.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                                             | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88433.15     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      2020000 | PA      | $2055036.33   | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                         | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10700000 | PA      | $10707116.57  | 0.10%             | 2039-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                              | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       100000 | PA      | $108783.92    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                              | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       109000 | PA      | $124126.07    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       464000 | PA      | $407151.05    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       600000 | PA      | $546930.91    | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       364000 | PA      | $375127.13    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       900000 | PA      | $953006.36    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3833000 | PA      | $3949797.68   | 0.04%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       500000 | PA      | $528962.05    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       212000 | PA      | $224926.76    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       369000 | PA      | $375138.22    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       242000 | PA      | $243003.60    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2315000 | PA      | $2308314.79   | 0.02%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       521000 | PA      | $507664.40    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                                              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        29321 | NS      | $2472053.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                    | Fortive Corp.                                                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        40421 | NS      | $2416771.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       570000 | PA      | $569764.93    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       265000 | PA      | $278243.64    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      3959000 | PA      | $4097256.20   | 0.04%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      3377000 | PA      | $3485864.35   | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2416000 | PA      | $2402391.64   | 0.02%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       151313 | NS      | $6134229.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                                            | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104079.03    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc.                                                                      | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       173000 | PA      | $168426.37    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                    | Fortress Intermediate 3, Inc.                                                               | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2691604.70   | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       978000 | PA      | $1030000.72   | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                                                   | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       240000 | PA      | $282179.50    | 0.00%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       777000 | PA      | $804788.63    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       209000 | PA      | $211895.70    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        39000 | PA      | $37618.85     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        67398 | NS      | $3894256.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       191000 | PA      | $194382.57    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |        91000 | PA      | $90991.62     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $4000.00      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       128000 | PA      | $128000.00    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       308749 | PA      | $310301.39    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       264000 | PA      | $265458.07    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       567000 | PA      | $580094.87    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                                  | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1203337.97   | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer, Inc.                                               | GB AIT Buyer, Inc.                                                                          | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       396000 | PA      | $398343.53    | 0.00%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                           | GE Capital Funding LLC                                                                      | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |       213000 | PA      | $212412.54    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2022-NQM3, Class A1                                                      | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11781871 | PA      | $11744058.18  | 0.11%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $97729.65     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |         2000 | PA      | $1976.35      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $538024.14    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       144000 | PA      | $149296.90    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       239000 | PA      | $248940.25    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      1487000 | PA      | $1519163.81   | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |        45000 | PA      | $45331.65     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       354000 | PA      | $317245.84    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       362000 | PA      | $384258.66    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                        | GMACM Mortgage Loan Trust, Series 2005-AR2, Class 4A                                        | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14001 | PA      | $12589.98     | 0.00%             | 2035-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2007-9, Class A3A                                            | CUSIP: 3622EEAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3603080 | PA      | $1355914.88   | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2006-18, Class AF6                                           | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3107337 | PA      | $674786.89    | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                            | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2234794 | PA      | $1528751.48   | 0.01%             | 2036-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2006-5, Class 1A1                                            | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3170395 | PA      | $875611.32    | 0.01%             | 2036-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                           | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1024874 | PA      | $456438.25    | 0.00%             | 2035-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | Great Wolf Trust, Series 2024-WLF2, Class A                                                 | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5005000 | PA      | $5014384.38   | 0.05%             | 2041-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2006-HE6, Class A4                                                      | CUSIP: 36245AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1150429 | PA      | $995421.66    | 0.01%             | 2036-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2006-FM3, Class A1                                                      | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5705875 | PA      | $2596934.11   | 0.02%             | 2036-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| GSMSC Resecuritization Trust                                     | GSMSC Resecuritization Trust, Series 2015-5R, Class 1D                                      | CUSIP: 36251QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       682321 | PA      | $387943.84    | 0.00%             | 2037-04-26      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                            | Haleon US Capital LLC                                                                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |       250000 | PA      | $235427.20    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                            | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201565.14    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                            | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       164000 | PA      | $164507.03    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                            | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       186000 | PA      | $181268.26    | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8480000 | PA      | $8477350.00   | 0.08%             | 2028-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                            | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105518.22    | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GSMS Trust                                                       | GSMS Trust, Series 2024-FAIR, Class A                                                       | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2253000 | PA      | $2292660.23   | 0.02%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class B1                             | CUSIP: 36272EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280205 | PA      | $284690.16    | 0.00%             | 2065-06-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                              | GFL Environmental Holdings US, Inc.                                                         | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2628000 | PA      | $2585107.62   | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                               | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1659000 | PA      | $1659026.88   | 0.02%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B1                             | CUSIP: 36274TAE9<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |       842880 | PA      | $842213.20    | 0.01%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B2                             | CUSIP: 36274TAF6<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |       895840 | PA      | $884751.92    | 0.01%             | 2065-11-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2026-NQM3, Class B1                             | CUSIP: 36274UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3782000 | PA      | $3781984.87   | 0.04%             | 2066-05-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2026-NQM3, Class B2                             | CUSIP: 36274UAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3194000 | PA      | $3104095.29   | 0.03%             | 2066-05-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-DSC1, Class B1                             | CUSIP: 36275EAG6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1873000 | PA      | $1857792.55   | 0.02%             | 2065-06-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2026-DSC1, Class B1                             | CUSIP: 36276BAE6<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $986121.30    | 0.01%             | 2066-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class B1                             | CUSIP: 36276EAJ9<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |       372549 | PA      | $368543.69    | 0.00%             | 2066-03-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class B2                             | CUSIP: 36276EAK6<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |       708236 | PA      | $699065.62    | 0.01%             | 2066-03-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        18884 | NS      | $3897657.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galton Funding Mortgage Trust                                    | Galton Funding Mortgage Trust, Series 2019-H1, Class B2                                     | CUSIP: 36418XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3193241.60   | 0.03%             | 2059-10-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       104000 | PA      | $101911.86    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       430000 | PA      | $437735.70    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      1643000 | PA      | $1681027.24   | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      6685000 | PA      | $6897435.93   | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                         | Neogen Food Safety Corp.                                                                    | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       316000 | PA      | $332219.65    | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Garnet CLO 4 Ltd.                                                | Garnet CLO 4 Ltd., Series 2025-4A, Class A1                                                 | CUSIP: 36626DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2503477.50   | 0.02%             | 2039-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                    | Garrett Motion Holdings, Inc.                                                               | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |       133000 | PA      | $138860.51    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                               | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1846635.90   | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                               | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97350.68     | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                      | Gates Corp.                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       327000 | PA      | $336397.19    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                 | GE Vernova, Inc.                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         2781 | NS      | $3013102.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                 | GE Vernova, Inc.                                                                            | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1273641.09   | 0.01%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                 | GE Vernova, Inc.                                                                            | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      1311000 | PA      | $1296803.82   | 0.01%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         4510 | NS      | $1169127.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                           | General Dynamics Corp.                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         2419 | NS      | $832861.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                           | General Dynamics Corp.                                                                      | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       198000 | PA      | $178295.54    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        18462 | NS      | $5352687.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                                             | General Electric Co.                                                                        | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1052804.64   | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                         | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       267000 | PA      | $265578.17    | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                         | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       198000 | PA      | $174261.15    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                         | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99511.49     | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      1838000 | PA      | $1863449.46   | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc., Series C                                                | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       654000 | PA      | $642623.08    | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       491000 | PA      | $442480.81    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       169000 | PA      | $176448.79    | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       181000 | PA      | $187188.52    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       319000 | PA      | $330149.88    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       245000 | PA      | $254959.36    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1527430.77   | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       430000 | PA      | $426900.58    | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3780000 | PA      | $3788424.45   | 0.04%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 2 Ltd.                                         | Kennedy Lewis CLO 2 Ltd., Series 2A, Class AR2                                              | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |      7965000 | PA      | $7982511.05   | 0.08%             | 2037-10-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 9 Ltd.                                         | Kennedy Lewis CLO 9 Ltd., Series 9A, Class AR                                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3007336.50   | 0.03%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                         | Kennedy Lewis CLO 4 Ltd., Series 4A, Class BRR                                              | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2752745.05   | 0.03%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 7 Ltd.                                         | Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R                                              | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004636.80   | 0.03%             | 2037-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 17 Ltd.                                        | Kennedy Lewis CLO 17 Ltd., Series 2024-17A, Class A1                                        | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10021304.00  | 0.10%             | 2037-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                                        | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class B                                         | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4013709.60   | 0.04%             | 2037-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 19 Ltd.                                        | Kennedy Lewis CLO 19 Ltd., Series 2025-19A, Class A                                         | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4001092.40   | 0.04%             | 2036-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc.                                                                     | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |       805000 | PA      | $823911.87    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       415000 | PA      | $436887.52    | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1483000 | PA      | $1493705.78   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                                  | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       563000 | PA      | $577778.75    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                                  | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |      1186000 | PA      | $1236603.64   | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                | Georgia Power Co.                                                                           | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       535000 | PA      | $536697.32    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GGP                                                              | GGP, Series 2026-TY, Class A                                                                | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2970387.00   | 0.03%             | 2043-03-05      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                               | Getty Images, Inc.                                                                          | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       215000 | PA      | $190619.49    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                       | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       246000 | PA      | $254614.70    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                       | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100859.04    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1787000 | PA      | $1939272.54   | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       143000 | PA      | $135040.01    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       654000 | PA      | $575405.71    | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       579000 | PA      | $582586.12    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      3497000 | PA      | $3436953.33   | 0.03%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       153000 | PA      | $147562.46    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       225000 | PA      | $219971.78    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                               | Global Partners LP                                                                          | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       194000 | PA      | $198818.78    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                 | Global Aircraft Leasing Co. Ltd.                                                            | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       712000 | PA      | $723419.13    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       683000 | PA      | $699909.71    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                         | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR2                         | CUSIP: 38138JBC6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8009238.40   | 0.08%             | 2037-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 17 Ltd.                        | GoldenTree Loan Management US CLO 17 Ltd., Series 2023-17A, Class BR                        | CUSIP: 38139FAS9<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2511217.75   | 0.02%             | 2039-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        10481 | NS      | $9682033.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       413000 | PA      | $425344.59    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       667000 | PA      | $674671.77    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series Y                                                   | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1477000 | PA      | $1488030.24   | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       190000 | PA      | $189996.13    | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1308554.96   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       336000 | PA      | $346154.26    | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        46000 | PA      | $46752.49     | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1005427.13   | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $931813.96    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $972442.16    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       431000 | PA      | $381642.09    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       475000 | PA      | $422850.70    | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series V                                                   | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       332000 | PA      | $328666.06    | 0.00%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series U                                                   | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       357000 | PA      | $355879.45    | 0.00%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1271000 | PA      | $1252464.45   | 0.01%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       551000 | PA      | $538677.64    | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       215000 | PA      | $209272.03    | 0.00%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                  | Golub Capital Partners CLO Ltd., Series 2019-41A, Class AR2                                 | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505869.25   | 0.02%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd.                              | Golub Capital Partners CLO 75B Ltd., Series 2024-75A, Class A1                              | CUSIP: 38179YAA8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004275.20   | 0.02%             | 2037-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                              | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3011930.70   | 0.03%             | 2037-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64B-R Ltd.                            | Golub Capital Partners CLO 64B-R Ltd., Series 2022-64A, Class AR                            | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2005110.40   | 0.02%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                              | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                             | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |     17000000 | PA      | $17040196.50  | 0.16%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                             | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                             | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011950.50   | 0.05%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B-R Ltd.                            | Golub Capital Partners CLO 58B-R Ltd., Series 2021-58A, Class A1R                           | CUSIP: 38181NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2350000 | PA      | $2355034.64   | 0.02%             | 2037-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 52 B R Ltd.                           | Golub Capital Partners CLO 52 B R Ltd., Series 2020-52A, Class BR                           | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005454.80   | 0.02%             | 2037-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       699000 | PA      | $670526.86    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       168000 | PA      | $166329.37    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                | GrafTech Global Enterprises, Inc.                                                           | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       272000 | PA      | $203320.00    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       230000 | PA      | $244187.32    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                            | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1686000 | PA      | $1714181.49   | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                            | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1578284.40   | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                      | Great Canadian Gaming Corp.                                                                 | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |       636000 | PA      | $620107.28    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | Great Wolf Trust, Series 2024-WOLF, Class A                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1086000 | PA      | $1087357.50   | 0.01%             | 2039-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                            | Conseco Finance Corp., Series 1996-5, Class M1                                              | CUSIP: 393505NC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        21203 | PA      | $21233.46     | 0.00%             | 2027-07-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                            | Conseco Finance Corp., Series 1997-7, Class M1                                              | CUSIP: 393505XW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       609660 | PA      | $616646.62    | 0.01%             | 2028-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                  | GreenPoint Manufactured Housing, Series 2000-1, Class A4                                    | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3148506 | PA      | $1597845.33   | 0.02%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust, Series 2006-AR1, Class GA1B                              | CUSIP: 39538WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1553788 | PA      | $1451417.93   | 0.01%             | 2036-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                               | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       836090 | PA      | $770349.12    | 0.01%             | 2036-03-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2025 LLC                                     | Greystone CRE Notes 2025 LLC, Series 2025-HC4, Class A                                      | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000000 | PA      | $7000958.30   | 0.07%             | 2042-10-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                   | American Healthcare REIT, Inc.                                                              | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       246688 | NS      | $12526816.64  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                         | Group 1 Automotive, Inc.                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       144000 | PA      | $146339.71    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |          885 | NS      | $52338.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                               | Grupo Televisa SAB                                                                          | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       723000 | PA      | $628106.25    | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        16307 | NS      | $3361842.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       767000 | PA      | $771602.00    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       544000 | PA      | $581434.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1076000 | PA      | $1171548.80   | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       618000 | PA      | $645076.13    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       197000 | PA      | $202104.47    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        15342 | NS      | $648800.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                        | adidas AG                                                                                   | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         5990 | NS      | $1036615.62   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                              | HONO Mortgage Trust, Series 2021-LULU, Class A                                              | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8500000 | PA      | $8409687.50   | 0.08%             | 2036-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                                           | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       225000 | PA      | $230452.49    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                                           | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103712.39    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                   | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                    | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1525000 | PA      | $1525000.00   | 0.01%             | 2037-05-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                      | Homes Trust, Series 2025-NQM4, Class B1                                                     | CUSIP: 403958AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1455500 | PA      | $1455936.07   | 0.01%             | 2070-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2118000 | PA      | $2013818.48   | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       877000 | PA      | $778182.98    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       506000 | PA      | $518667.38    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3274000 | PA      | $3334175.30   | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102951.15    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       286000 | PA      | $289504.75    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       330000 | PA      | $323181.28    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1057000 | PA      | $956824.62    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $208105.03    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $222106.71    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       945000 | PA      | $949903.27    | 0.01%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4980000 | PA      | $5042576.34   | 0.05%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       843000 | PA      | $849909.41    | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                        | HIH Trust, Series 2024-61P, Class A                                                         | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2297602 | PA      | $2299038.18   | 0.02%             | 2041-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                   | HLTN Commercial Mortgage Trust, Series 2026-DPLO, Class A                                   | CUSIP: 40446RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4006250.00   | 0.04%             | 2041-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                        | HAH Group Holding Co. LLC                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |       173000 | PA      | $158340.57    | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Generali                                                         | Generali                                                                                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |        17675 | NS      | $792051.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                       | L'Oreal SA                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         4480 | NS      | $1929487.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                              | LVMH Moet Hennessy Louis Vuitton SE                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |         4696 | NS      | $2508647.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                  | Halliburton Co.                                                                             | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97830.31     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 5 Ltd.                                           | HalseyPoint CLO 5 Ltd., Series 2021-5A, Class B                                             | CUSIP: 406371AC8<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3507005.25   | 0.03%             | 2035-01-30      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                           | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class C                                             | CUSIP: 40637LAE0<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1752270.98   | 0.02%             | 2034-04-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 6 Ltd.                                           | HalseyPoint CLO 6 Ltd., Series 2022-6A, Class A1R                                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4009706.00   | 0.04%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       795688 | NS      | $5406089.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       182348 | NS      | $994577.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                              | Hanover Insurance Group, Inc. (The)                                                         | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90791.09     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       164580 | NS      | $2429494.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust, Series 2006-6, Class 3A1A                                   | CUSIP: 41161UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       199851 | PA      | $156246.71    | 0.00%             | 2036-08-19      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                        | Thales SA                                                                                   | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        11455 | NS      | $3147117.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |          243 | NS      | $29552.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4                              | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3150000 | PA      | $3065368.01   | 0.03%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       891000 | PA      | $927664.65    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        39400 | NS      | $3776096.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                                                | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97599.71     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                      | Hashemite Kingdom of Jordan                                                                 | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       580000 | PA      | $601761.60    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                          | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      2551000 | PA      | $2476048.81   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                    | Healthcare Realty Trust, Inc., Class A                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       152424 | NS      | $2850328.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                           | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       305000 | PA      | $307831.37    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                      | HEICO Corp.                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         4040 | NS      | $1090476.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                           | AP Moller - Maersk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          121 | NS      | $286672.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                           | AP Moller - Maersk A/S, Class A                                                             | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |           53 | NS      | $124360.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       603000 | PA      | $627344.92    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2487000 | PA      | $2604458.52   | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       269000 | PA      | $269645.87    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       518000 | PA      | $513604.98    | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                               | Herens Holdco SARL                                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       777000 | PA      | $687645.00    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                           | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89908.00     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                           | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       232000 | PA      | $233768.90    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                           | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       108000 | PA      | $110498.98    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                           | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       155000 | PA      | $146120.72    | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       174000 | PA      | $168755.14    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       212000 | PA      | $217209.90    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       263612 | NS      | $7584117.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       359000 | PA      | $350785.91    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       196000 | PA      | $192715.01    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       159000 | PA      | $159511.09    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                     | Hexcel Corp.                                                                                | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |         5870 | NS      | $551016.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                              | Highwoods Realty LP                                                                         | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88864.98     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                              | Highwoods Realty LP                                                                         | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99050.36     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       143000 | PA      | $143756.04    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       621000 | PA      | $620613.74    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        44000 | PA      | $43711.52     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       642000 | PA      | $686491.88    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      1198000 | PA      | $1203950.47   | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        84000 | PA      | $85670.81     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust, Series 2025-NVIL, Class A                                                 | CUSIP: 432826AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4750000 | PA      | $4757421.88   | 0.05%             | 2042-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       138000 | PA      | $140565.83    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1053000 | PA      | $1066244.63   | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        51000 | PA      | $51342.47     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       915000 | PA      | $908237.78    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                          | Fresenius SE & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |         4088 | NS      | $197980.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        17954 | NS      | $5903275.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       546000 | PA      | $525481.66    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       576000 | PA      | $499009.52    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100208.88    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       223000 | PA      | $226452.97    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       266000 | PA      | $267633.23    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                          | Home Equity Asset Trust, Series 2007-1, Class 2A3                                           | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2065911 | PA      | $1824246.70   | 0.02%             | 2037-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                      | Homes Trust, Series 2025-NQM1, Class B1                                                     | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |      2355000 | PA      | $2357120.44   | 0.02%             | 2070-01-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                               | Publicis Groupe SA                                                                          | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         9310 | NS      | $869901.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                        | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $89798.90     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                        | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       194000 | PA      | $193614.47    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                        | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $99564.72     | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                        | Honeywell Aerospace, Inc.                                                                   | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       178000 | PA      | $176674.59    | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                        | Honeywell Aerospace, Inc.                                                                   | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       178000 | PA      | $176107.27    | 0.00%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                        | Honeywell Aerospace, Inc.                                                                   | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       136000 | PA      | $134340.32    | 0.00%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                        | Honeywell Aerospace, Inc.                                                                   | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      5853000 | PA      | $5778907.81   | 0.05%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                        | Honeywell Aerospace, Inc.                                                                   | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       275000 | PA      | $271878.63    | 0.00%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         3760 | NS      | $805880.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                               | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       220000 | PA      | $199604.96    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                         | Host Hotels & Resorts LP, Series I                                                          | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       300000 | PA      | $283300.67    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                         | Host Hotels & Resorts LP                                                                    | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       153000 | PA      | $151513.16    | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                      | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                      | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6550000 | PA      | $6699886.93   | 0.06%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       479000 | PA      | $461205.96    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       346000 | PA      | $323975.68    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       503000 | PA      | $492131.68    | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       503000 | PA      | $492874.66    | 0.00%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        87000 | PA      | $90719.95     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1392000 | PA      | $1416073.25   | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                          | Howden UK Refinance plc                                                                     | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      1335000 | PA      | $1275188.66   | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                          | Howden UK Refinance plc                                                                     | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |      3394000 | PA      | $3416658.34   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                                      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         7531 | NS      | $1830334.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                                      | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       127000 | PA      | $125627.07    | 0.00%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      6522000 | PA      | $6746819.86   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     12579000 | PA      | $12885562.81  | 0.12%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc., Class B                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         2462 | NS      | $1251114.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                                | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       908000 | PA      | $867726.35    | 0.01%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                                | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       434000 | PA      | $375008.62    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1125000 | PA      | $1142578.13   | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       575000 | PA      | $575431.25    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       620000 | PA      | $663790.60    | 0.01%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                 | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       100000 | PA      | $86262.98     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                 | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       225000 | PA      | $230232.46    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                 | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101642.11    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       114000 | PA      | $116155.12    | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                 | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98849.98     | 0.00%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                                         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         3133 | NS      | $1141320.57   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                                         | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103420.29    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                   | Huntington National Bank (The)                                                              | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250873.62    | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                                | Indra Sistemas SA                                                                           | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |         3283 | NS      | $188819.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hut 8 Corp.                                                      | Hut 8 Corp.                                                                                 | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |         1513 | NS      | $114655.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards Mortgage Trust                                      | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8310000 | PA      | $8506578.87   | 0.08%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                               | Kingspan Group plc                                                                          | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         6786 | NS      | $627865.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                 | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2003607.80   | 0.02%             | 2038-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       697000 | PA      | $708973.43    | 0.01%             | 2033-05-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Maya SAS                                                                                    | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       369000 | PA      | $371523.59    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Maya SAS                                                                                    | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       953000 | PA      | $1011044.08   | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Maya SAS                                                                                    | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      2256000 | PA      | $2290413.02   | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        21171 | NS      | $2817818.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                 | ITT Holdings LLC                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      2059000 | PA      | $2029740.99   | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      1948000 | PA      | $1929312.84   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       294000 | PA      | $257713.11    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       173000 | PA      | $173880.40    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       944000 | PA      | $952240.64    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | Hannover Rueck SE                                                                           | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |          319 | NS      | $96386.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                                                  | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         2938 | NS      | $640043.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                                                  | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       105000 | PA      | $98862.05     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kerry Group plc                                                  | Kerry Group plc, Class A                                                                    | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         2136 | NS      | $181022.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                 | Wartsila OYJ Abp                                                                            | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        12127 | NS      | $509300.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                  | Impac CMB Trust, Series 2005-6, Class 1A1                                                   | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       889898 | PA      | $830878.95    | 0.01%             | 2035-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1056000 | PA      | $1087338.91   | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1367000 | PA      | $1399060.25   | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       192000 | PA      | $203055.36    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       134000 | PA      | $134837.50    | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        74000 | PA      | $79087.50     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                     | GEA Group AG                                                                                | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        21686 | NS      | $1482924.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 1A1                               | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        83237 | PA      | $58249.87     | 0.00%             | 2037-08-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 2A1                               | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       410940 | PA      | $292373.15    | 0.00%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                 | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 1A4                                 | CUSIP: 45670JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       539186 | PA      | $363700.27    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                 | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 2A1                                 | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2239416 | PA      | $647208.21    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       412000 | PA      | $407180.69    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $181545.26    | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $203641.96    | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       955000 | PA      | $961837.67    | 0.01%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       240000 | PA      | $239746.09    | 0.00%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       386000 | PA      | $401973.01    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                   | Ingevity Corp.                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |       204000 | PA      | $196785.11    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                   | Infinity Natural Resources LLC                                                              | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |       546000 | PA      | $555230.68    | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                | Installed Building Products, Inc.                                                           | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |       641000 | PA      | $637820.13    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp.                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       773000 | PA      | $789076.85    | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        37410 | NS      | $3534496.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        90673 | NS      | $14334494.57  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       449000 | PA      | $378619.70    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99800.70     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       208000 | PA      | $214393.71    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                             | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        59908 | NS      | $3079780.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         2868 | NS      | $662450.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                                  | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         1610 | NS      | $426290.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                   | Continental AG                                                                              | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |         6156 | NS      | $465782.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2022-1A, Class B                                                   | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3125000 | PA      | $3135396.56   | 0.03%             | 2035-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2022-1A, Class C                                                   | CUSIP: 460988AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5006653.00   | 0.05%             | 2035-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                     | Interstate Power & Light Co.                                                                | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       435000 | PA      | $428274.52    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        10022 | NS      | $3893547.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                                 | Olympus Water US Holding Corp.                                                              | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      2212000 | PA      | $2144038.29   | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                 | Deutsche Post AG                                                                            | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        24740 | NS      | $1464960.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       860000 | PA      | $871144.77    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       116000 | PA      | $111941.29    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                               | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       959000 | PA      | $745264.22    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1299000 | PA      | $1214979.12   | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       152000 | PA      | $140096.72    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       319000 | PA      | $293598.81    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1178000 | PA      | $1087941.55   | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1262811.04   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        73185 | NS      | $9220578.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      2003000 | PA      | $1988730.63   | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       463000 | PA      | $470170.48    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.              | Iron Mountain Information Management Services, Inc.                                         | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       430000 | PA      | $415189.85    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                               | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      2650738 | NS      | $213066320.44 | 2.02%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares, Inc.                                                    | iShares Core MSCI Emerging Markets ETF                                                      | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |      1449187 | NS      | $113746687.63 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                           | OMV AG                                                                                      | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |          417 | NS      | $29436.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-PHNY, Class A           | CUSIP: 46592UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5001562.50   | 0.05%             | 2041-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A           | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4710000 | PA      | $4755833.95   | 0.05%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        73785 | NS      | $23111675.55  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                           | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7                           | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2975000 | PA      | $2699935.07   | 0.03%             | 2036-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                       | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       299688 | PA      | $3.18         | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B           | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4787000 | PA      | $4752632.21   | 0.05%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                        | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40477000 | PA      | $81289.96     | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1687000 | PA      | $1673442.29   | 0.02%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1244000 | PA      | $1097651.67   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       133000 | PA      | $135754.66    | 0.00%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1072533.58   | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       670000 | PA      | $679115.48    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3986000 | PA      | $4035135.86   | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1288097.87   | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1192000 | PA      | $1226217.41   | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       333000 | PA      | $337822.36    | 0.00%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       602000 | PA      | $592784.31    | 0.01%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       119000 | PA      | $117067.32    | 0.00%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2539795.10   | 0.02%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3574000 | PA      | $3556926.79   | 0.03%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       700000 | PA      | $695817.08    | 0.01%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D            | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2409000 | PA      | $1833249.00   | 0.02%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                      | Jabil, Inc.                                                                                 | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       101000 | PA      | $98372.77     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                     | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8750000 | PA      | $8750000.00   | 0.08%             | 2039-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class B1                                      | CUSIP: 46659RAG2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2011706.60   | 0.02%             | 2055-12-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2025-DSC2, Class B1                                      | CUSIP: 46659VAG3<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2000767.75   | 0.02%             | 2065-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2026-VIS1, Class B1                                      | CUSIP: 46660PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1458334 | PA      | $1435280.95   | 0.01%             | 2066-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2026-VIS1, Class B2                                      | CUSIP: 46660PAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       903300 | PA      | $868714.99    | 0.01%             | 2066-06-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                | Jane Street Group                                                                           | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       119000 | PA      | $119625.63    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                | Jane Street Group                                                                           | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       428000 | PA      | $439689.11    | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Janus Living, Inc.                                               | Janus Living, Inc., Class A-1                                                               | CUSIP: 471024109<br>LEI: 2549003JCIOFKGHO7313 | Long             | EC               | CORP              | US        |        90350 | NS      | $2370784.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                                      | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2330000 | PA      | $2412162.79   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                                      | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1210000 | PA      | $1206150.26   | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                             | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       207000 | PA      | $211833.28    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                             | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97081.03     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                             | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87417.45     | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       264000 | PA      | $270192.94    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | Telenor ASA                                                                                 | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        28279 | NS      | $465481.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                       | Merck KGaA                                                                                  | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |         1257 | NS      | $162765.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                   | JELD-WEN, Inc.                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       831000 | PA      | $618827.09    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding, Inc.                                           | JELD-WEN Holding, Inc.                                                                      | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |       109000 | PA      | $55152.47     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                          | Sberbank of Russia PJSC                                                                     | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |       877548 | NS      | $117.08       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RWE AG                                                           | RWE AG                                                                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        41272 | NS      | $3005120.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                       | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       909000 | PA      | $846613.92    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        63191 | NS      | $14524451.35  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                                           | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       627000 | PA      | $570805.77    | 0.01%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                          | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $105916.86    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                          | CUSIP: 47837RAA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $89032.90     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                     | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      1052000 | PA      | $1084412.12   | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                     | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       841000 | PA      | $785767.14    | 0.01%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OQ Chemicals International Holding GmbH                          | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1605665 | PA      | $944131.26    | 0.01%             | 2031-04-08      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co., Series KK                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       230000 | PA      | $229581.77    | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB, Class A                                                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       133171 | NS      | $2635744.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                        | Sofina SA                                                                                   | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |          145 | NS      | $37126.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                        | KBR, Inc.                                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |        49000 | PA      | $48207.38     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         1656 | NS      | $2898579.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                                   | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100507.58    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                   | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      1929000 | PA      | $1945107.15   | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                   | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       800000 | PA      | $803708.80    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                             | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97489.58     | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3391000 | PA      | $3252875.75   | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1884000 | PA      | $1886946.58   | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE                                                                       | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |         9227 | NS      | $2936112.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                           | SAP SE                                                                                      | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        19695 | NS      | $3306656.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB, Class A                                                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        68665 | NS      | $2427254.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                     | Kaspi.KZ JSC                                                                                | CUSIP: 48581RAA4<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       699000 | PA      | $695941.88    | 0.01%             | 2031-04-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                                                  | Rad CLO 10 Ltd., Series 2021-10A, Class C                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3753695.63   | 0.04%             | 2034-04-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                            | KeHE Distributors LLC                                                                       | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       179000 | PA      | $187111.21    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                        | Kellanova, Series B                                                                         | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112499.80    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                        | Kellanova                                                                                   | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       293000 | PA      | $293257.35    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                            | KeHE Distributors LLC                                                                       | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $607438.41    | 0.01%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                         | Ken Garff Automotive LLC                                                                    | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       212000 | PA      | $209450.40    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                    | Trelleborg AB, Class B                                                                      | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |          988 | NS      | $40566.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                                | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       207000 | PA      | $209835.06    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                                | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       108000 | PA      | $108721.75    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       184321 | NS      | $5419037.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       613000 | PA      | $601168.65    | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      2898000 | PA      | $3081000.76   | 0.03%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                       | Keybank National Association                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |       830000 | PA      | $815461.97    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         1456 | NS      | $509468.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102679.73    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd.                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |         6419 | NS      | $24252508.16  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |        86862 | NS      | $1925752.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caturus Energy LLC                                               | Caturus Energy LLC                                                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      2088000 | PA      | $2183158.93   | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                              | Kimco Realty OP LLC                                                                         | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       157000 | PA      | $150417.76    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                              | Kimco Realty OP LLC                                                                         | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       162000 | PA      | $159938.41    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                              | Kimco Realty OP LLC                                                                         | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98143.15     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       890000 | PA      | $910971.60    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        88799 | NS      | $2918823.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       349000 | PA      | $355506.25    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |        62000 | PA      | $62209.75     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       116000 | PA      | $118330.79    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                            | Kioxia Holdings Corp.                                                                       | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       221000 | PA      | $231024.93    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                             | Kite Realty Group LP                                                                        | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101239.66    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                              | Klabin Austria GmbH                                                                         | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       665000 | PA      | $599996.25    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                                         | Advancion Sciences, Inc.                                                                    | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       589542 | PA      | $473107.46    | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                       | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       850000 | PA      | $1006439.17   | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      1714000 | PA      | $1753254.03   | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       802000 | PA      | $833065.73    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1344699.98   | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA                                                                        | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |          499 | NS      | $34389.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                        | Kratos Defense & Security Solutions, Inc.                                                   | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        13555 | NS      | $854642.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                            | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       116000 | PA      | $112356.97    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                            | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       332000 | PA      | $336506.40    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                            | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |        43000 | PA      | $43273.64     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                    | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                     | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10275647 | PA      | $10275638.82  | 0.10%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        44600 | NS      | $3035922.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                            | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       252000 | PA      | $221543.38    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                            | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       125000 | PA      | $123479.65    | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KSL Trust                                                        | KSL Trust                                                                                   | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2006368.84   | 0.02%             | 2030-06-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                      | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97109.18     | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                               | Kyrgyz Republic International Bond                                                          | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       480000 | PA      | $490080.00    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                  | LGI Homes, Inc.                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       166000 | PA      | $170928.23    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                  | LGI Homes, Inc.                                                                             | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       513000 | PA      | $491640.54    | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                                   | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |       225000 | PA      | $228552.73    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                  | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       467000 | PA      | $457215.98    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                  | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       670000 | PA      | $701875.25    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                | LCPR Senior Secured Financing DAC                                                           | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |       670000 | PA      | $450340.50    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                          | LG Energy Solution Ltd.                                                                     | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      1250000 | PA      | $1251928.38   | 0.01%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                   | LD Celulose International GmbH                                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       570000 | PA      | $593666.40    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                                                          | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       216000 | PA      | $226033.13    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       289000 | PA      | $290969.45    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        14572 | NS      | $4671054.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       181000 | PA      | $181049.66    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       105000 | PA      | $92219.50     | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       195000 | PA      | $198642.54    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                           | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1626000 | PA      | $1458455.14   | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                           | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1523000 | PA      | $1549445.77   | 0.01%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                           | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       178000 | PA      | $184309.40    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                           | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1297000 | PA      | $1304876.32   | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                           | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1883915.59   | 0.02%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                        | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91321.02     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                        | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97656.51     | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |         4525 | NS      | $202890.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA (Preference)                                                           | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        41995 | NS      | $3055894.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        36425 | NS      | $2336175.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vossloh AG                                                       | Vossloh AG                                                                                  | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |         2026 | NS      | $179886.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                     | Bilfinger SE                                                                                | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |         7256 | NS      | $836841.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG                                                                     | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         6922 | NS      | $1527292.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                        | Fresenius Medical Care AG                                                                   | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |         9331 | NS      | $422213.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                | Lamar Media Corp.                                                                           | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       623000 | PA      | $616390.04    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       298000 | PA      | $285493.57    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                                         | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |        18944 | NS      | $798643.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                             | ASM International NV                                                                        | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         1270 | NS      | $1242411.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       271000 | PA      | $280947.06    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |         8839 | NS      | $184048.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                          | Latam Airlines Group SA                                                                     | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       310000 | PA      | $314944.50    | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                               | Latvia Government Bond                                                                      | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1209000 | PA      | $1213146.87   | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC                                                                         | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       441000 | PA      | $385868.25    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        28664 | NS      | $13091780.82  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                            | Leggett & Platt, Inc.                                                                       | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97506.23     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust, Series 2007-20N, Class A1                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4127913 | PA      | $4246779.79   | 0.04%             | 2037-12-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                     | Leidos, Inc.                                                                                | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       160000 | PA      | $142418.51    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                     | Leidos, Inc.                                                                                | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103872.30    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                     | Leidos, Inc.                                                                                | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3655125.66   | 0.03%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                     | Leidos, Inc.                                                                                | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       124000 | PA      | $121099.65    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                         | Hermes International SCA                                                                    | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          328 | NS      | $627497.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp.                                                                                | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101344.00    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Leonardo DRS, Inc.                                               | Leonardo DRS, Inc.                                                                          | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |        25696 | NS      | $1044028.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                        | Endesa SA                                                                                   | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |         1498 | NS      | $67142.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       426000 | PA      | $404700.00    | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      7232202 | PA      | $7463862.95   | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5386000 | PA      | $5586504.62   | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5857282 | PA      | $6273213.45   | 0.06%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                              | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        29251 | NS      | $3232121.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                    | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                  | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         1761 | NS      | $1053381.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                             | LXP Industrial Trust                                                                        | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87072.76     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       380000 | PA      | $396027.26    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                          | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       481000 | PA      | $477013.71    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       737000 | PA      | $754319.50    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       343000 | PA      | $359873.54    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      2199000 | PA      | $2144172.29   | 0.02%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        15761 | NS      | $14730230.60  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       230000 | PA      | $232062.30    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       301000 | PA      | $300606.38    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       136000 | PA      | $135885.56    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       252000 | PA      | $249021.51    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       169000 | PA      | $168124.83    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99996.65     | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        75000 | PA      | $74814.72     | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                   | Rheinmetall AG                                                                              | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         2339 | NS      | $3730262.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                           | Lincoln National Corp.                                                                      | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101924.33    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                           | Lincoln National Corp.                                                                      | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97232.84     | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                         | Lindblad Expeditions LLC                                                                    | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      1501000 | PA      | $1541950.28   | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                   | Starz Capital Holdings 1, Inc.                                                              | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       648000 | PA      | $612360.00    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc.                                                                         | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       317000 | PA      | $315319.90    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                             | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |        32000 | PA      | $31904.35     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $201231.34    | 0.00%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $245837.99    | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       362000 | PA      | $363229.47    | 0.00%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $213288.80    | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $206393.91    | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       383000 | PA      | $386318.84    | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       626000 | PA      | $616307.24    | 0.01%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       208000 | PA      | $200748.61    | 0.00%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                         | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8940000 | PA      | $8941074.14   | 0.08%             | 2042-08-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        10520 | NS      | $5449044.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       265000 | PA      | $264587.97    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                       | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       104000 | PA      | $103636.89    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                       | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       372000 | PA      | $371904.57    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                      | Loews Corp.                                                                                 | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |        55000 | PA      | $53677.69     | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2005-3, Class 1A                                     | CUSIP: 542514NT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1197518 | PA      | $1177211.13   | 0.01%             | 2045-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-WL3, Class 2A4                                  | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1103943 | PA      | $1000902.74   | 0.01%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A                                     | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19102585 | PA      | $9951336.67   | 0.09%             | 2036-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-6, Class 2A3                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5408617 | PA      | $2173347.43   | 0.02%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-7, Class 1A                                     | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5637897 | PA      | $2892671.26   | 0.03%             | 2036-08-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-9, Class 2A2                                    | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1641137 | PA      | $492903.72    | 0.00%             | 2036-10-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                     | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       115274 | NS      | $1918285.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG                                                                                  | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |         3205 | NS      | $689683.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       215000 | PA      | $210808.78    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       325000 | PA      | $296982.33    | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       438000 | PA      | $415995.65    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       136000 | PA      | $136860.86    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       297000 | PA      | $294720.82    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       203000 | PA      | $199794.42    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |        56000 | PA      | $54650.20     | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                           | Lsf12 Helix Parent LLC                                                                      | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |      1668000 | PA      | $1628197.80   | 0.02%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                  | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                     | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28501905 | PA      | $96421.95     | 0.00%             | 2050-03-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       524515 | NS      | $11582554.03  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        22972 | NS      | $5022368.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       230000 | PA      | $228120.33    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1066000 | PA      | $1136132.63   | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       336000 | PA      | $352131.09    | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1359000 | PA      | $1354124.67   | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       994000 | PA      | $1005991.42   | 0.01%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2022-CHM1, Class M1                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3558386.00   | 0.03%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                               | MDGH GMTN RSC Ltd.                                                                          | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       666000 | PA      | $638614.08    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2023-NQM2, Class A1                                                       | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8921206 | PA      | $8867760.64   | 0.08%             | 2068-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                           | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |         9925 | NS      | $578529.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                 | MASTR Asset Securitization Trust, Series 2007-1, Class 1A4                                  | CUSIP: 55292AAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1268951 | PA      | $204221.99    | 0.00%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MHP                                                              | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                                    | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1277000 | PA      | $1273164.79   | 0.01%             | 2038-07-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       512000 | PA      | $518717.95    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                       | MLTI Trust, Series 2026-SF75, Class A                                                       | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2496887.50   | 0.02%             | 2036-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |        91246 | NS      | $5134412.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      1176000 | PA      | $1166602.10   | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       107000 | PA      | $107019.18    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       184000 | PA      | $183915.80    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       131000 | PA      | $131147.36    | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       297000 | PA      | $295601.64    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      3092000 | PA      | $3212275.71   | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc., Class A                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         2331 | NS      | $1378576.71   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc.                                                                                  | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       599000 | PA      | $589531.83    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc.                                                                                  | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1094683.75   | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MAC Trust                                                        | MAC Trust, Series 2025-801B, Class A                                                        | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $9989405.00   | 0.09%             | 2040-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                                  | Jungheinrich AG (Preference)                                                                | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |         7821 | NS      | $235637.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                     | Securitas AB, Class B                                                                       | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        35218 | NS      | $591062.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      1887000 | PA      | $1881893.21   | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                       | Acciona SA                                                                                  | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         3587 | NS      | $1044114.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding LVIII Ltd.                                  | Madison Park Funding LVIII Ltd., Series 2024-58A, Class B                                   | CUSIP: 55817BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1700000 | PA      | $1707355.05   | 0.02%             | 2037-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                                 | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6011082.60   | 0.06%             | 2032-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                                 | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4753452.78   | 0.05%             | 2032-10-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                   | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1999985.40   | 0.02%             | 2038-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                  | Discovery Global Holdings, Inc.                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1324000 | PA      | $1199186.52   | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                  | Discovery Global Holdings, Inc.                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1295056.95   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                                   | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       131000 | PA      | $120562.77    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                 | Magnolia Oil & Gas Operating LLC                                                            | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       155000 | PA      | $160375.25    | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                           | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         3033 | NS      | $825859.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                   | Magyar Export-Import Bank Zrt.                                                              | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      1201000 | PA      | $1223218.50   | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust, Series 2026-OLAS, Class A                                                       | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2999985.09   | 0.03%             | 2041-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                       | MajorDrive Holdings IV LLC                                                                  | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |       368000 | PA      | $307717.04    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                    | Nemetschek SE                                                                               | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         3295 | NS      | $239131.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                        | Manitowoc Co., Inc. (The)                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |       143000 | PA      | $152896.60    | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                                                    | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       131000 | PA      | $128888.41    | 0.00%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                          | Naturgy Energy Group SA                                                                     | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        62264 | NS      | $1956979.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon CLO Ltd.                                                | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                              | CUSIP: 56579UBA3<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5006442.00   | 0.05%             | 2037-08-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         9537 | NS      | $2367941.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                                                    | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       107000 | PA      | $109900.66    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marcobre SAC                                                     | Marcobre SAC                                                                                | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       576000 | PA      | $568224.00    | 0.01%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                        | Repsol SA                                                                                   | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        39134 | NS      | $1051185.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                | Wolters Kluwer NV                                                                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         9814 | NS      | $765938.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                        | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        34351 | NS      | $3214445.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                        | H & M Hennes & Mauritz AB, Class B                                                          | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |         8754 | NS      | $157114.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                  | Wienerberger AG                                                                             | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |        12607 | NS      | $365530.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                        | Elisa OYJ                                                                                   | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |         2954 | NS      | $143469.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       638162 | NS      | $7787063.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2278000 | PA      | $2301074.41   | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       270000 | PA      | $287173.23    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       304000 | PA      | $275472.27    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       233000 | PA      | $229773.15    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc., Class A                                                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         5862 | NS      | $2120226.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc., Series HH                                                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       206000 | PA      | $188835.59    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101117.27    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       333000 | PA      | $336314.85    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98763.93     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       178000 | PA      | $177702.29    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        83000 | PA      | $80448.08     | 0.00%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                       | Siemens AG (Registered)                                                                     | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        21539 | NS      | $6400554.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                                    | Telefonica SA                                                                               | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       141726 | NS      | $639541.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                                             | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89200.89     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                                             | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       107000 | PA      | $107703.46    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                | TAG Immobilien AG                                                                           | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |       197518 | NS      | $3444504.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        11450 | NS      | $822339.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                                                 | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88966.30     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG (Registered)                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       132192 | NS      | $4107078.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                      | Bayerische Motoren Werke AG                                                                 | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |          231 | NS      | $21139.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         4589 | NS      | $1808295.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc.                                                                            | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       474000 | PA      | $477401.45    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc.                                                                            | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       119000 | PA      | $119969.45    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                              | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                              | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1554534 | PA      | $1470197.26   | 0.01%             | 2036-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1113000 | PA      | $1136555.53   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                       | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       715000 | PA      | $717717.00    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       456000 | PA      | $408640.62    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1558000 | PA      | $1539377.38   | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                              | Mattamy Group Corp.                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       839000 | PA      | $801257.50    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                              | Mattamy Group Corp.                                                                         | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       363000 | PA      | $348503.78    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      8974000 | PA      | $9074194.71   | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       808000 | PA      | $770073.29    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                        | Buzzi SpA                                                                                   | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |         9962 | NS      | $545457.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp.                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       365000 | PA      | $295742.86    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc. (Non-Voting)                                                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        31333 | NS      | $1592969.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc.                                                                       | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87651.31     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc.                                                                       | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |       125000 | PA      | $124253.61    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2025-NQM3, Class M1                                                       | CUSIP: 58004LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       631579 | PA      | $632062.85    | 0.01%             | 2070-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2025-NQM3, Class B1                                                       | CUSIP: 58004LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1519135.20   | 0.01%             | 2070-08-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                            | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99237.90     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                            | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       252000 | PA      | $239008.40    | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                            | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       195000 | PA      | $179598.41    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                            | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       239000 | PA      | $244633.80    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       246000 | PA      | $244904.35    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, 1st Lien Term Loan B5                                                     | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      2253227 | PA      | $1986467.89   | 0.02%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                                              | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101967.42    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                     | Medco Cypress Tree Pte. Ltd.                                                                | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $260625.00    | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                       | Medco Maple Tree Pte. Ltd.                                                                  | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       388000 | PA      | $400610.00    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       141263 | NS      | $4562886.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                  | Medtronic, Inc.                                                                             | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       123000 | PA      | $118756.44    | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1447000 | PA      | $1479732.59   | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                    | Medtronic Global Holdings SCA                                                               | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       214000 | PA      | $213999.38    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      1088000 | PA      | $1063411.20   | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $198611.00    | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      2268000 | PA      | $2334497.76   | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       686000 | PA      | $679997.50    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                               | MercadoLibre, Inc.                                                                          | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |       634000 | PA      | $622822.58    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                         | Infineon Technologies AG                                                                    | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |         8534 | NS      | $573956.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        87924 | NS      | $9599542.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                           | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1465769.07   | 0.01%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                          | Meridian Arc Holdco LLC                                                                     | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16055000 | PA      | $16051345.72  | 0.15%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |       947000 | PA      | $928533.50    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                                        | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100848.28    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                    | Merlin Entertainments Group US Holdings, Inc.                                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |       600000 | PA      | $494676.30    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 2A1E                          | CUSIP: 59020U2H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       155731 | PA      | $149952.71    | 0.00%             | 2035-12-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1                            | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       135406 | PA      | $133023.53    | 0.00%             | 2036-02-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                                   | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       105693 | NS      | $1342995.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                                      | Rational AG                                                                                 | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          243 | NS      | $177680.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                     | Methanex US Operations, Inc.                                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       220000 | PA      | $226390.12    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                               | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       260000 | PA      | $271825.27    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                               | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103567.48    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       150000 | PA      | $143770.59    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       487000 | PA      | $458433.28    | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                    | Orbia Advance Corp. SAB de CV                                                               | CUSIP: 59284BAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       722000 | PA      | $622725.00    | 0.01%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust                                    | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A                                   | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5928000 | PA      | $5931678.92   | 0.06%             | 2040-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                          | MF1 Multifamily Housing Mortgage Loan Trust, Series 2025-FL20, Class A                      | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6536000 | PA      | $6548405.98   | 0.06%             | 2043-02-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                        | Michaels Cos., Inc. (The)                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1303565.87   | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       111601 | NS      | $45508655.78  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        40215 | NS      | $3736375.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                                  | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       275000 | PA      | $314187.50    | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                                     | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       640000 | PA      | $571172.82    | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                        | Mid-America Apartments LP                                                                   | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       110000 | PA      | $103039.34    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                        | Mid-America Apartments LP                                                                   | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       149000 | PA      | $153534.39    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                                          | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      1269133 | NS      | $6786751.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                                         | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       908000 | PA      | $863739.15    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                      | Midcontinent Communications                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      1053000 | PA      | $991008.10    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                    | Midcap Financial Issuer Trust                                                               | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1088000 | PA      | $1079465.95   | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                    | Midcap Financial Issuer Trust                                                               | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $569605.84    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                                                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |        86213 | NS      | $1028434.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                           | Chocoladefabriken Lindt & Spruengli AG                                                      | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           20 | NS      | $245088.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                           | Chocoladefabriken Lindt & Spruengli AG (Registered)                                         | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |            1 | NS      | $129135.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV                                                                       | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |         8067 | NS      | $439457.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        14796 | NS      | $2076766.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        50073 | NS      | $4030879.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                                     | Telia Co. AB                                                                                | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |        91374 | NS      | $477616.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                      | Givaudan SA (Registered)                                                                    | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |            4 | NS      | $14264.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                        | Telenet Financing USD LLC, Facility 1st Lien Term Loan AR                                   | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |       525000 | PA      | $522144.00    | 0.00%             | 2028-05-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                      | Midwest Gaming Borrower LLC                                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       736000 | PA      | $719586.24    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                                   | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         1940 | NS      | $1352607.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        25452 | NS      | $671367.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                    | Mill City Mortgage Loan Trust, Series 2026-R1, Class A1                                     | CUSIP: 59980FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8427976 | PA      | $8441537.46   | 0.08%             | 2062-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                    | Mill City Mortgage Loan Trust, Series 2026-R1, Class M1                                     | CUSIP: 59980FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1994328.60   | 0.02%             | 2062-10-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ASMPT Ltd.                                                       | ASMPT Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |         4500 | NS      | $94263.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                                                 | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |         8600 | NS      | $136373.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                              | Ajinomoto Co., Inc.                                                                         | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        16900 | NS      | $543173.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc.                                                                   | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1129000 | PA      | $1143410.56   | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc.                                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2365000 | PA      | $2375361.92   | 0.02%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |         9700 | NS      | $161196.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                   | Amada Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |         3700 | NS      | $62565.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                              | Minejesa Capital BV                                                                         | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       511000 | PA      | $494765.53    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                      | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       336000 | PA      | $333395.06    | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                      | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       336000 | PA      | $331775.52    | 0.00%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc.                                                                 | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |       720000 | PA      | $715687.20    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                            | Minerva Luxembourg SA                                                                       | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |       635000 | PA      | $622617.50    | 0.01%             | 2036-04-22      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                                    | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      5360000 | PA      | $5108869.64   | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                          | Singapore Technologies Engineering Ltd.                                                     | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       159100 | NS      | $1348289.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                | Asahi Kasei Corp.                                                                           | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |        41500 | NS      | $408353.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC, Inc.                                                        | AGC, Inc.                                                                                   | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         2800 | NS      | $100418.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                          | ANZ Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |        30190 | NS      | $801892.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       509000 | PA      | $500619.91    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $180440.50    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       889000 | PA      | $895935.10    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                           | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       467000 | PA      | $479728.79    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $204913.61    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $391970.97    | 0.00%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      7080000 | PA      | $7067920.53   | 0.07%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $198891.72    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       632000 | PA      | $596893.65    | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $183984.59    | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       585000 | PA      | $520962.10    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $176525.18    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: 60687YDR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       393000 | PA      | $385526.45    | 0.00%             | 2032-05-12      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                 | Bank Hapoalim BM                                                                            | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        25380 | NS      | $680946.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                       | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |        27091 | NS      | $757915.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                          | Bank Leumi Le-Israel BM                                                                     | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        27099 | NS      | $686001.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                  | Mohegan Tribal Gaming Authority                                                             | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       316000 | PA      | $328954.44    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                         | LY Corp.                                                                                    | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       184100 | NS      | $484224.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       317000 | PA      | $293756.93    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       415000 | PA      | $414563.46    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      1277000 | PA      | $1299283.38   | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                   | Fortescue Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |        57981 | NS      | $835684.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                        | Molson Coors Beverage Co., Class B                                                          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        33076 | NS      | $1413668.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                               | Telstra Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |       256536 | NS      | $985232.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc., Class A                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       136065 | NS      | $8359833.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc.                                                                | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       143000 | PA      | $129748.17    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc.                                                                | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       104000 | PA      | $101952.80    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc.                                                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       106000 | PA      | $105716.75    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                    | MongoDB, Inc., Class A                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         4560 | NS      | $1143784.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                                | CLP Holdings Ltd.                                                                           | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |         7500 | NS      | $72114.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |          680 | NS      | $1097798.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                                           | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |         7400 | NS      | $257579.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd.                                                         | ASX Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |          680 | NS      | $29765.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                                           | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        15000 | NS      | $311715.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                                               | Oracle Corp. Japan                                                                          | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |          600 | NS      | $33128.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                   | BHP Group Ltd.                                                                              | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |        91852 | NS      | $3635441.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                                              | Contact Energy Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |         2845 | NS      | $15966.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                                               | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97670.05     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                       | Moog, Inc., Class A                                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |         1708 | NS      | $514637.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                       | Moog, Inc.                                                                                  | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       336000 | PA      | $336299.71    | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                                     | Mirvac Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       202384 | NS      | $250034.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                   | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3286195 | PA      | $3242596.78   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD               | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5685508 | PA      | $214.86       | 0.00%             | 2048-10-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                     | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2112000 | PA      | $1629077.47   | 0.02%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                      | Canon, Inc.                                                                                 | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        14400 | NS      | $370462.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        66745 | NS      | $12720929.55  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99514.73     | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       709000 | PA      | $639599.10    | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4506000 | PA      | $4557234.26   | 0.04%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       146000 | PA      | $148799.43    | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       154000 | PA      | $167794.22    | 0.00%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1619000 | PA      | $1663077.50   | 0.02%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2796000 | PA      | $2827762.92   | 0.03%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3013000 | PA      | $3007878.92   | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4742000 | PA      | $4781751.24   | 0.05%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       245000 | PA      | $239715.61    | 0.00%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2541938.61   | 0.02%             | 2030-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $2030019.85   | 0.02%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       790000 | PA      | $785259.84    | 0.01%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |        43700 | NS      | $2015036.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3                              | CUSIP: 61752JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       561102 | PA      | $111250.86    | 0.00%             | 2046-09-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD                                  | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13600000 | PA      | $175043.42    | 0.00%             | 2049-03-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                     | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1440000 | PA      | $1379277.50   | 0.01%             | 2051-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       412000 | PA      | $420368.75    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                   | Morgan Stanley Private Bank NA                                                              | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2599297.94   | 0.02%             | 2028-11-17      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                               | Computershare Ltd.                                                                          | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        25732 | NS      | $565311.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                         | CSL Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        12022 | NS      | $1085112.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                                                       | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |         3600 | NS      | $49691.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        35464 | NS      | $825247.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                                            | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101265.47    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                   | Chugai Pharmaceutical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |         6800 | NS      | $362639.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                | Motion Bondco DAC                                                                           | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |       409000 | PA      | $392601.84    | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                   | REA Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |          694 | NS      | $85920.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         2255 | NS      | $990012.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       439000 | PA      | $439689.03    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2121000 | PA      | $1934018.73   | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2969000 | PA      | $3011100.18   | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |      1305057 | NS      | $13226441.25  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                                          | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |        31717 | NS      | $277336.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                              | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        22127 | NS      | $2787043.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                                   | Rio Tinto Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |         4780 | NS      | $585500.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                            | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |        45600 | NS      | $365188.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                         | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |        22200 | NS      | $108087.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                       | Gainwell Acquisition Corp., 1st Lien Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       947857 | PA      | $930483.25    | 0.01%             | 2027-10-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| APA Group                                                        | APA Group                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        44332 | NS      | $331169.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2999000 | PA      | $2984636.89   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                                                  | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        34000 | NS      | $556394.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |         3700 | NS      | $161770.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                           | Daikin Industries Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |         6200 | NS      | $876030.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                     | Dai Nippon Printing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        15900 | NS      | $301164.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                         | SCREEN Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |          700 | NS      | $46410.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                    | Daiwa House Industry Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        45500 | NS      | $1388248.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                     | Daiwa Securities Group, Inc.                                                                | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        27900 | NS      | $262618.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                          | Aristocrat Leisure Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        23795 | NS      | $818678.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                         | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                                     | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       795000 | PA      | $776285.70    | 0.01%             | 2029-01-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                 | Murphy Oil Corp.                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |        58000 | PA      | $50337.36     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                      | Mitsubishi HC Capital, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        20700 | NS      | $188020.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                         | Pan Pacific International Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       129600 | NS      | $733024.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                                                      | Disco Corp.                                                                                 | CUSIP: N/A<br>LEI: 529900X0YGDYM51H4Q86       | Long             | EC               | CORP              | JP        |         1500 | NS      | $713673.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                   | Insurance Australia Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |        21060 | NS      | $114526.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       833000 | PA      | $828913.06    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        92000 | PA      | $89545.46     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2155000 | PA      | $2085676.24   | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       674000 | PA      | $698653.46    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      2131000 | PA      | $2236676.29   | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       691000 | PA      | $667664.14    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1396000 | PA      | $1516476.88   | 0.01%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2576000 | PA      | $2595917.63   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       985000 | PA      | $996455.55    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       764000 | PA      | $763651.77    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1761887.19   | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4596000 | PA      | $4564548.19   | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       617000 | PA      | $614780.29    | 0.01%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2071000 | PA      | $2063174.79   | 0.02%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                                      | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |       120000 | PA      | $119024.64    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                                      | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |       230000 | PA      | $206688.30    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                                      | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |       136000 | PA      | $136180.88    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                                      | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $99994.88     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYC Trust, Series 2024-3ELV, Class A                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6179297 | PA      | $6179297.00   | 0.06%             | 2029-08-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                     | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       308000 | PA      | $321375.82    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |       170800 | NS      | $3728380.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd.                                              | Technology One Ltd.                                                                         | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |         2062 | NS      | $42488.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | Eisai Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |         5900 | NS      | $176601.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                               | Elbit Systems Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |          775 | NS      | $644759.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                               | SBI Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |         4700 | NS      | $94836.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                                | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       203000 | PA      | $206793.26    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                                | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103306.26    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                   | Aruba Investments Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       553063 | PA      | $503287.39    | 0.00%             | 2027-11-24      | Variable      | 7.77%                 | No            |                  3 | On Loan: No      |
| Tower Semiconductor Ltd.                                         | Tower Semiconductor Ltd.                                                                    | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |          215 | NS      | $44804.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                                | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $251500.70    | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                                | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $253633.23    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                                | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |       545000 | PA      | $543748.35    | 0.01%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                          | Fast Retailing Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         2800 | NS      | $1318086.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       195500 | NS      | $3511735.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                            | Fisher & Paykel Healthcare Corp. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        10854 | NS      | $233906.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                                                | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |         8400 | NS      | $125119.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |         6500 | NS      | $119623.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                    | Fujikura Ltd.                                                                               | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        14900 | NS      | $574886.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                      | FANUC Corp.                                                                                 | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        16200 | NS      | $715604.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd.                                                                                | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        63300 | NS      | $1270516.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                       | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       156000 | PA      | $142213.56    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                           | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $104350.74    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GPT Group (The)                                                  | GPT Group (The)                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        16661 | NS      | $57461.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                   | MediaTek, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        48000 | NS      | $4007119.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                              | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       113000 | PA      | $114867.28    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                          | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       200000 | PA      | $171516.82    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                          | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90194.43     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                          | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       123000 | PA      | $119565.77    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                          | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       158000 | PA      | $161224.34    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                          | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       142000 | PA      | $143028.30    | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                     | Constellation Renewables LLC, 1st Lien Term Loan                                            | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      1567673 | PA      | $1566371.73   | 0.01%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                     | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XA                     | CUSIP: 63874EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40610000 | PA      | $74966.06     | 0.00%             | 2037-04-10      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                     | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XB                     | CUSIP: 63874EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27000000 | PA      | $14069.70     | 0.00%             | 2037-04-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                            | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | NUSS              | UZ        |       411000 | PA      | $422302.50    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $414783.05    | 0.00%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $207217.83    | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       289000 | PA      | $319077.10    | 0.00%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $202242.75    | 0.00%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                                   | Nomura Research Institute Ltd.                                                              | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        10600 | NS      | $286091.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                    | Navient Corp.                                                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       528000 | PA      | $547919.86    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                    | Navient Corp.                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       398000 | PA      | $383108.36    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                           | Hamamatsu Photonics KK                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        13700 | NS      | $176598.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       847000 | PA      | $856613.02    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      1202000 | PA      | $1240429.14   | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      1006000 | PA      | $1006798.16   | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                      | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class B                      | CUSIP: 64090EAC0<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      1700000 | PA      | $1707628.07   | 0.02%             | 2039-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                                | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102189.21    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       388000 | PA      | $398653.62    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                       | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class AR                       | CUSIP: 64134JAL7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3504854.85   | 0.03%             | 2037-10-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                               | Dentsu Group, Inc.                                                                          | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |        11200 | NS      | $212641.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                           | CapitaLand Integrated Commercial Trust                                                      | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |      2651700 | NS      | $4938835.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                 | Murphy USA, Inc., 1st Lien Term Loan B                                                      | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       508445 | PA      | $511348.22    | 0.00%             | 2032-04-07      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                            | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |       315798 | PA      | $178110.02    | 0.00%             | 2028-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        32700 | NS      | $409000.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       291400 | NS      | $9266038.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                | Sumitomo Mitsui Trust Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        35200 | NS      | $1176853.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                                      | Hongkong Land Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |        28200 | NS      | $222950.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       369700 | NS      | $2999908.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd.                                                      | Horiba Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               | CORP              | JP        |         1600 | NS      | $222779.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                       | Hoya Corp.                                                                                  | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |         4300 | NS      | $802998.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |       399000 | PA      | $401849.45    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |       214000 | PA      | $212147.57    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                   | SK Hynix, Inc.                                                                              | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |         5110 | NS      | $4556938.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                        | Israel Discount Bank Ltd., Class A                                                          | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        19751 | NS      | $219727.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                             | Risewell Homes, Inc.                                                                        | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       245000 | PA      | $254212.25    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                             | Risewell Homes, Inc.                                                                        | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       434000 | PA      | $443427.84    | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd.                                                   | ICL Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |         7734 | NS      | $41413.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                    | Peraton Corp., 1st Lien Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      1844177 | PA      | $1572825.03   | 0.01%             | 2028-02-01      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                       | Orica Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        11605 | NS      | $177005.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                   | RealPage, Inc., 1st Lien Term Loan                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      2700449 | PA      | $2640715.37   | 0.03%             | 2028-04-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                                  | Galaxy Entertainment Group Ltd.                                                             | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |        51000 | NS      | $217584.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                                        | IHI Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |         6200 | NS      | $113246.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                                                | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |        60300 | NS      | $747304.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                   | Jardine Matheson Holdings Ltd.                                                              | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |         6300 | NS      | $429485.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                              | Japan Tobacco, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        25700 | NS      | $957446.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                          | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6515344.55   | 0.06%             | 2038-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                          | New Mountain CLO 3 Ltd., Series CLO-3A, Class BR                                            | CUSIP: 647550AU6<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004007.40   | 0.01%             | 2038-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Regis Resources Ltd.                                             | Regis Resources Ltd.                                                                        | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |        25100 | NS      | $128701.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2026-NQM4, Class B1                             | CUSIP: 64790AAJ6<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1974137.60   | 0.02%             | 2066-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2026-NQM5, Class B1                             | CUSIP: 647913AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1985553.11   | 0.02%             | 2066-04-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                                    | Aeon Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        23800 | NS      | $229555.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                                     | Kajima Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        10900 | NS      | $426016.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class B2                             | CUSIP: 64832DAH4<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      1577218 | PA      | $1533456.82   | 0.01%             | 2065-01-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2026-NQM3, Class B1                             | CUSIP: 64832PAJ3<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |       835833 | PA      | $825978.95    | 0.01%             | 2066-02-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                            | Kansai Electric Power Co., Inc. (The)                                                       | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        34500 | NS      | $552695.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        12000 | NS      | $447178.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                       | Kawasaki Kisen Kaisha Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |         3100 | NS      | $50740.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                                    | Keyence Corp.                                                                               | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |         2100 | NS      | $963198.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                       | Korea Electric Power Corp.                                                                  | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |        53957 | NS      | $1616652.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |         4500 | NS      | $192681.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                                                | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |         6800 | NS      | $111006.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                             | Kyowa Kirin Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |         1100 | NS      | $16572.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                  | Kyushu Electric Power Co., Inc.                                                             | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |         2700 | NS      | $29192.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                                              | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |          700 | NS      | $193464.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       118000 | PA      | $117918.93    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       457000 | PA      | $443647.98    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       471000 | PA      | $461300.08    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                         | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       705000 | PA      | $736700.33    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | Tokio Marine Holdings, Inc.                                                                 | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        28800 | NS      | $1318947.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                               | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |       117000 | PA      | $120736.87    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                | Nexa Resources SA                                                                           | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       295000 | PA      | $311759.72    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                             | BlueScope Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |         4638 | NS      | $100825.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       143832 | NS      | $14078276.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1101000 | PA      | $1073839.32   | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       174000 | PA      | $175788.38    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       412000 | PA      | $431415.09    | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       625000 | PA      | $637833.13    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                        | Nova Ltd.                                                                                   | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |          830 | NS      | $414449.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                           | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      2339000 | PA      | $2327305.00   | 0.02%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                      | BOC Hong Kong Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |        52000 | NS      | $299113.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc., 1st Lien Term Loan                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      1779549 | PA      | $1740060.99   | 0.02%             | 2028-06-02      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                  | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6002866.20   | 0.06%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       688000 | PA      | $822332.00    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       321000 | PA      | $353902.50    | 0.00%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                              | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       283000 | PA      | $246630.36    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                              | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       197000 | PA      | $201895.80    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100915.26    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                  | Nissan Motor Acceptance Co. LLC                                                             | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1310000 | PA      | $1290199.35   | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Willobrook Mall                                                  | Willobrook Mall, Series 2025-WBRK, Class A                                                  | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4114790.80   | 0.04%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       543000 | PA      | $566055.83    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      2258000 | PA      | $2382352.10   | 0.02%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                             | Noble Finance II LLC                                                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        83000 | PA      | $86325.48     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG, Facility 1st Lien Term Loan B                                               | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      2016661 | PA      | $1862890.71   | 0.02%             | 2028-07-03      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                       | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       268000 | PA      | $240069.01    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                       | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $211202.00    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                       | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $202248.53    | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                       | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $195363.45    | 0.00%             | 2036-06-10      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         2032 | NS      | $586130.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        17013 | NS      | $5373215.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       308000 | PA      | $303259.26    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |        68300 | NS      | $2411608.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                         | CapitaLand Ascendas REIT                                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |        71548 | NS      | $140625.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                         | Panasonic Holdings Corp.                                                                    | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        19800 | NS      | $405025.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                                         | Hayward Industries, Inc., 1st Lien Term Loan                                                | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       398625 | PA      | $400119.75    | 0.00%             | 2028-05-30      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                               | Suncorp Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        23050 | NS      | $286843.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                                | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        34600 | NS      | $1487893.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                       | Mitsubishi Estate Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |        87300 | NS      | $2487896.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                            | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        51100 | NS      | $1636561.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                        | Mitsubishi Electric Corp.                                                                   | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        45300 | NS      | $1817933.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                 | Mitsubishi Heavy Industries Ltd.                                                            | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |        84700 | NS      | $2527947.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                                | Mitsui & Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |        47600 | NS      | $1787186.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                           | Mitsui Chemicals, Inc.                                                                      | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |         9600 | NS      | $117111.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                          | Mitsui Fudosan Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       787500 | NS      | $8624724.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC, 1st Lien Term Loan                                                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      1426952 | PA      | $1240207.21   | 0.01%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        70000 | NS      | $2321497.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                      | Hertz Corp. (The), 1st Lien Term Loan B                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       900046 | PA      | $706086.36    | 0.01%             | 2028-06-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                      | Hertz Corp. (The), 1st Lien Term Loan C                                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       178083 | PA      | $139705.88    | 0.00%             | 2028-06-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| NGK Corp.                                                        | NGK Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |        12800 | NS      | $405255.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                                | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        26923 | NS      | $778821.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                                   | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |        31600 | NS      | $639035.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                | Nintendo Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        17300 | NS      | $846296.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        69200 | NS      | $826805.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                        | NEC Corp.                                                                                   | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        45700 | NS      | $1215620.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                      | Nidec Corp.                                                                                 | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        14500 | NS      | $223354.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                                    | NH Foods Ltd.                                                                               | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |         2400 | NS      | $98885.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd.                                                         | NSK Ltd.                                                                                    | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |        14700 | NS      | $119398.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                            | Nissan Chemical Corp.                                                                       | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |         1300 | NS      | $56211.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp.                                                                           | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        25500 | NS      | $485016.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       119000 | NS      | $953170.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                  | Nippon Yusen KK                                                                             | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |         3500 | NS      | $125785.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                        | Nice Ltd.                                                                                   | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         3874 | NS      | $395990.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                         | Northern Oil & Gas, Inc.                                                                    | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1010484.64   | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                   | Obayashi Corp.                                                                              | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        32000 | NS      | $752341.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                        | Northern States Power Co.                                                                   | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       110000 | PA      | $108243.48    | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                             | Northern Trust Corp.                                                                        | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       203000 | PA      | $185181.10    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                             | Northern Trust Corp.                                                                        | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       106000 | PA      | $103785.96    | 0.00%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                    | Olympus Corp.                                                                               | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |         3900 | NS      | $38358.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | Ono Pharmaceutical Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        44300 | NS      | $655204.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp.                                                                                  | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        18900 | NS      | $636107.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 2nd Lien Term Loan B4                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       242579 | PA      | $243147.08    | 0.00%             | 2029-01-19      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |       101700 | NS      | $3654431.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                  | Northriver Midstream Finance LP                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $194536.25    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        10354 | NS      | $5999935.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                      | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       102000 | PA      | $101446.93    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                      | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99851.03     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                      | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100548.75    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                   | Cloudera, Inc., 1st Lien Term Loan                                                          | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |       600271 | PA      | $536869.94    | 0.01%             | 2028-10-09      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        15868 | NS      | $306093.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc., 1st Lien Term Loan                                               | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       557504 | PA      | $557899.62    | 0.01%             | 2028-09-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2026-SFR1, Class F1                                                      | CUSIP: 66982GAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5769000 | PA      | $4987584.33   | 0.05%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                           | Novartis Capital Corp.                                                                      | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       435000 | PA      | $429304.11    | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                           | Novartis Capital Corp.                                                                      | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       228000 | PA      | $224863.98    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                           | Novartis Capital Corp.                                                                      | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       184000 | PA      | $183440.98    | 0.00%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                           | Novartis Capital Corp.                                                                      | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       115000 | PA      | $114830.65    | 0.00%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                           | Novartis Capital Corp.                                                                      | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       180000 | PA      | $178742.81    | 0.00%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                           | Novartis Capital Corp.                                                                      | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       285000 | PA      | $283009.09    | 0.00%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                                   | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7744000 | PA      | $7739165.42   | 0.07%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       439000 | PA      | $419793.75    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2563000 | PA      | $2329843.38   | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       958000 | PA      | $982156.93    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2948000 | PA      | $2960372.76   | 0.03%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                    | JB Hi-Fi Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |         1425 | NS      | $79581.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                                                 | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       202000 | PA      | $201000.26    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                                                 | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       101000 | PA      | $93407.49     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                      | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        23361 | NS      | $955231.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         9521 | NS      | $1900105.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       412000 | PA      | $390700.08    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                                | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       389000 | PA      | $386377.10    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                                | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101999.18    | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       169506 | NS      | $8271892.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 1999-C, Class A2                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1178798 | PA      | $802657.21    | 0.01%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A3                                   | CUSIP: 67087TCV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       246052 | PA      | $77092.15     | 0.00%             | 2031-09-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5999992.20   | 0.06%             | 2038-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      1221000 | PA      | $1313063.40   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2015-10A, Class CR3                                                    | CUSIP: 67092DBK4<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |      3700000 | PA      | $3709566.72   | 0.04%             | 2038-01-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2017-14A, Class A1R                                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5010793.00   | 0.05%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                        | OHA Credit Funding 6 Ltd., Series 2020-6A, Class B1R2                                       | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020335.50   | 0.05%             | 2037-10-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2021-23A, Class AR2                                                    | CUSIP: 671026AW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5000588.50   | 0.05%             | 2039-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                                         | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        10661 | NS      | $65185.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                                   | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       194000 | PA      | $194003.88    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                                   | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       173000 | PA      | $171480.60    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                   | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     15000000 | PA      | $15032779.50  | 0.14%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                                      | OHA Credit Partners XI Ltd., Series 2015-11A, Class B1R2                                    | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1750000.00   | 0.02%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                     | OHA Credit Partners XII Ltd., Series 2015-12A, Class CR2                                    | CUSIP: 67109YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002152.40   | 0.02%             | 2037-04-23      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2016-11A, Class AR3                                                    | CUSIP: 67110DBQ9<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011965.00   | 0.05%             | 2038-07-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                            | OHA Loan Funding Ltd., Series 2016-1A, Class CR2                                            | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |      3265000 | PA      | $3269097.58   | 0.03%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                        | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                        | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004411.20   | 0.02%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2019-17A, Class CR2                                                    | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001404.90   | 0.01%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2022-25A, Class A1R                                                    | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5005367.50   | 0.05%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 1 Ltd.                                        | OHA Credit Funding 1 Ltd., Series 2018-1A, Class CR                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001144.40   | 0.01%             | 2037-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2021-22A, Class CR                                                     | CUSIP: 67117TAS4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4513392.00   | 0.04%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                                        | ORL Trust, Series 2024-GLKS, Class A                                                        | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8630000 | PA      | $8643484.38   | 0.08%             | 2039-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVII Ltd.                                    | OHA Credit Partners XVII Ltd., Series 2024-17A, Class A                                     | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006631.80   | 0.03%             | 2038-01-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                    | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                     | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5117000 | PA      | $5101009.38   | 0.05%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 22 Ltd.                                       | OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1                                       | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004162.40   | 0.02%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                    | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                                     | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3007500.00   | 0.03%             | 2040-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYC Trust, Series 2025-77C, Class A                                                         | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12630000 | PA      | $12550468.89  | 0.12%             | 2036-01-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                        | OAK-Eagle Acquireco, Inc.                                                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      3128000 | PA      | $3223141.37   | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                        | OAK-Eagle Acquireco, Inc.                                                                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      2978000 | PA      | $3098986.91   | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        19973 | NS      | $323520.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                     | Northern Star Resources Ltd.                                                                | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |        18260 | NS      | $279893.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                                    | United Urban Investment Corp.                                                               | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |         3458 | NS      | $3900755.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexnord LLC                                                      | Rexnord LLC, 1st Lien Term Loan B                                                           | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       950000 | PA      | $954009.00    | 0.01%             | 2028-10-04      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                  | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      1079212 | PA      | $1073276.49   | 0.01%             | 2032-01-23      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |         7000 | NS      | $59031.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd.                                          | Sandfire Resources Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |         4337 | NS      | $52397.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6011061.00   | 0.06%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                                 | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011612.50   | 0.05%             | 2038-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                                 | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10001412.00  | 0.09%             | 2038-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2020-1A, Class BRR                                                 | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3507903.35   | 0.03%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2024-27A, Class B                                                  | CUSIP: 67402UAE6<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4011469.20   | 0.04%             | 2037-10-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1                                   | CUSIP: 674135EB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       153274 | PA      | $153751.41    | 0.00%             | 2029-01-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       124000 | PA      | $129030.93    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                               | T&D Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |         7600 | NS      | $184132.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       100000 | PA      | $111361.20    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       342000 | PA      | $364606.54    | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       171000 | PA      | $173988.91    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                 | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                        | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       404000 | PA      | $27472.00     | 0.00%             | 2029-11-01      | Variable      | 10.76%                | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                 | Medical Solutions Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       976285 | PA      | $134854.19    | 0.00%             | 2028-11-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                  | Oceaneering International, Inc.                                                             | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |       360000 | PA      | $362518.56    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2024-32A, Class A1                                                     | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3001266.90   | 0.03%             | 2037-04-23      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2025-40A, Class B                                                      | CUSIP: 67570FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1503177.60   | 0.01%             | 2038-04-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |          400 | NS      | $196696.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding Ltd.                                          | OHA Credit Funding Ltd., Series 2024-17RA, Class A1                                         | CUSIP: 676920AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2497901.75   | 0.02%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        55300 | NS      | $1888983.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                            | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                                           | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004736.90   | 0.01%             | 2037-04-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                     | OHA Credit Partners XIV Ltd., Series 2017-14A, Class B1R                                    | CUSIP: 67706XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012232.20   | 0.03%             | 2037-07-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                        | OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR2                                        | CUSIP: 67707EBY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500459.30   | 0.01%             | 2038-01-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                        | Hanwha Aerospace Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |         1186 | NS      | $1133064.99   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd. (Preference)                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |        68820 | NS      | $7428012.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co., Series Q                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       849000 | PA      | $741747.64    | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co.                                                                              | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       660000 | PA      | $658847.71    | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co.                                                                              | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |        99000 | PA      | $101682.32    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                      | Santos Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |        59846 | NS      | $344796.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                   | Secom Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        13000 | NS      | $476637.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc., Class A                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        13055 | NS      | $961500.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |         1800 | NS      | $27582.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |         2800 | NS      | $60967.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                                   | Shimadzu Corp.                                                                              | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |         1200 | NS      | $27894.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                    | Shimizu Corp.                                                                               | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        21700 | NS      | $419246.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                      | Shin-Etsu Chemical Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       145000 | NS      | $6676119.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                              | Shionogi & Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |         3900 | NS      | $78791.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                                | Shiseido Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |          900 | NS      | $18382.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                       | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4300000 | PA      | $3849760.33   | 0.04%             | 2039-05-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1622540.44   | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1560000 | PA      | $1569249.24   | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      6375000 | PA      | $6231197.85   | 0.06%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        29108 | NS      | $2233165.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                         | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       289000 | PA      | $289506.15    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                         | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       347000 | PA      | $310189.74    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                            | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96355.97     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                            | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       153000 | PA      | $142029.55    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |         4944 | NS      | $70741.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co. LP                                  | TransMontaigne Operating Co. LP, 1st Lien Term Loan B                                       | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |       867888 | PA      | $869692.80    | 0.01%             | 2030-03-18      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                                            | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       453600 | NS      | $9088026.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                           | Washington H Soul Pattinson & Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |         2142 | NS      | $65318.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       634000 | PA      | $772212.00    | 0.01%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                  | Oncor Electric Delivery Co. LLC                                                             | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       151000 | PA      | $158114.60    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                  | Oncor Electric Delivery Co. LLC                                                             | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       254000 | PA      | $256023.77    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                  | Oncor Electric Delivery Co. LLC                                                             | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       125000 | PA      | $124178.37    | 0.00%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                              | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       275000 | PA      | $271532.91    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                              | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       353000 | PA      | $335829.51    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                       | 1301 Trust, Series 2025-1301, Class A                                                       | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4683000 | PA      | $4703488.13   | 0.04%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |         9880 | NS      | $913504.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106162.79    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       116000 | PA      | $120502.30    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       415000 | PA      | $436530.82    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99386.72     | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       114000 | PA      | $111742.16    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       115000 | PA      | $117386.45    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       115000 | PA      | $117565.83    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99913.01     | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       319000 | PA      | $293422.10    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       188000 | PA      | $195987.37    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |        49000 | PA      | $50237.69     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |        89000 | PA      | $90250.36     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1079000 | PA      | $1097596.67   | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3758000 | PA      | $3756915.82   | 0.04%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       176000 | PA      | $178474.06    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       503000 | PA      | $502824.96    | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       648000 | PA      | $634668.59    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1634000 | PA      | $1607199.30   | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                       | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                   | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1496707 | PA      | $1502948.67   | 0.01%             | 2029-08-03      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| 1345T                                                            | 1345T, Series 2025-AOA, Class E                                                             | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1767000 | PA      | $1779721.46   | 0.02%             | 2042-06-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |       253000 | PA      | $267204.43    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     13977000 | PA      | $14435138.11  | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                   | Opal Bidco SAS                                                                              | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      1730000 | PA      | $1761281.86   | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA, Series 2033                                                                   | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       462000 | PA      | $461422.50    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA, Series 2034                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $191791.02    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA, Series 2036                                                                   | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       699000 | PA      | $697252.50    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        98145 | NS      | $15839621.55  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2292000 | PA      | $2100161.75   | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2054000 | PA      | $1981104.44   | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       894000 | PA      | $850073.36    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       985000 | PA      | $917799.69    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       183000 | PA      | $151180.25    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6048000 | PA      | $5916057.80   | 0.06%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1868000 | PA      | $1793930.61   | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       215000 | PA      | $198144.51    | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       736000 | PA      | $712334.80    | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stockland                                                        | Stockland                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        27044 | NS      | $79311.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                                       | Sumitomo Chemical Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |       280000 | NS      | $913664.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | Sumitomo Electric Industries Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        11400 | NS      | $750510.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                   | Sumitomo Metal Mining Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |         1400 | NS      | $86076.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                           | Sumitomo Realty & Development Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |         4200 | NS      | $130198.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                                              | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |         5200 | NS      | $193347.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLA Netherlands BV                                               | OLA Netherlands BV, 1st Lien Term Loan                                                      | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |      1229949 | PA      | $1220724.00   | 0.01%             | 2026-12-15      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                     | Sun Hung Kai Properties Ltd.                                                                | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       259500 | NS      | $4543088.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                               | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       600000 | PA      | $592192.06    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                                                          | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |        68000 | NS      | $760473.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                               | Swire Pacific Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        15000 | NS      | $163154.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                                        | TDK Corp.                                                                                   | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        63600 | NS      | $1162888.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                     | Taisei Corp.                                                                                | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         3900 | NS      | $422919.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        20800 | NS      | $695402.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                  | Advantest Corp.                                                                             | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        13900 | NS      | $2595388.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                    | Oshkosh Corp.                                                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |         3274 | NS      | $511726.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp.                                                     | Sysmex Corp.                                                                                | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        43300 | NS      | $382358.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                                     | Terumo Corp.                                                                                | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        70800 | NS      | $900860.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                      | Taiwan Semiconductor Manufacturing Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |       236000 | NS      | $16383561.03  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        25772 | NS      | $2007123.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       253000 | PA      | $258834.96    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                                  | Tohoku Electric Power Co., Inc.                                                             | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |       543900 | NS      | $3799012.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                               | Tokyo Gas Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |         3100 | NS      | $131656.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                              | Tokyo Electron Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        11800 | NS      | $3477257.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                           | Toray Industries, Inc.                                                                      | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        23600 | NS      | $169442.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                                      | Tosoh Corp.                                                                                 | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |        15700 | NS      | $241932.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                              | Toyota Tsusho Corp.                                                                         | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |         3300 | NS      | $129544.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                                          | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       132600 | NS      | $2545312.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       103000 | PA      | $102847.36    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      1585000 | PA      | $1542229.57   | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       395000 | PA      | $385371.40    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       145000 | PA      | $151652.60    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                               | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       123000 | PA      | $130391.50    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                               | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103714.52    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                                   | Unicharm Corp.                                                                              | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |        79400 | NS      | $462589.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC, 1st Lien Term Loan B                                            | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2681042 | PA      | $2656457.28   | 0.03%             | 2029-01-29      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                           | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       685000 | PA      | $680828.19    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                           | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       407000 | PA      | $404213.56    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                        | Guangdong Investment Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      2020000 | NS      | $2109620.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                        | Mizrahi Tefahot Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |         5512 | NS      | $433426.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                        | United Overseas Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |         7200 | NS      | $205049.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      2514496 | PA      | $2503281.71   | 0.02%             | 2029-02-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                   | PLYM Commercial Mortgage Trust, Series 2026-IND, Class D                                    | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3025000 | PA      | $3009887.71   | 0.03%             | 2043-03-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                              | PBF Holding Co. LLC                                                                         | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       258000 | PA      | $264477.63    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                  | PECO Energy Co.                                                                             | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       197000 | PA      | $209716.80    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       818045 | NS      | $13595907.90  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      2931000 | PA      | $3014700.57   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                  | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      2611000 | PA      | $2610477.02   | 0.02%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |        59000 | PA      | $62275.12     | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The), Series W                                          | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       162000 | PA      | $164623.91    | 0.00%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       190000 | PA      | $195843.07    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1198411.40   | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1487874.96   | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        56458 | NS      | $6125693.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       243509 | NS      | $9116976.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Capital Funding, Inc.                                        | PPL Capital Funding, Inc.                                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       334000 | PA      | $337225.44    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                     | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $261033.92    | 0.00%             | 2038-07-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                                        | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       598000 | PA      | $612770.60    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                                        | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |      1275000 | PA      | $1177781.25   | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                                     | PACCAR, Inc.                                                                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        53629 | NS      | $6371125.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Financial Corp.                                           | PACCAR Financial Corp.                                                                      | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |       213000 | PA      | $215561.91    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                            | Freeport Indonesia PT                                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      1221000 | PA      | $1222221.00   | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                                        | PGA Trust, Series 2024-RSR2, Class A                                                        | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2850000 | PA      | $2849109.38   | 0.03%             | 2039-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2025-NQM3, Class B1                                                      | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3011881 | PA      | $3013182.43   | 0.03%             | 2070-05-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                   | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4662000 | PA      | $4735053.54   | 0.04%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-RCF4, Class A3                                                        | CUSIP: 69382WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       583333 | PA      | $565609.42    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-RCF4, Class M1A                                                       | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       700000 | PA      | $672630.49    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-RCF4, Class M2                                                        | CUSIP: 69382WAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666667 | PA      | $618902.91    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2025-NQM6, Class B1                                                      | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       567285 | PA      | $562963.31    | 0.01%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2026-RCF1, Class M2                                                      | CUSIP: 69383VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       945454 | PA      | $898874.89    | 0.01%             | 2056-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2026-NQM2, Class A1                                                      | CUSIP: 69384EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $9999846.00   | 0.09%             | 2071-04-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2026-NQM2, Class B1                                                      | CUSIP: 69384EAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3999972.80   | 0.04%             | 2071-04-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM Trust, Series 2026-AFC3, Class A1                                                     | CUSIP: 69393JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1999984.60   | 0.02%             | 2061-05-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                      | PR RNO Property Owner 1 LLC                                                                 | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3514000 | PA      | $3483125.61   | 0.03%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10900000 | PA      | $9805179.37   | 0.09%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3565000 | PA      | $3524851.58   | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       799000 | PA      | $739544.40    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       160000 | PA      | $154720.08    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       479000 | PA      | $500145.63    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1127000 | PA      | $1235361.62   | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1431628.46   | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2232000 | PA      | $2288973.61   | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103311.03    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |        60000 | PA      | $58441.69     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       798000 | PA      | $760167.94    | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                  | Wesfarmers Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        21179 | NS      | $1125078.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp                                                       | PacifiCorp                                                                                  | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112871.70    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                                  | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99709.72     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                      | Palantir Technologies, Inc., Class A                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |         6016 | NS      | $836885.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-3A, Class CR                                            | CUSIP: 69688FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5013607.00   | 0.05%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2024-3A, Class A                                             | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8018723.20   | 0.08%             | 2037-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2019-1A, Class CR2                                           | CUSIP: 69700GBA9<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502005.95   | 0.01%             | 2038-08-14      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-4A, Class CR                                            | CUSIP: 69702EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4850000 | PA      | $4864400.62   | 0.05%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2024-4A, Class C                                             | CUSIP: 69703WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000295.80   | 0.01%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                         | Palo Alto Networks, Inc.                                                                    | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        20162 | NS      | $3615449.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                            | Woolworths Group Ltd.                                                                       | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        18994 | NS      | $471630.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       928000 | PA      | $991391.68    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |         4300 | NS      | $30203.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                            | Astellas Pharma, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        44300 | NS      | $627808.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                           | Yaskawa Electric Corp.                                                                      | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |          800 | NS      | $28368.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                        | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4731000 | PA      | $4753153.81   | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEW AMI I LLC                                                    | NEW AMI I LLC, 1st Lien Term Loan                                                           | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       564804 | PA      | $400728.66    | 0.00%             | 2029-03-08      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                      | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      1876000 | PA      | $2162615.48   | 0.02%             | 2028-05-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                               | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004999.40   | 0.02%             | 2038-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                   | Park Intermediate Holdings LLC                                                              | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       697000 | PA      | $711590.30    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       310000 | PA      | $295027.00    | 0.00%             | 2029-04-13      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         6441 | NS      | $5857574.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                       | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       186000 | PA      | $179871.26    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                       | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       113000 | PA      | $113016.25    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                               | Deutsche Boerse AG                                                                          | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |         3034 | NS      | $930824.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                     | Pattern Energy Operations LP                                                                | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |        89000 | PA      | $87442.11     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.             | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B                  | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1169666 | PA      | $1174788.78   | 0.01%             | 2029-06-22      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                       | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       200000 | PA      | $189604.75    | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                       | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99303.35     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                       | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |        67000 | PA      | $66375.77     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                             | Pebblebrook Hotel LP                                                                        | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131087.83    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc., 1st Lien Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       524975 | PA      | $526717.68    | 0.00%             | 2029-05-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco, Inc.                                             | Galaxy US Opco, Inc., 1st Lien Term Loan                                                    | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       828253 | PA      | $713332.67    | 0.01%             | 2030-07-31      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        75018 | NS      | $3616264.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                        | AZZ, Inc., 1st Lien Term Loan                                                               | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |       202250 | PA      | $202882.86    | 0.00%             | 2029-05-14      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       796000 | PA      | $825901.89    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        81000 | PA      | $82065.07     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       721000 | PA      | $713086.66    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       437000 | PA      | $422943.24    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                                         | Barracuda Networks, Inc., 1st Lien Term Loan                                                | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |       831361 | PA      | $565566.46    | 0.01%             | 2029-08-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       265000 | PA      | $269206.40    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       952000 | PA      | $968424.86    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                      | Groupe Bruxelles Lambert NV                                                                 | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         1636 | NS      | $152828.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                     | Porsche Automobil Holding SE (Preference)                                                   | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |         2648 | NS      | $96350.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                      | Novartis AG (Registered)                                                                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        29628 | NS      | $4378712.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                          | NKT A/S                                                                                     | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |         8695 | NS      | $1284359.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                  | Fraport AG Frankfurt Airport Services Worldwide                                             | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |        48786 | NS      | $4003032.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                         | ABB Ltd. (Registered)                                                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        69039 | NS      | $6982586.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |          824 | NS      | $344647.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                                                   | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        21675 | NS      | $2014180.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                        | Nestle SA (Registered)                                                                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        52297 | NS      | $5294529.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                                        | Nexans SA                                                                                   | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |         2587 | NS      | $482873.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                                                 | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        17502 | NS      | $712283.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       125674 | NS      | $19918072.26  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                               | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       273000 | PA      | $246348.98    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                               | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       708000 | PA      | $714053.65    | 0.01%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                               | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       337000 | PA      | $338755.55    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                               | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       115000 | PA      | $116141.73    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                               | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       334000 | PA      | $336279.71    | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      1362000 | PA      | $1380618.54   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                                | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1602887.67   | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                           | Perimeter Holdings LLC                                                                      | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1472000 | PA      | $1464904.96   | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                       | Skanska AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        25088 | NS      | $677559.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       533000 | PA      | $554437.26    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                             | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       629000 | PA      | $644022.24    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co.                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       441000 | PA      | $414966.84    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       216794 | NS      | $2531220.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        61339 | NS      | $1734446.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG (Registered)                                                              | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         2602 | NS      | $570379.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1658000 | PA      | $1663803.00   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                      | Petrobras Global Finance BV                                                                 | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       630000 | PA      | $629212.50    | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3181000 | PA      | $3243029.50   | 0.03%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       882000 | PA      | $863257.50    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1255484 | PA      | $1344623.36   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                         | PFP Ltd., Series 2026-13, Class A                                                           | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001580.10   | 0.01%             | 2043-08-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                          | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      1623000 | PA      | $1634957.89   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                          | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       470000 | PA      | $467984.18    | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                                                | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       137000 | PA      | $135710.12    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       104599 | NS      | $17266156.93  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103703.52    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       305000 | PA      | $318553.04    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3643000 | PA      | $3664710.97   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1628000 | PA      | $1620319.93   | 0.02%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       126000 | PA      | $124465.66    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       458000 | PA      | $445410.94    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3840000 | PA      | $3758643.42   | 0.04%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                            | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |        16145 | NS      | $3747715.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        34490 | NS      | $6178883.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                                 | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       101000 | PA      | $98215.57     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                                 | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       443000 | PA      | $438730.45    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                  | Phillips 66 Co.                                                                             | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       173000 | PA      | $176455.98    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                  | Phillips 66 Co.                                                                             | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       264000 | PA      | $269992.36    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                    | Phoenix Aviation Capital Ltd.                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      2959000 | PA      | $3019831.12   | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                | Piedmont Operating Partnership LP                                                           | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       101000 | PA      | $99412.27     | 0.00%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         6924 | NS      | $1465600.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 3                                                 | Pikes Peak CLO 3, Series 2019-3A, Class BRR                                                 | CUSIP: 72132UBC6<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1602107.84   | 0.02%             | 2034-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 9                                                 | Pikes Peak CLO 9, Series 2021-9A, Class BR                                                  | CUSIP: 72134AAS4<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3015080.70   | 0.03%             | 2038-10-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                                       | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       108000 | PA      | $103803.55    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                                       | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       183000 | PA      | $198779.75    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       110450 | NS      | $11455874.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      1807000 | PA      | $1837732.10   | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                    | Pioneer Natural Resources Co.                                                               | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |        58000 | PA      | $52393.41     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                                        | Discovery Purchaser Corp., 1st Lien Term Loan                                               | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |      1918094 | PA      | $1897954.23   | 0.02%             | 2029-10-04      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                         | Snam SpA                                                                                    | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        40633 | NS      | $320408.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       178399 | NS      | $3484510.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                             | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             |  |  | US        |       220018 | NS      | $5064814.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                             | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       128000 | PA      | $123315.98    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                             | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102372.30    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                             | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206242.71    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                             | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99774.66     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                            | Plains GP Holdings LP, Class A                                                              | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |       225748 | NS      | $5519538.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp.                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       154000 | PA      | $132654.06    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                            | Pluspetrol Camisea SA                                                                       | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       605000 | PA      | $632346.00    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        88247 | NS      | $9267833.78   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       562000 | PA      | $523991.94    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                    | Alfa Laval AB                                                                               | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        13607 | NS      | $818859.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                                                 | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         1104 | NS      | $678762.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        50000 | PA      | $48576.71     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       347000 | PA      | $326228.02    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       343000 | PA      | $349550.27    | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       671000 | PA      | $670738.98    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       949000 | PA      | $936816.74    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1792000 | PA      | $1780219.21   | 0.02%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                           | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        17010 | NS      | $1558454.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                        | Enagas SA                                                                                   | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |         8740 | NS      | $174893.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                              | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313281.60    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                 | Gates Global LLC, 1st Lien Term Loan B4                                                     | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |       516734 | PA      | $517147.41    | 0.00%             | 2029-11-16      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                    | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       270000 | PA      | $175945.67    | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                    | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       342000 | PA      | $196650.00    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                             | Prime Mortgage Trust, Series 2006-DR1, Class 2A1                                            | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       182330 | PA      | $171361.28    | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                  | Prime Healthcare Services, Inc.                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $129621.77    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       309000 | PA      | $294281.84    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                  | Principal Financial Group, Inc.                                                             | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102249.37    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                     | PRIO Luxembourg Holding SARL                                                                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       646000 | PA      | $643273.88    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        71677 | NS      | $10542969.93  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                                  | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       568000 | PA      | $498398.89    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                                  | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       395000 | PA      | $389186.12    | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                                  | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97205.71     | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                     | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        55524 | NS      | $11175870.72  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                     | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       180000 | PA      | $179022.04    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                     | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       169000 | PA      | $170514.86    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                     | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55193.38     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                     | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |        45000 | PA      | $44888.84     | 0.00%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR3, Class F                                       | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $499784.90    | 0.00%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR8, Class G                                       | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $9897209.00   | 0.09%             | 2038-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR10, Class G                                      | CUSIP: 74333WAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4970331 | PA      | $4866776.32   | 0.05%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2026-SFR1, Class E                                       | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $921562.70    | 0.01%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        58624 | NS      | $8325780.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       114000 | PA      | $114063.94    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       626000 | PA      | $623946.51    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                 | Unique Pub Finance Co. plc (The), Series N                                                  | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      1296385 | PA      | $1820625.45   | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       654000 | PA      | $624965.67    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2026-NQM1, Class B1                                                      | CUSIP: 74391DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3957142.40   | 0.04%             | 2071-02-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| PRPM Issuer LLC                                                  | PRPM Issuer LLC, Series 2026-CRE1, Class A                                                  | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2740000 | PA      | $2740363.32   | 0.03%             | 2043-03-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                                  | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99435.16     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                                  | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      1513000 | PA      | $1503674.88   | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                                  | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100516.83    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                   | Public Service Co. of Colorado                                                              | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       123000 | PA      | $121444.15    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                   | Public Service Co. of Colorado, Series 35                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       124000 | PA      | $109892.53    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                   | Public Service Co. of Colorado                                                              | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       155000 | PA      | $154155.67    | 0.00%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                   | Public Service Co. of Colorado                                                              | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29426.98     | 0.00%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2026-RCF2, Class M2                                                        | CUSIP: 74449JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2376091.80   | 0.02%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       353000 | PA      | $357008.80    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                | Public Service Electric & Gas Co., Series Q                                                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       620000 | PA      | $624234.13    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        16468 | NS      | $1344776.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                   | Public Storage                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        15530 | NS      | $4697048.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co.                                     | Public Storage Operating Co.                                                                | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       125000 | PA      | $111103.77    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                     | Public Storage Operating Co.                                                                | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       228000 | PA      | $205266.36    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                     | Public Storage Operating Co.                                                                | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99724.19     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                               | Puget Energy, Inc.                                                                          | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95553.58     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                               | Puget Energy, Inc.                                                                          | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100593.94    | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                                            | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       134000 | PA      | $130906.47    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                                            | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        17000 | PA      | $16505.74     | 0.00%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Everpure, Inc.                                                   | Everpure, Inc., Class A                                                                     | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        10799 | NS      | $771588.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                     | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       670000 | PA      | $676446.07    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                     | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      1108000 | PA      | $1133623.61   | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                              | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1511128.30   | 0.01%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                     | Qualys, Inc.                                                                                | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |         4996 | NS      | $434302.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         3105 | NS      | $2259725.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      3088000 | PA      | $3149884.94   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                     | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93944.87     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                     | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $108761.63    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                     | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100665.15    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       294000 | PA      | $272949.25    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      3963000 | PA      | $4025528.33   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      1366000 | PA      | $1385212.49   | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2007-QS4, Class 3A2                                                      | CUSIP: 74923HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        98503 | PA      | $82564.17     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                 | RD Michigan Property Owner I LLC                                                            | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2230000 | PA      | $2229551.88   | 0.02%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                     | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        77000 | PA      | $75697.13     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2911000 | PA      | $2987012.03   | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       675000 | PA      | $695258.78    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                             | RLJ Lodging Trust LP                                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55867.24     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                        | RR 5 Ltd., Series 2018-5A, Class A2R                                                        | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008694.60   | 0.02%             | 2039-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                       | RR 14 Ltd., Series 2021-14A, Class A1                                                       | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500142.65   | 0.01%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                        | RXO, Inc.                                                                                   | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |       221000 | PA      | $218844.32    | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                     | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1496000 | PA      | $1487035.77   | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO 14 Ltd.                                                  | Rad CLO 14 Ltd., Series 2021-14A, Class C                                                   | CUSIP: 75009RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3504080.65   | 0.03%             | 2035-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                        | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5043190.00   | 0.05%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       683000 | PA      | $710126.06    | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      1285000 | PA      | $1409659.62   | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       839000 | PA      | $458303.75    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       341000 | PA      | $181712.08    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc., 1st Lien Term Loan B                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      1449662 | PA      | $1404968.47   | 0.01%             | 2030-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Valiant Holding AG                                               | Valiant Holding AG (Registered)                                                             | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               | CORP              | CH        |         4707 | NS      | $1093992.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        20317 | NS      | $883789.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                                  | Rand Parent LLC                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       269000 | PA      | $279423.48    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B11                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       188644 | PA      | $188526.69    | 0.00%             | 2028-08-21      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                    | Raymond James Financial, Inc.                                                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         6229 | NS      | $986175.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                    | Raymond James Financial, Inc.                                                               | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97553.82     | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        24255 | NS      | $4270577.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                   | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       282000 | PA      | $258408.76    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       522000 | PA      | $532340.05    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                        | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      2407759 | PA      | $2389026.50   | 0.02%             | 2031-07-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC, Series AI                                                   | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       423000 | PA      | $423199.19    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                              | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $224253.18    | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                         | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       159000 | PA      | $152160.70    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                         | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       130000 | PA      | $121887.73    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                         | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       459000 | PA      | $462463.05    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                         | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110210.30    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                     | Klepierre SA                                                                                | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |         6748 | NS      | $273403.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                            | Regency Centers Corp.                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        73351 | NS      | $5710375.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                               | Regency Centers LP                                                                          | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       346000 | PA      | $349344.09    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                          | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2249554.50   | 0.02%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                          | Regatta VI Funding Ltd., Series 2016-1A, Class CR3                                          | CUSIP: 75887NBS7<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1253189.88   | 0.01%             | 2038-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                          | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7510311.75   | 0.07%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                         | Regatta XIX Funding Ltd., Series 2022-1A, Class BR                                          | CUSIP: 75888EAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1320000 | PA      | $1325818.30   | 0.01%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                        | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006679.80   | 0.03%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                      | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2503303.75   | 0.02%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                          | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5600000 | PA      | $5612467.84   | 0.05%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        76723 | NS      | $2190441.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100450.98    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc., 1st Lien Term Loan B                                                        | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1225857 | PA      | $1229693.82   | 0.01%             | 2029-07-06      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                               | Renaissance Home Equity Loan Trust, Series 2004-4, Class MF2                                | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1149986 | PA      | $1031286.87   | 0.01%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                     | Renew Treasury Ifsc Pvt Ltd.                                                                | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       646000 | PA      | $642317.80    | 0.01%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                | Repsol E&P Capital Markets US LLC                                                           | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |       655000 | PA      | $657244.59    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                     | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       437000 | PA      | $434633.45    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                     | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       351000 | PA      | $356978.01    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1002000 | PA      | $921373.47    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     47373000 | PA      | $1202322.74   | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2006-A15, Class A12                          | CUSIP: 76114DAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       308325 | PA      | $93580.17     | 0.00%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         4072 | NS      | $870634.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |       190000 | PA      | $181209.44    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1482508.92   | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        64133 | NS      | $5174250.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        97451 | NS      | $3497516.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American, Inc.                                          | Reynolds American, Inc.                                                                     | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       125000 | PA      | $128663.24    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2007-S7, Class A20                                                      | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        28201 | PA      | $23000.23     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                            | EMS-Chemie Holding AG (Registered)                                                          | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |           46 | NS      | $39211.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       452000 | PA      | $460361.68    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                   | Rivers Enterprise Borrower LLC                                                              | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       188000 | PA      | $191954.96    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                   | Rivers Enterprise Borrower LLC                                                              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       256000 | PA      | $260421.63    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                              | Rivian Holdings LLC                                                                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $358312.17    | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                                     | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      3170694 | PA      | $3172945.28   | 0.03%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                   | TGNR Intermediate Holdings LLC                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      1061000 | PA      | $1046562.44   | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4465000 | PA      | $4531238.28   | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1676000 | PA      | $1696438.82   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       558000 | PA      | $568428.46    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2653000 | PA      | $2742207.13   | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       733000 | PA      | $726435.35    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       369000 | PA      | $332458.69    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                         | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3504611.60   | 0.03%             | 2034-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       162000 | PA      | $159783.31    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class C                                            | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2304282.37   | 0.02%             | 2030-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                            | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003193.30   | 0.01%             | 2031-05-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class A                                            | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       341250 | PA      | $341382.84    | 0.00%             | 2031-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class B                                            | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1128591.79   | 0.01%             | 2031-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                            | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $702424.80    | 0.01%             | 2031-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc.                                                                   | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87040.41     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc.                                                                 | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       593000 | PA      | $554101.50    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        18045 | NS      | $1005647.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       698000 | PA      | $699640.30    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                    | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99503.99     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                    | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       231000 | PA      | $227576.60    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                    | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       218000 | PA      | $211616.99    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |         7034 | NS      | $1602274.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |         2792 | NS      | $217356.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       251000 | PA      | $249618.43    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       539000 | PA      | $552001.63    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       405000 | PA      | $404451.75    | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       115000 | PA      | $114252.21    | 0.00%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: 78017DAV0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       182000 | PA      | $180924.19    | 0.00%             | 2032-05-03      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       539000 | PA      | $540074.89    | 0.01%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       240000 | PA      | $240681.87    | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                          | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       207000 | PA      | $186954.94    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                          | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       119000 | PA      | $121045.33    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                          | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $99084.39     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                                     | Rubrik, Inc., Class A                                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        17961 | NS      | $955165.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleriot US Bidco, Inc.                                           | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                  | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      1225220 | PA      | $1228148.19   | 0.01%             | 2030-10-31      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP, 1st Lien Term Loan B                                                 | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |       748485 | PA      | $708628.17    | 0.01%             | 2030-08-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                               | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      1152000 | PA      | $1151823.28   | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                               | Ryan Specialty LLC                                                                          | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       392000 | PA      | $380412.48    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                               | Ryder System, Inc.                                                                          | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       453000 | PA      | $497221.88    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCG Trust                                                        | SCG Trust, Series 2025-SNIP, Class A                                                        | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3909000 | PA      | $3918772.50   | 0.04%             | 2042-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                            | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       297000 | PA      | $278440.65    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                            | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        48000 | PA      | $41890.87     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                            | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       482000 | PA      | $486544.21    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp., Class A                                                           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        21286 | NS      | $4708463.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       251000 | PA      | $241625.65    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                        | SHR Trust, Series 2024-LXRY, Class A                                                        | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6600000 | PA      | $6623084.16   | 0.06%             | 2041-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                               | SCG Mortgage Trust, Series 2024-MSP, Class A                                                | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1830000.00   | 0.02%             | 2041-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                    | SG Residential Mortgage Trust, Series 2026-2, Class B1                                      | CUSIP: 78438NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $4351086.45   | 0.04%             | 2066-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                 | SLG Office Trust, Series 2026-OMA, Class A                                                  | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8000000 | PA      | $8028903.20   | 0.08%             | 2041-04-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                 | SLG Office Trust, Series 2026-OMA, Class E                                                  | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5025298.00   | 0.05%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                 | SLG Office Trust, Series 2026-OMA, Class F                                                  | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000000 | PA      | $7048469.40   | 0.07%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                               | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1759000 | PA      | $1783318.18   | 0.02%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                     | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       136000 | PA      | $137609.24    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                         | SURA Asset Management SA                                                                    | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       820000 | PA      | $857720.00    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                      | SV RNO Property Owner 1 LLC                                                                 | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5550000 | PA      | $5445375.23   | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                   | SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4956250.00   | 0.05%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       142000 | PA      | $142347.69    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       169000 | PA      | $168809.54    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                 | Sable International Finance Ltd.                                                            | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      1503000 | PA      | $1508035.05   | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                     | Sabre Financial Borrower LLC                                                                | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2159000 | PA      | $2216252.36   | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                             | Sabra Health Care LP                                                                        | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90405.57     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                    | Sagard-HalseyPoint CLO 8 Ltd., Series 2024-8A, Class C                                      | CUSIP: 78662AAC6<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1254407.63   | 0.01%             | 2038-01-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                    | Tenneco, Inc., 1st Lien Term Loan B                                                         | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |      1652000 | PA      | $1649753.28   | 0.02%             | 2028-11-17      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| SailPoint, Inc.                                                  | SailPoint, Inc.                                                                             | CUSIP: 78781J109<br>LEI: 529900IRT8OM8CEOPC03 | Long             | EC               | CORP              | US        |        54528 | NS      | $622709.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Parent, Inc.                                                | Star Parent, Inc., 1st Lien Term Loan                                                       | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      1351369 | PA      | $1351463.27   | 0.01%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Cogeco Financing 2 LP                                            | Cogeco Financing 2 LP, 1st Lien Term Loan B                                                 | CUSIP: 19239BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       329135 | PA      | $318767.61    | 0.00%             | 2028-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                            | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       715153 | PA      | $408352.44    | 0.00%             | 2028-01-31      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                                  | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |       735668 | PA      | $735668.47    | 0.01%             | 2030-10-17      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       250000 | PA      | $234937.38    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       687000 | PA      | $687645.10    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       273000 | PA      | $273531.72    | 0.00%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       397000 | PA      | $395833.89    | 0.00%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       297000 | PA      | $296468.97    | 0.00%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       397000 | PA      | $395903.36    | 0.00%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co., Series VVV                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88680.29     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co., Series DDDD                                                   | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |        98000 | PA      | $97748.59     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group, Inc. (The)                           | Action Environmental Group, Inc. (The), 1st Lien Term Loan                                  | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |      1035611 | PA      | $1033280.92   | 0.01%             | 2030-10-24      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                                          | Sandstone Peak III Ltd., Series 2024-1A, Class A1                                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2037-04-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                                          | Sandstone Peak III Ltd., Series 2024-1A, Class A1R                                          | CUSIP: 799928AS5<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00   | 0.02%             | 2037-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      1735000 | PA      | $19518.75     | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                   | British Telecommunications plc                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      1726000 | PA      | $2469017.64   | 0.02%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                                       | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    216797429 | NS      | $216862467.95 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      1209000 | PA      | $1452999.65   | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class B1                       | CUSIP: 80263AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000750 | PA      | $2001367.63   | 0.02%             | 2065-05-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1740000 | PA      | $1584153.12   | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21073.10     | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101055.68    | 0.00%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       356000 | PA      | $361186.51    | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102774.15    | 0.00%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       323000 | PA      | $338907.75    | 0.00%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1520000 | PA      | $1309996.80   | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                            | Saudi Arabian Oil Co.                                                                       | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |       798000 | PA      | $748312.53    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      3912322 | PA      | $3917368.61   | 0.04%             | 2031-02-28      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      1606220 | PA      | $1564634.96   | 0.01%             | 2029-06-04      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BIP Pipeco Holding LLC                                           | Bip Pipeco Holding LLC, 1st Lien Term Loan                                                  | CUSIP: 05554DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       716911 | PA      | $718480.99    | 0.01%             | 2030-12-05      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc., 1st Lien Term Loan B                                                   | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |      1065951 | PA      | $1064618.19   | 0.01%             | 2031-01-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       179344 | NS      | $16435084.16  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       415000 | PA      | $398290.68    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       338000 | PA      | $304620.38    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       239000 | PA      | $226520.73    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The), Series K                                                        | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       134000 | PA      | $133167.89    | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102595.81    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       403000 | PA      | $422966.56    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       694000 | PA      | $687103.03    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                                    | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       671000 | PA      | $661833.54    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP                                                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |       295000 | PA      | $248957.11    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       183000 | PA      | $187169.47    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |        79000 | PA      | $73713.74     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       595000 | PA      | $553612.81    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXIX Ltd.                                           | Sculptor CLO XXIX Ltd., Series 29A, Class AR                                                | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008092.20   | 0.03%             | 2038-07-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       208000 | PA      | $212515.06    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       241000 | PA      | $251865.24    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       926000 | PA      | $969964.63    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       147000 | PA      | $149527.37    | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                            | WEC US Holdings, Inc., 1st Lien Term Loan                                                   | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      2643713 | PA      | $2648974.29   | 0.03%             | 2031-01-27      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                           | Bombardier Recreational Products, Inc., 1st Lien Term Loan                                  | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       887295 | PA      | $884633.12    | 0.01%             | 2031-01-22      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                            | TMK Hawk Parent Corp., 1st Lien Term Loan B                                                 | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1455295 | PA      | $662159.23    | 0.01%             | 2029-06-29      | Variable      | 7.65%                 | No            |                  3 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                 | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B                      | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1560672 | PA      | $1565167.00   | 0.01%             | 2031-01-31      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                          | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      2210790 | PA      | $2137568.53   | 0.02%             | 2031-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      3264149 | PA      | $3147063.68   | 0.03%             | 2031-02-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                | Motion Finco SARL, Facility 1st Lien Term Loan B3                                           | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1925993 | PA      | $1703906.43   | 0.02%             | 2029-11-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        15785 | NS      | $1501469.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       460000 | PA      | $449469.90    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       101000 | PA      | $104057.83    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      3465000 | PA      | $3526351.29   | 0.03%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100772.40    | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34574.97     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       694000 | PA      | $672876.58    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       904000 | PA      | $839709.78    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      3440000 | PA      | $3549326.64   | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                                | SentinelOne, Inc., Class A                                                                  | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |        21868 | NS      | $309650.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Serbia                                               | Republic of Serbia                                                                          | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1099000 | PA      | $960251.25    | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                               | Republic of Serbia                                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       712000 | PA      | $730156.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        57026 | NS      | $4620816.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                 | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       419000 | PA      | $395879.58    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      1881000 | PA      | $1897584.78   | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      5360000 | PA      | $5640311.92   | 0.05%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | Service Properties Trust                                                                    | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       302000 | PA      | $309908.78    | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | Service Properties Trust                                                                    | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       479000 | PA      | $440119.43    | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                                           | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                                            | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10024389.00  | 0.10%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                            | Applied Systems, Inc., 1st Lien Term Loan B                                                 | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2384977 | PA      | $2351372.85   | 0.02%             | 2031-02-24      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                          | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                      | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       431607 | PA      | $362144.21    | 0.00%             | 2029-02-15      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., 1st Lien Term Loan                                                          | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       856146 | PA      | $811737.71    | 0.01%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., 1st Lien Term Loan B                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      1792475 | PA      | $1642803.02   | 0.02%             | 2031-05-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |       655693 | PA      | $657194.86    | 0.01%             | 2028-08-23      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                             | ICON Luxembourg SARL, 1st Lien Term Loan                                                    | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       566447 | PA      | $568220.23    | 0.01%             | 2028-07-03      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         7383 | NS      | $2374446.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       588000 | PA      | $589808.68    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100692.60    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                         | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      3061000 | PA      | $3054951.46   | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                           | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      1634685 | PA      | $1617929.24   | 0.02%             | 2030-03-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC, Facility 1st Lien Term Loan B                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      1055091 | PA      | $1057453.90   | 0.01%             | 2031-03-14      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                       | SHRN Trust, Series 2025-MF18, Class A                                                       | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7200000 | PA      | $7191008.64   | 0.07%             | 2040-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                        | PRA Health Sciences, Inc., 1st Lien Term Loan B                                             | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |       141131 | PA      | $141572.71    | 0.00%             | 2028-07-03      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                       | Air Canada, 1st Lien Term Loan                                                              | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      1586589 | PA      | $1582622.73   | 0.02%             | 2031-03-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                          | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006376.50   | 0.03%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc., 1st Lien Term Loan                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      2619726 | PA      | $2623865.55   | 0.02%             | 2031-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                              | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2025837 | PA      | $2026951.23   | 0.02%             | 2029-03-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                          | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5010593.50   | 0.05%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                          | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5000000.00   | 0.05%             | 2037-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                                         | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                         | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012114.50   | 0.05%             | 2038-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 9 Ltd.                                          | Silver Point CLO 9 Ltd., Series 2025-9A, Class A1                                           | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5013584.00   | 0.05%             | 2038-03-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                              | Simmons Foods, Inc.                                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       345000 | PA      | $332865.80    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                       | Simon Property Group, Inc.                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        23815 | NS      | $4851353.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                          | Simon Property Group LP                                                                     | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      1796000 | PA      | $1784231.60   | 0.02%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      2033000 | PA      | $2105313.81   | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       191000 | PA      | $185481.51    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                               | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       206000 | PA      | $209430.11    | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                        | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1R2                                      | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2998556.70   | 0.03%             | 2039-01-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                      | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                     | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012036.00   | 0.05%             | 2038-10-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                        | Sixth Street CLO XIX Ltd., Series 2021-19A, Class BR                                        | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012831.90   | 0.03%             | 2038-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                        | Sixth Street CLO XIX Ltd., Series 2021-19A, Class CR                                        | CUSIP: 83012KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001980.40   | 0.01%             | 2038-07-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                        | Sixth Street CLO XIV Ltd., Series 2019-14A, Class CR2                                       | CUSIP: 83013NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3250995.48   | 0.03%             | 2038-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Skeena Resources Ltd.                                            | Skeena Resources Ltd.                                                                       | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |       118000 | PA      | $123542.45    | 0.00%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      3165876 | PA      | $3167775.74   | 0.03%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc., 1st Lien Term Loan C                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      1853385 | PA      | $1602992.82   | 0.02%             | 2030-08-01      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                 | Modena Buyer LLC, 1st Lien Term Loan                                                        | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       591617 | PA      | $534265.72    | 0.01%             | 2031-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                            | J M Smucker Co. (The)                                                                       | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       111000 | PA      | $95583.64     | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                            | J M Smucker Co. (The)                                                                       | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       143000 | PA      | $152499.19    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                       | Smurfit Kappa Treasury ULC                                                                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       255000 | PA      | $259304.58    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp., 1st Lien Term Loan B                                         | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |       622314 | PA      | $617515.79    | 0.01%             | 2031-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                    | Snap-on, Inc.                                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         3776 | NS      | $1447718.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1182847.70   | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       793000 | PA      | $767522.71    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |         9051 | NS      | $1235189.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       645000 | PA      | $618949.10    | 0.01%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1906000 | PA      | $2010016.14   | 0.02%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                             | EyeCare Partners LLC, 1st Lien Term Loan C                                                  | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        57439 | PA      | $9620.98      | 0.00%             | 2028-11-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                | Solstice Advanced Materials, Inc.                                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      1129000 | PA      | $1122986.27   | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102250.89    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       228000 | PA      | $234277.81    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                         | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99824.12     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                         | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       107000 | PA      | $104800.25    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                        | Sotheby's                                                                                   | CUSIP: 835898AJ6<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |       663000 | PA      | $644098.00    | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                        | Sotheby's                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $379752.46    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1195357.81   | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                            | Sound Point CLO XXIII Ltd., Series 2019-2A, Class CR                                        | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2253021.98   | 0.02%             | 2034-07-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1166000 | PA      | $942128.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       923000 | PA      | $965458.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       888000 | PA      | $906914.40    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       231000 | PA      | $217602.00    | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc., 1st Lien Term Loan B8                                              | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      1337567 | PA      | $1337513.33   | 0.01%             | 2031-05-09      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                  | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |        26752 | NS      | $915988.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC, 1st Lien Term Loan                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2074600 | PA      | $927346.13    | 0.01%             | 2029-07-06      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                     | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                          | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       416500 | PA      | $418649.14    | 0.00%             | 2028-11-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                   | Core & Main LP, 1st Lien Term Loan D                                                        | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      1564359 | PA      | $1567612.74   | 0.01%             | 2028-07-27      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                                            | Epicor Software Corp., 1st Lien Term Loan E                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      2170463 | PA      | $2139273.60   | 0.02%             | 2031-05-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                  | Celestica, Inc., 1st Lien Term Loan B                                                       | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1582777 | PA      | $1579817.56   | 0.01%             | 2031-06-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                      | Gates Corp., 1st Lien Term Loan B5                                                          | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |      1294609 | PA      | $1295916.82   | 0.01%             | 2031-06-04      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC, 1st Lien Term Loan                                                     | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997462 | PA      | $829888.32    | 0.01%             | 2031-06-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                            | Gulfside Supply, Inc., 1st Lien Term Loan                                                   | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1234696 | PA      | $1106596.56   | 0.01%             | 2031-06-17      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      1907616 | PA      | $1876082.92   | 0.02%             | 2029-09-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series G                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       910000 | PA      | $812875.21    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                              | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       760000 | PA      | $676048.99    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                      | Southern California Gas Co., Series XX                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       228000 | PA      | $213703.30    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                      | Southern California Gas Co.                                                                 | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       259000 | PA      | $264040.56    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                      | Southern California Gas Co.                                                                 | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       116000 | PA      | $118799.76    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       164403 | NS      | $15897770.10  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       236000 | PA      | $217104.59    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       426000 | PA      | $431111.79    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       193000 | PA      | $199913.51    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                            | Southern Copper Corp.                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         7330 | NS      | $1258487.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                       | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |      1023578 | PA      | $1024488.90   | 0.01%             | 2031-06-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                  | Trans Union LLC, 1st Lien Term Loan B8                                                      | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      1984085 | PA      | $1983093.36   | 0.02%             | 2031-06-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                                | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      2971559 | PA      | $2952719.76   | 0.03%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP, 1st Lien Term Loan                                            | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1145442 | PA      | $1126828.76   | 0.01%             | 2029-04-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., 2nd Lien Term Loan                                            | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       478533 | PA      | $437857.70    | 0.00%             | 2032-06-07      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      2379610 | PA      | $2387795.79   | 0.02%             | 2030-05-06      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc., 1st Lien Term Loan                                                  | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |       590015 | PA      | $590569.48    | 0.01%             | 2030-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC                                             | DS Admiral Bidco LLC, 1st Lien Term Loan                                                    | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       951779 | PA      | $894672.29    | 0.01%             | 2031-06-26      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                                      | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        27276 | NS      | $1034305.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Power Systems, Inc.                                      | Generac Power Systems, Inc., 1st Lien Term Loan                                             | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       800738 | PA      | $806406.72    | 0.01%             | 2031-06-12      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                          | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                              | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      1615967 | PA      | $1622479.20   | 0.02%             | 2028-05-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      3954000 | PA      | $3953044.75   | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      6469000 | PA      | $6535849.93   | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1845000 | PA      | $1808960.16   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                   | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      1598204 | PA      | $1574902.42   | 0.01%             | 2031-02-18      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| City Football Group Ltd.                                         | City Football Group Ltd., 1st Lien Term Loan                                                | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       995717 | PA      | $991733.92    | 0.01%             | 2030-07-22      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        56257 | NS      | $5129513.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                                                 | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      3335000 | PA      | $3302138.51   | 0.03%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                             | Spire Missouri, Inc.                                                                        | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99913.41     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                      | Project Boost Purchaser LLC, 1st Lien Term Loan                                             | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      1371640 | PA      | $1344824.54   | 0.01%             | 2031-07-16      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC                                           | Darktrace Finco US LLC, 1st Lien Term Loan                                                  | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       546742 | PA      | $512915.50    | 0.00%             | 2031-10-09      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       280000 | PA      | $276009.47    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                                    | Vizient, Inc., 1st Lien Term Loan B8                                                        | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |       528061 | PA      | $528853.46    | 0.01%             | 2031-08-01      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                             | Sprint Capital Corp.                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      3071000 | PA      | $3242525.52   | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                  | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                                 | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11747522 | PA      | $11634312.48  | 0.11%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       102000 | PA      | $101728.52    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3336000 | PA      | $3399562.94   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       528000 | PA      | $528532.75    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       675000 | PA      | $673697.25    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56953.43     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc.                                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |        70933 | NS      | $2736595.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      4129000 | PA      | $4169794.52   | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       930000 | PA      | $929403.96    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                           | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       760000 | PA      | $740906.67    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       194000 | PA      | $192884.02    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       269000 | PA      | $256834.46    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       186000 | PA      | $168828.63    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc.                                                                | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90284.45     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                    | Wilsonart LLC, 1st Lien Term Loan                                                           | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      2672724 | PA      | $2421781.84   | 0.02%             | 2031-08-05      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                               | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       199000 | PA      | $190214.07    | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                 | Star Holding LLC                                                                            | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |       272000 | PA      | $277530.58    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                | Star Parent, Inc.                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2225004.70   | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        33086 | NS      | $3484948.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                             | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       357000 | PA      | $351629.08    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                             | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       220000 | PA      | $220255.16    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                             | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       179000 | PA      | $181493.53    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                             | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101008.75    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       368000 | PA      | $381342.94    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        94000 | PA      | $95098.58     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22540.01     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1744000 | PA      | $1793712.72   | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        11443 | NS      | $1748948.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      1115000 | PA      | $985841.60    | 0.01%             | 2047-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       162000 | PA      | $151989.73    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       504000 | PA      | $450518.90    | 0.00%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       855000 | PA      | $860185.77    | 0.01%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       112000 | PA      | $112243.15    | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       867000 | PA      | $917528.76    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       519000 | PA      | $510929.21    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       141000 | PA      | $132716.39    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                         | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       893000 | PA      | $904132.14    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                        | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         4622 | NS      | $1056866.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       135000 | PA      | $137537.46    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                           | Stena International SA                                                                      | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       868000 | PA      | $882554.62    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                            | Jetblue Airways Corp., 1st Lien Term Loan                                                   | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1254587 | PA      | $1112404.89   | 0.01%             | 2029-08-27      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                              | STL Holding Co. LLC                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       197000 | PA      | $204420.99    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                        | Stonepeak Nile Parent LLC                                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |       129000 | PA      | $134974.30    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                   | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       317865 | PA      | $299491.14    | 0.00%             | 2036-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC3, Class A1            | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4390732 | PA      | $2988240.95   | 0.03%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                  | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5974680 | PA      | $5378696.46   | 0.05%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1                  | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7227257 | PA      | $5133161.92   | 0.05%             | 2046-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-MN1A, Class A1           | CUSIP: 863613AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1214768 | PA      | $692638.75    | 0.01%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1                    | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       180352 | PA      | $71033.24     | 0.00%             | 2047-04-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR4, Class GA4B                 | CUSIP: 86364NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1364705 | PA      | $1271682.36   | 0.01%             | 2047-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                                               | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       266000 | PA      | $262834.89    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                                               | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       215000 | PA      | $214087.73    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                                               | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97814.96     | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                     | Suburban Propane Partners LP                                                                | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |       239000 | PA      | $229453.74    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan L                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1194805 | PA      | $1196394.09   | 0.01%             | 2032-01-19      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1119000 | PA      | $1104317.12   | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       627000 | PA      | $550069.23    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       556000 | PA      | $566247.08    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       201000 | PA      | $209923.66    | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       917000 | PA      | $936969.71    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       313000 | PA      | $312379.79    | 0.00%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $294225.45    | 0.00%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                       | Paint Intermediate III LLC, 1st Lien Term Loan B                                            | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |       679140 | PA      | $679819.14    | 0.01%             | 2031-10-09      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                               | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                    | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      2626505 | PA      | $2628475.20   | 0.02%             | 2031-09-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                               | Ryan Specialty LLC, 1st Lien Term Loan B1                                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      1319669 | PA      | $1322308.34   | 0.01%             | 2031-09-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                            | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                                | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      1339390 | PA      | $1340434.68   | 0.01%             | 2028-04-28      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B12                                                         | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1590538 | PA      | $1591397.15   | 0.02%             | 2030-09-19      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc., 1st Lien Term Loan B1                                               | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      1324386 | PA      | $1318042.39   | 0.01%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc.                                                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        58716 | NS      | $7506253.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                          | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                 | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      1505875 | PA      | $1488933.90   | 0.01%             | 2031-11-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             |  |  | US        |        16653 | NS      | $1159881.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       203000 | PA      | $207470.67    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      4719000 | PA      | $4886788.76   | 0.05%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       225000 | PA      | $225834.98    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       866000 | PA      | $862892.10    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       194000 | PA      | $198347.15    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc.                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      2616000 | PA      | $2609016.06   | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                           | Suriname Government International Bond                                                      | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       432000 | PA      | $472527.00    | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       784294 | PA      | $790372.73    | 0.01%             | 2031-10-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                    | Sutter Health, Series 20A                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       728000 | PA      | $664275.12    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                    | Sutter Health                                                                               | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       485000 | PA      | $492300.70    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH, Series DM3N                                                            | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       879000 | PA      | $782455.04    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                              | Sword Purchaser LLC                                                                         | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |       948000 | PA      | $969953.95    | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                           | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9016959.60   | 0.09%             | 2037-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                           | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                            | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001255.10   | 0.01%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd.                                                 | Symetra CLO Ltd., Series 2025-1A, Class A1                                                  | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005014.00   | 0.02%             | 2038-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         4092 | NS      | $1974799.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                              | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       381000 | PA      | $383275.24    | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       259000 | PA      | $261736.74    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                         | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       359000 | PA      | $359883.39    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       496000 | PA      | $496072.33    | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                                             | Symphony CLO 30 Ltd., Series 2023-30A, Class B1R                                            | CUSIP: 87169BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1004866.40   | 0.01%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 38 Ltd.                                             | Symphony CLO 38 Ltd., Series 2023-38A, Class BR                                             | CUSIP: 87169NAZ6<br>LEI: 254900T60KIPND298026 | Long             | ABS-CBDO         | CORP              | BM        |      1500000 | PA      | $1507824.75   | 0.01%             | 2038-07-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                                 | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       101000 | PA      | $106402.60    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                                 | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       167000 | PA      | $167561.62    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                                 | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       177000 | PA      | $173144.20    | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                    | System Energy Resources, Inc.                                                               | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       192000 | PA      | $191586.30    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                    | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                     | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10900000 | PA      | $10900000.00  | 0.10%             | 2039-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                 | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      1944669 | PA      | $1945235.92   | 0.02%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                 | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                 | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003554.60   | 0.02%             | 2034-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                 | TICP CLO VI Ltd., Series 2016-6A, Class CR2                                                 | CUSIP: 87246MAW2<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1657518.23   | 0.02%             | 2034-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        30435 | NS      | $4770686.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                        | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |       134000 | PA      | $126277.58    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                  | MIC Trust (The), Series 2023-MIC, Class A                                                   | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1064528.20   | 0.01%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1436000 | PA      | $1398204.98   | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       153000 | PA      | $146866.42    | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $454635.82    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $301388.87    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       117000 | PA      | $115948.75    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       361000 | PA      | $363733.49    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       643000 | PA      | $705569.24    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       579000 | PA      | $568277.37    | 0.01%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                        | TPG Operating Group II LP                                                                   | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101861.85    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                           | TRI Pointe Homes, Inc.                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       363000 | PA      | $362423.78    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                        | TPG Operating Group II LP                                                                   | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98588.90     | 0.00%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                      | Taiwan Semiconductor Manufacturing Co. Ltd.                                                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        12525 | NS      | $4960651.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                              | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $182065.03    | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                        | Takeda US Financing, Inc.                                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |       290000 | PA      | $290398.34    | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       283000 | PA      | $282318.51    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       912000 | PA      | $916998.67    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       317000 | PA      | $326583.54    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                           | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1009763 | PA      | $949863.83    | 0.01%             | 2028-09-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                             | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        71889 | PA      | $71414.48     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       998195 | PA      | $991606.89    | 0.01%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                         | Endo Finance Holdings LP, 1st Lien Term Loan                                                | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       833151 | PA      | $823361.63    | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                           | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan                         | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      2897614 | PA      | $2907263.33   | 0.03%             | 2031-10-31      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                                        | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      1905256 | PA      | $1910934.16   | 0.02%             | 2031-10-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                        | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       724571 | PA      | $726730.21    | 0.01%             | 2031-10-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                       | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                              | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      2037562 | PA      | $2010502.80   | 0.02%             | 2031-11-26      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                   | Tapestry, Inc.                                                                              | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |         6321 | NS      | $916797.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                                      | Construction Partners, Inc., 1st Lien Term Loan                                             | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       847570 | PA      | $852164.08    | 0.01%             | 2031-11-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                     | Target Corp.                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        52846 | NS      | $6856768.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        16052 | NS      | $4174804.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       152000 | PA      | $144394.54    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       136000 | PA      | $143861.56    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        27000 | PA      | $29275.42     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       356000 | PA      | $360780.08    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       192000 | PA      | $188199.96    | 0.00%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                     | Learfield Communications LLC, 1st Lien Term Loan                                            | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1146218 | PA      | $1148510.90   | 0.01%             | 2028-06-30      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                            | Clover Holdings 2 LLC, 1st Lien Term Loan                                                   | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2065600 | PA      | $1981034.18   | 0.02%             | 2031-12-09      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                | Taylor Morrison Communities, Inc.                                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       188000 | PA      | $190008.03    | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        41932 | NS      | $2806508.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                      | Great Canadian Gaming Corp., 1st Lien Term Loan B                                           | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1307995 | PA      | $1271619.54   | 0.01%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                             | Telecom Argentina SA                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       609294 | PA      | $646400.00    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      1008000 | PA      | $1141322.11   | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                                                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         1406 | NS      | $908065.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                                                 | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91554.13     | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                                                 | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $101113.60    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       298000 | PA      | $288277.36    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       108000 | PA      | $99888.91     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       141000 | PA      | $141838.10    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1027566.00   | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       438000 | PA      | $442703.68    | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       992000 | PA      | $989469.90    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                    | Tenneco, Inc.                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      1372000 | PA      | $1388302.10   | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc., 2nd Lien Term Loan                                                 | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       273000 | PA      | $264583.41    | 0.00%             | 2032-11-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      2170726 | PA      | $2128483.67   | 0.02%             | 2029-10-09      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                         | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7                    | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1864040 | PA      | $1865978.91   | 0.02%             | 2029-12-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                             | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                                 | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       787777 | PA      | $777929.59    | 0.01%             | 2031-12-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       800000 | PA      | $813093.60    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc., 1st Lien Term Loan B                                           | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1256578 | PA      | $1258148.30   | 0.01%             | 2031-11-26      | Variable      | 5.65%                 | No            |                  3 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc., 1st Lien Term Loan B2                                                            | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |       429549 | PA      | $429548.87    | 0.00%             | 2028-04-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       592000 | PA      | $586820.00    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      6259000 | PA      | $7074485.11   | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       329000 | PA      | $341969.18    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                 | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       741107 | PA      | $741573.84    | 0.01%             | 2030-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                    | Teva Pharmaceutical Finance Netherlands IV BV                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      1805000 | PA      | $1852904.70   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        43379 | NS      | $12192969.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                     | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       269000 | PA      | $243479.62    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                     | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       160000 | PA      | $161961.31    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                     | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |        11000 | PA      | $11152.42     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                                               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |         6726 | NS      | $645426.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                                               | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1254896.82   | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                   | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100103.87    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         3718 | NS      | $1780773.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94513.61     | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       105000 | PA      | $107118.69    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       262000 | PA      | $266480.46    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       119000 | PA      | $117580.17    | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98851.99     | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        59000 | PA      | $58291.06     | 0.00%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        61000 | PA      | $60165.11     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       152000 | PA      | $150471.61    | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                       | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                           | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1080348 | PA      | $1064704.88   | 0.01%             | 2029-11-09      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC, 1st Lien Term Loan                                                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      3776539 | PA      | $3769477.26   | 0.04%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                          | CRC Insurance Group LLC, 1st Lien Term Loan B                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2571137 | PA      | $2550568.00   | 0.02%             | 2031-05-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, 1st Lien Term Loan                                                            | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       753622 | PA      | $589709.47    | 0.01%             | 2031-12-31      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                              | Allspring Buyer LLC, 1st Lien Term Loan                                                     | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       937895 | PA      | $941411.84    | 0.01%             | 2030-11-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC, 1st Lien Term Loan B                                                       | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      1243607 | PA      | $1245310.59   | 0.01%             | 2028-08-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp., 1st Lien Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      1745514 | PA      | $1746246.95   | 0.02%             | 2028-11-30      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      2132588 | PA      | $2124590.91   | 0.02%             | 2030-12-02      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                      | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2378000 | PA      | $2232262.20   | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                      | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      1007000 | PA      | $1017393.74   | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2992000 | PA      | $3027405.65   | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                          | Perrigo Investments LLC, 1st Lien Term Loan B                                               | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      1393060 | PA      | $1391318.22   | 0.01%             | 2029-04-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                             | Sparta US HoldCo LLC, 1st Lien Term Loan                                                    | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       975246 | PA      | $975548.00    | 0.01%             | 2030-08-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                       | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                              | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1817167 | PA      | $1816476.33   | 0.02%             | 2028-04-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings, Inc.                                          | Ascensus Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2100000 | PA      | $2080575.01   | 0.02%             | 2032-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., 1st Lien Term Loan D                                                             | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1323191 | PA      | $1324368.37   | 0.01%             | 2029-11-21      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., 1st Lien Term Loan                                                               | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1628789 | PA      | $1630059.04   | 0.02%             | 2030-09-27      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                                        | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                            | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1784945 | PA      | $1776769.52   | 0.02%             | 2031-07-02      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                  | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      4673000 | PA      | $4549894.44   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                  | Tidewater, Inc.                                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       320000 | PA      | $344479.36    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                      | Grant Thornton Advisors LLC, 1st Lien Term Loan                                             | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1667155 | PA      | $1613672.77   | 0.02%             | 2031-06-02      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                   | Core & Main LP, 1st Lien Term Loan E                                                        | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      1049409 | PA      | $1049849.29   | 0.01%             | 2031-02-10      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                             | SWF Holdings I Corp., 1st Lien Term Loan A1                                                 | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       311439 | PA      | $308545.62    | 0.00%             | 2029-12-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                             | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415252 | PA      | $411394.14    | 0.00%             | 2029-12-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                | GrafTech Global Enterprises, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197061 | PA      | $188132.17    | 0.00%             | 2029-12-21      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112606 | PA      | $107504.09    | 0.00%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                  | Derby Buyer LLC, 1st Lien Term Loan                                                         | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1056181 | PA      | $1056846.43   | 0.01%             | 2030-11-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       224000 | PA      | $197977.29    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       422000 | PA      | $374201.31    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $92188.02     | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       723000 | PA      | $725813.26    | 0.01%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       140000 | PA      | $137098.05    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1008000 | PA      | $1047137.62   | 0.01%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       139000 | PA      | $139744.76    | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                         | TotalEnergies Capital SA                                                                    | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $204321.24    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                    | TotalEnergies Capital USA LLC                                                               | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |       362000 | PA      | $358257.75    | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                    | TotalEnergies Capital USA LLC                                                               | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |       174000 | PA      | $171334.73    | 0.00%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       640000 | PA      | $634721.25    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc., 1st Lien Term Loan                                                      | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1870481 | PA      | $1872669.45   | 0.02%             | 2031-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                                       | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |       203501 | PA      | $204162.85    | 0.00%             | 2030-10-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                                          | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |       810000 | PA      | $825598.40    | 0.01%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       180000 | PA      | $173098.36    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       966000 | PA      | $926400.99    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       216000 | PA      | $188514.65    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       251000 | PA      | $250687.49    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       287000 | PA      | $292951.60    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       256000 | PA      | $257529.97    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150327.53    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       192000 | PA      | $196626.02    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      2989975 | PA      | $3002443.20   | 0.03%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp., 1st Lien Term Loan                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      2093311 | PA      | $2092012.72   | 0.02%             | 2030-10-24      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                             | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                 | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1946436 | PA      | $1924188.24   | 0.02%             | 2032-01-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                | Trane Technologies Financing Ltd.                                                           | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $102890.47    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                              | Trans-Allegheny Interstate Line Co.                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2184000 | PA      | $2215615.98   | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                  | TransAlta Corp.                                                                             | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |       622000 | PA      | $620443.96    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                       | TransCanada PipeLines Ltd.                                                                  | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       226000 | PA      | $218874.31    | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                       | TransCanada PipeLines Ltd.                                                                  | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       321000 | PA      | $319722.21    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                       | TransCanada PipeLines Ltd.                                                                  | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $103123.30    | 0.00%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                | Transcanada Trust, Series 16-A                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      2437000 | PA      | $2440438.61   | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                           | Transcontinental Gas Pipe Line Co. LLC                                                      | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       905000 | PA      | $897967.68    | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                        | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                               | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      2464308 | PA      | $2470641.28   | 0.02%             | 2028-10-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                            | TransDigm Group, Inc.                                                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1403 | NS      | $1627451.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       517000 | PA      | $523983.64    | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       300000 | PA      | $305986.50    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2751000 | PA      | $2827183.44   | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5304000 | PA      | $5354704.38   | 0.05%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7229000 | PA      | $7284583.78   | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       483000 | PA      | $493918.70    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3809000 | PA      | $3912970.46   | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3304000 | PA      | $3307634.14   | 0.03%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                     | Genesys Cloud Services, Inc., 1st Lien Term Loan                                            | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      1660245 | PA      | $1603381.65   | 0.02%             | 2032-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                    | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       927816 | PA      | $928975.56    | 0.01%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                     | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                          | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      1495676 | PA      | $1494434.33   | 0.01%             | 2031-04-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                     | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                            | CUSIP: 00036YAD5<br>LEI: 984500AF5AADE92B5332 | Long             | LON              | CORP              | US        |       619296 | PA      | $621532.14    | 0.01%             | 2031-07-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                      | TransMontaigne Partners LLC                                                                 | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        64000 | PA      | $66235.65     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       661000 | PA      | $708290.58    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |        19600 | PA      | $20529.06     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       361000 | PA      | $374817.64    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       781000 | PA      | $825886.41    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., 1st Lien Term Loan                                                  | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3449140 | PA      | $3457038.91   | 0.03%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                          | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                 | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2131433 | PA      | $2133010.43   | 0.02%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                          | OneDigital Borrower LLC, 1st Lien Term Loan                                                 | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       384068 | PA      | $378115.13    | 0.00%             | 2031-07-02      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                             | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000578.60   | 0.02%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., 1st Lien Term Loan                                                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      2691847 | PA      | $2486593.34   | 0.02%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                 | EOC Borrower LLC, 1st Lien Term Loan B                                                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2640020 | PA      | $2645960.12   | 0.03%             | 2032-03-24      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                      | Kaman Corp., 1st Lien Term Loan                                                             | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       674790 | PA      | $677603.47    | 0.01%             | 2032-02-26      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                      | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |        78270 | PA      | $78596.36     | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                  | Concentra Health Services, Inc., 1st Lien Term Loan B1                                      | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |       997700 | PA      | $1001860.13   | 0.01%             | 2031-07-28      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                              | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1174294 | PA      | $1174740.23   | 0.01%             | 2032-02-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                             | CNT Holdings I Corp., 1st Lien Term Loan                                                    | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1298410 | PA      | $1302721.20   | 0.01%             | 2032-11-08      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                      | Tricon American Homes Trust, Series 2020-SFR2, Class E2                                     | CUSIP: 89613JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $959332.20    | 0.01%             | 2039-11-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC, 1st Lien Term Loan B                                          | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      2697830 | PA      | $2675356.97   | 0.03%             | 2031-09-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                               | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                                | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7014595.70   | 0.07%             | 2037-07-23      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                               | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                                | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001677.40   | 0.01%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                    | Republic of Trinidad & Tobago                                                               | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       457000 | PA      | $467999.99    | 0.00%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                    | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                                | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |       731000 | PA      | $730722.22    | 0.01%             | 2032-02-16      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXV Ltd.                                            | Trinitas CLO XXV Ltd., Series 2023-25A, Class A1R                                           | CUSIP: 89640BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      5500000 | PA      | $5506696.80   | 0.05%             | 2039-01-23      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIX Ltd.                                           | Trinitas CLO XXIX Ltd., Series 2024-29A, Class A1                                           | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002874.00   | 0.02%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                                            | Trinitas CLO XXX Ltd., Series 2024-30A, Class A1                                            | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6010179.00   | 0.06%             | 2037-10-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                              | Triton Container International Ltd.                                                         | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       655000 | PA      | $642957.83    | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $218055.80    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      1503000 | PA      | $1567161.57   | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                          | Savor Acquisition, Inc., 1st Lien Term Loan                                                 | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        99499 | PA      | $99763.41     | 0.00%             | 2032-02-19      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP, 1st Lien Term Loan                                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      1286010 | PA      | $1287077.39   | 0.01%             | 2030-02-11      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                      | Truist Bank                                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |       476000 | PA      | $471869.26    | 0.00%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                      | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       839000 | PA      | $795196.67    | 0.01%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102909.66    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                      | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       240000 | PA      | $243147.93    | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                      | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96623.73     | 0.00%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp., Series I.                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       748000 | PA      | $740578.64    | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                  | Rand Parent LLC, 1st Lien Term Loan B                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1621406 | PA      | $1626075.55   | 0.02%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                 | GFL Environmental Services, Inc., 1st Lien Term Loan                                        | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      2353465 | PA      | $2356406.82   | 0.02%             | 2032-03-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                                 | Fortis 333, Inc., 1st Lien Term Loan B                                                      | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1341745 | PA      | $1321619.11   | 0.01%             | 2032-03-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                         | Clearwater Analytics LLC, 1st Lien Term Loan                                                | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      1514390 | PA      | $1512027.55   | 0.01%             | 2032-04-21      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                                 | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      1608065 | PA      | $1589476.18   | 0.02%             | 2032-03-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                   | Reynolds Consumer Products LLC, 1st Lien Term Loan                                          | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       401703 | PA      | $403209.62    | 0.00%             | 2032-03-04      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                    | Novelis, Inc., 1st Lien Term Loan                                                           | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      2108346 | PA      | $2114270.35   | 0.02%             | 2032-03-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc., 1st Lien Term Loan                                                      | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      2111584 | PA      | $2117306.75   | 0.02%             | 2029-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                        | Turk Telekomunikasyon A/S                                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       536000 | PA      | $535501.52    | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1181000 | PA      | $1204915.25   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                   | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       645000 | PA      | $621925.13    | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC                                                  | Apple Bidco LLC, 1st Lien Term Loan                                                         | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      2095969 | PA      | $2097289.19   | 0.02%             | 2031-09-23      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                          | Apex Group Treasury LLC, 1st Lien Term Loan B                                               | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |      1818705 | PA      | $1705799.96   | 0.02%             | 2032-02-27      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                             | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                                 | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1557492 | PA      | $1291753.03   | 0.01%             | 2030-06-28      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                    | HB Fuller Co., 1st Lien Term Loan B                                                         | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1779091 | PA      | $1785210.61   | 0.02%             | 2030-02-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                          | DK Crown Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1452773 | PA      | $1453978.69   | 0.01%             | 2032-03-04      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                   | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1564000 | PA      | $1544450.00   | 0.01%             | 2034-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       432000 | PA      | $427328.40    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                        | Tyco Electronics Group SA                                                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $99572.32     | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                        | Tyco Electronics Group SA                                                                   | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       119000 | PA      | $118646.82    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc., Class A                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        33264 | NS      | $2131224.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc.                                                                           | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       247000 | PA      | $246245.81    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc.                                                                           | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |        82000 | PA      | $79947.99     | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2391000 | PA      | $2790390.25   | 0.03%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $216425.00    | 0.00%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1583000 | PA      | $1688674.75   | 0.02%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $201673.40    | 0.00%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1365000 | PA      | $1389101.81   | 0.01%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       793000 | PA      | $798519.28    | 0.01%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       145000 | PA      | $147162.97    | 0.00%             | 2036-01-08      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       136997 | NS      | $4978470.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                   | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91963.36     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                   | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85533.01     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                   | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       124000 | PA      | $101845.29    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                               | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |      3891836 | PA      | $3923203.80   | 0.04%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc.                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      1216000 | PA      | $1183549.12   | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       135000 | PA      | $133530.34    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        54000 | PA      | $56168.42     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                     | Kaseya, Inc., 1st Lien Term Loan                                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      3486442 | PA      | $3161470.97   | 0.03%             | 2032-03-22      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc., 1st Lien Term Loan B3                                                            | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       895950 | PA      | $892428.92    | 0.01%             | 2032-03-05      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                              | Sunrise FinCo. I BV                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      1432000 | PA      | $1375751.04   | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc.                                                                                   | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |      2190000 | PA      | $2252657.30   | 0.02%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                 | UWM Holdings LLC                                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       507000 | PA      | $486600.45    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                 | UWM Holdings LLC                                                                            | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1676000 | PA      | $1554241.45   | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       468000 | PA      | $458644.09    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                      | US Acute Care Solutions LLC                                                                 | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1546000 | PA      | $1461027.48   | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                       | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                              | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      1676701 | PA      | $1665986.43   | 0.02%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                    | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                           | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      1204293 | PA      | $1159132.29   | 0.01%             | 2032-04-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                          | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |        62000 | PA      | $60444.44     | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co, Inc.                                   | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 00900YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       290856 | PA      | $284311.53    | 0.00%             | 2030-03-11      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      1636280 | PA      | $1513395.81   | 0.01%             | 2032-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                  | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       274601 | PA      | $268194.47    | 0.00%             | 2030-03-11      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        89109 | NS      | $24013093.32  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                         | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89277.34     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                         | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       164000 | PA      | $161701.70    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                         | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90805.14     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                         | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       258000 | PA      | $257942.22    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |            1 | PA      | $1.18         | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2024-1, Class A                                  | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330679 | PA      | $1335821.76   | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                                              | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       556000 | PA      | $548001.32    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       582000 | PA      | $599460.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       980000 | PA      | $963340.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       535000 | PA      | $529115.00    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       637000 | PA      | $626569.13    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                       | United Natural Foods, Inc.                                                                  | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |       227000 | PA      | $227142.33    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc.                                                                 | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       571000 | PA      | $558039.35    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc.                                                                 | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       131000 | PA      | $131767.78    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc.                                                                 | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101804.68    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1242000 | PA      | $1262961.23   | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                          | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1468000 | PA      | $1451532.78   | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99460.38     | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       238000 | PA      | $236767.55    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       208000 | PA      | $208811.50    | 0.00%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102622.40    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       147000 | PA      | $153530.13    | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       600000 | PA      | $620057.33    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203388.72    | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       592000 | PA      | $585158.61    | 0.01%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       195000 | PA      | $191779.26    | 0.00%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MP Midco Holdings LLC                                            | MP Midco Holdings LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181892 | PA      | $181924.66    | 0.00%             | 2030-03-29      | Variable      | 10.16%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        52487 | NS      | $19445383.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       339000 | PA      | $335715.88    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2236000 | PA      | $2297177.83   | 0.02%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1002000 | PA      | $1017553.16   | 0.01%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       262000 | PA      | $262343.39    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       220000 | PA      | $222737.41    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1607000 | PA      | $1628219.65   | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       209000 | PA      | $211495.06    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2322000 | PA      | $2336441.70   | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       259000 | PA      | $264182.50    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       271000 | PA      | $261853.99    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                              | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       229000 | PA      | $224996.12    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP, Series Feb                                                                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2095000 | PA      | $2192636.30   | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                       | UNIV Trust, Series 2025-APTS, Class A                                                       | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4250000 | PA      | $4239426.00   | 0.04%             | 2042-11-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       693622 | PA      | $388428.29    | 0.00%             | 2029-01-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       976369 | PA      | $203953.66    | 0.00%             | 2030-01-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1278617 | PA      | $1271929.36   | 0.01%             | 2029-01-24      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                              | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1094000 | PA      | $1110300.37   | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1273000 | PA      | $1317361.50   | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                              | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1412657.90   | 0.01%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                      | USA Compression Partners LP                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       766000 | PA      | $791610.44    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                      | USA Compression Partners LP                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2609000 | PA      | $2632770.60   | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       522000 | PA      | $552469.14    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                          | VZ Secured Financing BV                                                                     | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       816000 | PA      | $715037.87    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       748000 | PA      | $763069.21    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       290000 | PA      | $288271.60    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                                | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       271000 | PA      | $282590.40    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      1572000 | PA      | $1505190.00   | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      2190000 | PA      | $2312421.00   | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       287000 | PA      | $293816.25    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       632000 | PA      | $635728.80    | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                                         | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113491.71    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                                         | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68922.53     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                   | Vallourec SACA                                                                              | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |       751000 | PA      | $791850.65    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Orion US Finco, Inc.                                             | Orion US Finco, Inc., 1st Lien Term Loan                                                    | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1072000 | PA      | $1070156.16   | 0.01%             | 2032-10-08      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo LLC                                                 | Pregis TopCo LLC, 1st Lien Term Loan                                                        | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1211996 | PA      | $1211620.10   | 0.01%             | 2029-02-01      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |       990448 | PA      | $983643.67    | 0.01%             | 2032-06-04      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       384000 | PA      | $409451.52    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       298000 | PA      | $312155.00    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS Trust, Series 2024-TI, Class A                                                        | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2410000 | PA      | $2413637.90   | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2021-4, Class M4                             | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1384203 | PA      | $1139481.09   | 0.01%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2021-3, Class M5                             | CUSIP: 92258RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1548627 | PA      | $1121582.79   | 0.01%             | 2051-10-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M2                             | CUSIP: 92258WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628513 | PA      | $636724.23    | 0.01%             | 2053-08-25      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M3                             | CUSIP: 92258WAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       576710 | PA      | $581895.80    | 0.01%             | 2053-08-25      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4466562 | PA      | $3732475.36   | 0.04%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M1                             | CUSIP: 92259LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2795556 | PA      | $2324213.74   | 0.02%             | 2050-02-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3                             | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       508141 | PA      | $394851.37    | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2024-2, Class M5                             | CUSIP: 92259PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       733024 | PA      | $746417.01    | 0.01%             | 2054-04-25      | Variable      | 10.72%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                             | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1872493 | PA      | $1775395.11   | 0.02%             | 2053-01-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                             | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2617806 | PA      | $2599828.79   | 0.02%             | 2054-10-25      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                             | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3819689 | PA      | $3816397.39   | 0.04%             | 2054-10-25      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-RTL1, Class A1                          | CUSIP: 92262GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2944581 | PA      | $2963975.30   | 0.03%             | 2030-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M2                             | CUSIP: 92262JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1245462 | PA      | $1236450.83   | 0.01%             | 2055-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M3                             | CUSIP: 92262JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       724633 | PA      | $710253.60    | 0.01%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M4                             | CUSIP: 92262JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2331506 | PA      | $2285373.93   | 0.02%             | 2055-09-25      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M5                             | CUSIP: 92262JAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       832075 | PA      | $755607.42    | 0.01%             | 2055-09-25      | Variable      | 10.08%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M2                             | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1082897 | PA      | $1079438.40   | 0.01%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M3                             | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3148222 | PA      | $3097263.94   | 0.03%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-3, Class M3                             | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       623142 | PA      | $627143.45    | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-1, Class M3                             | CUSIP: 92262WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       994895 | PA      | $977938.41    | 0.01%             | 2056-02-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-1, Class M4                             | CUSIP: 92262WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       497448 | PA      | $488395.69    | 0.00%             | 2056-02-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class A                             | CUSIP: 92263AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17621888 | PA      | $17549141.60  | 0.17%             | 2056-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M1                            | CUSIP: 92263AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1501519 | PA      | $1492364.60   | 0.01%             | 2056-03-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M2                            | CUSIP: 92263AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1395577 | PA      | $1386402.53   | 0.01%             | 2056-03-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M3                            | CUSIP: 92263AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2657782 | PA      | $2626760.52   | 0.02%             | 2056-03-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M4                            | CUSIP: 92263AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1780858 | PA      | $1757412.07   | 0.02%             | 2056-03-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                            | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2214720.88   | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3994885 | PA      | $4023933.10   | 0.04%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1383052 | PA      | $1392017.14   | 0.01%             | 2055-02-25      | Fixed         | 10.15%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       696000 | PA      | $771838.25    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       887000 | PA      | $997621.32    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1942000 | PA      | $2034246.94   | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      4482000 | PA      | $4764545.28   | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1716046.59   | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       150000 | PA      | $156395.10    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      5797000 | PA      | $6326654.50   | 0.06%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2537000 | PA      | $2721833.14   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3810000 | PA      | $3768252.69   | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                            | Veritiv Operating Co.                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |       177000 | PA      | $186518.14    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                              | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         3261 | NS      | $876100.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        56860 | NS      | $2730985.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       235000 | PA      | $223532.27    | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92243.10     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97091.67     | 0.00%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       684000 | PA      | $674543.53    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       101000 | PA      | $88961.85     | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96035.63     | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $181894.10    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       239000 | PA      | $231908.33    | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       974000 | PA      | $961175.23    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       448000 | PA      | $437525.76    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                                      | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       154000 | PA      | $153911.57    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                                      | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39449.74     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                                      | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       162000 | PA      | $158353.34    | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1949850 | PA      | $1949849.59   | 0.02%             | 2030-09-19      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                 | Wellness Pet LLC, 1st Lien Term Loan B                                                      | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       182011 | PA      | $24420.39     | 0.00%             | 2029-12-31      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-12, Class B1                                        | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |       367347 | PA      | $364824.24    | 0.00%             | 2070-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-2, Class B1                                         | CUSIP: 92490GAP3<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |       485714 | PA      | $481439.72    | 0.00%             | 2071-02-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-3, Class B1                                         | CUSIP: 92490HAM8<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1981949.00   | 0.02%             | 2071-03-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-3, Class B2                                         | CUSIP: 92490HAN6<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |       375000 | PA      | $362155.20    | 0.00%             | 2071-03-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-INV1, Class B2                                      | CUSIP: 924929AH5<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |      2093751 | PA      | $2078230.44   | 0.02%             | 2070-02-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-8, Class B1                                         | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1338462 | PA      | $1330364.71   | 0.01%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-8, Class B2                                         | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1966667 | PA      | $1950706.51   | 0.02%             | 2070-09-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-7, Class B1                                         | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1000714.90   | 0.01%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-7, Class B2                                         | CUSIP: 924931AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       707000 | PA      | $701953.50    | 0.01%             | 2070-08-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-4, Class B1                                         | CUSIP: 924936AN7<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |      2100000 | PA      | $2088268.98   | 0.02%             | 2071-04-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-4, Class B2                                         | CUSIP: 924936AP2<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1447268.25   | 0.01%             | 2071-04-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                        | Versant Media Group, Inc.                                                                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       210000 | PA      | $218035.54    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co., Class A                                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |         7659 | NS      | $2515904.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co.                                                                         | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      3245000 | PA      | $3158867.67   | 0.03%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                       | TK Elevator US Newco, Inc.                                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |       326000 | PA      | $326081.17    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2022-3, Class A1                                         | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7844484 | PA      | $7487845.72   | 0.07%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                           | Colossus Acquireco LLC, 1st Lien Term Loan                                                  | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      3249882 | PA      | $3249199.49   | 0.03%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-4, Class B2                                         | CUSIP: 92540UAH0<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $495047.90    | 0.00%             | 2070-05-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-1, Class B1                                         | CUSIP: 92541JAP6<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $347635.86    | 0.00%             | 2071-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2026-1, Class B2                                         | CUSIP: 92541JAQ4<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |       152000 | PA      | $148377.89    | 0.00%             | 2071-01-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                            | Viavi Solutions, Inc.                                                                       | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |       174000 | PA      | $165762.65    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      1651000 | PA      | $1585671.89   | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                        | Gryphon Acquire NewCo LLC, 1st Lien Term Loan                                               | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1589000 | PA      | $1590652.56   | 0.02%             | 2032-09-13      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                           | Aggreko Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      1848916 | PA      | $1854462.56   | 0.02%             | 2031-05-21      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      1040392 | PA      | $1043648.93   | 0.01%             | 2032-09-13      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        87000 | PA      | $87233.55     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       835000 | PA      | $879866.22    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      2061000 | PA      | $2066237.00   | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                 | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4053226 | PA      | $3929927.02   | 0.04%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                               | Viking Ocean Cruises Ship VII Ltd.                                                          | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        76000 | PA      | $75950.52     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc., 1st Lien Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       718031 | PA      | $719826.31    | 0.01%             | 2031-10-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                        | Viper Energy Partners LLC                                                                   | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |       596000 | PA      | $595664.80    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                         | Virgin Media Finance plc                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |       776000 | PA      | $654110.65    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $385946.16    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       258000 | PA      | $228357.94    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        36938 | NS      | $12183629.92  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc.                                                                                  | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95897.95     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc.                                                                                  | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       105000 | PA      | $104703.98    | 0.00%             | 2031-02-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc.                                                                                  | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       273000 | PA      | $270533.56    | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc.                                                                                  | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       205000 | PA      | $203071.61    | 0.00%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust, Series 2020-1, Class B1                                   | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2800000 | PA      | $2792967.80   | 0.03%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        34147 | NS      | $5389762.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      2514000 | PA      | $2536093.03   | 0.02%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1730038.73   | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1199000 | PA      | $1176648.00   | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      6333000 | PA      | $6222819.10   | 0.06%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1801000 | PA      | $1818341.83   | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       904000 | PA      | $889989.99    | 0.01%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        69000 | PA      | $67386.70     | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust, Series 2026-CES2, Class A1                                | CUSIP: 92842NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4999937.00   | 0.05%             | 2056-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                       | VMware LLC                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      2388000 | PA      | $2113641.13   | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1314000 | PA      | $1131247.04   | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $346038.76    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1309000 | PA      | $1196540.80   | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                           | Crown Finance US, Inc., 1st Lien Term Loan                                                  | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       693280 | PA      | $692316.67    | 0.01%             | 2031-12-02      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                            | Volcan Cia Minera SAA                                                                       | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       649000 | PA      | $667652.26    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                    | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      4009000 | PA      | $4161029.30   | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                  | WFRBS Commercial Mortgage Trust, Series 2014-C20, Class XB                                  | CUSIP: 92890FAX4<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     40914108 | PA      | $323.22       | 0.00%             | 2047-05-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust, Series 2025-STEM, Class A                                    | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5413000 | PA      | $5375298.46   | 0.05%             | 2039-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                                        | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96781.47     | 0.00%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2014-4A, Class BR2                                                    | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501484.60    | 0.00%             | 2031-07-14      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                                        | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96028.11     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                                        | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       128000 | PA      | $130087.14    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       760000 | PA      | $808216.68    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust       | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A       | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2138510 | PA      | $1820032.30   | 0.02%             | 2047-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                              | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        64913 | NS      | $4734105.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                              | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       130000 | PA      | $131001.93    | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       125448 | NS      | $14795337.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WRKCo, Inc.                                                      | WRKCo, Inc.                                                                                 | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |       326000 | PA      | $322476.34    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      5414000 | PA      | $5165488.30   | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1108000 | PA      | $1119524.31   | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1718000 | PA      | $1705244.37   | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1267501.84   | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         1965 | NS      | $530333.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Corp.                                                   | Wachovia Corp.                                                                              | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $101080.26    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                               | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       249000 | PA      | $278827.95    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                               | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       509000 | PA      | $530533.13    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                               | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       128000 | PA      | $129599.44    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                             | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                                  | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      1094074 | PA      | $975782.34    | 0.01%             | 2030-07-08      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                               | Radiate Holdco LLC, 1st Lien Term Loan                                                      | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |      2460254 | PA      | $2238486.29   | 0.02%             | 2029-09-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                            | Walker & Dunlop, Inc.                                                                       | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       162000 | PA      | $161102.24    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                                 | Froneri US, Inc., Facility 1st Lien Term Loan B6                                            | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1506225 | PA      | $1494612.01   | 0.01%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       430530 | PA      | $431606.33    | 0.00%             | 2030-01-31      | Variable      | 6.40%                 | No            |                  3 | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC, 1st Lien Term Loan                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      2599579 | PA      | $2594432.25   | 0.02%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                      | Creative Artists Agency LLC, 1st Lien Term Loan                                             | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      1952679 | PA      | $1957013.69   | 0.02%             | 2031-10-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                             | Boots Group Finco LP, 1st Lien Term Loan                                                    | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |      2274300 | PA      | $2284966.47   | 0.02%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust       | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A       | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4178279 | PA      | $3600667.97   | 0.03%             | 2047-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 2A                    | CUSIP: 93364CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       623554 | PA      | $536810.93    | 0.01%             | 2047-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition, Inc.                                         | Summit Acquisition, Inc., 1st Lien Term Loan                                                | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       234820 | PA      | $235308.43    | 0.00%             | 2031-10-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      1881000 | PA      | $1958181.19   | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                                | PointClickCare Technologies, Inc., 1st Lien Term Loan                                       | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       650971 | PA      | $650566.98    | 0.01%             | 2031-11-03      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                             | Alterra Mountain Co., 1st Lien Term Loan B8                                                 | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1566120 | PA      | $1567419.82   | 0.01%             | 2030-05-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                               | Finastra USA, Inc., 1st Lien Term Loan                                                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      2293178 | PA      | $2179596.89   | 0.02%             | 2032-09-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp., 1st Lien Term Loan                                          | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      2449860 | PA      | $2421270.13   | 0.02%             | 2032-11-03      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                     | VS Buyer LLC, 1st Lien Term Loan                                                            | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |      1677070 | PA      | $1654010.48   | 0.02%             | 2031-04-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      4026300 | PA      | $4041640.55   | 0.04%             | 2030-10-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                 | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B5                                     | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |       546231 | PA      | $546132.56    | 0.01%             | 2032-07-30      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                       | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13500000 | PA      | $13528532.25  | 0.13%             | 2037-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                       | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class B                                         | CUSIP: 93655QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001568.20   | 0.01%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 7 Ltd.                                       | Warwick Capital CLO 7 Ltd., Series 2025-7A, Class A1                                        | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2756469.38   | 0.03%             | 2038-10-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                          | Hyperion Refinance SARL, 1st Lien Term Loan                                                 | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |      1360569 | PA      | $1338881.18   | 0.01%             | 2031-02-17      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                    | Sanmina Corp., 1st Lien Term Loan B1                                                        | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      1569000 | PA      | $1574883.75   | 0.01%             | 2032-10-27      | Variable      | 5.66%                 | No            |                  3 | On Loan: No      |
| Filtration Group Corp.                                           | Filtration Group Corp., 1st Lien Term Loan                                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      2865843 | PA      | $2868909.10   | 0.03%             | 2028-10-23      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                               | Digicel International Finance Ltd., 1st Lien Term Loan                                      | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |       898733 | PA      | $899110.80    | 0.01%             | 2032-08-09      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                       | Atlas CC Acquisition Corp., 1st Lien Term Loan                                              | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4643300 | PA      | $856688.81    | 0.01%             | 2029-05-25      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                       | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                            | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       631581 | PA      | $116526.70    | 0.00%             | 2029-05-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Covia Holdings LLC                                               | Covia Holdings LLC, 1st Lien Term Loan                                                      | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1429540 | PA      | $1423578.81   | 0.01%             | 2032-02-26      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                       | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      3627718 | PA      | $3620534.97   | 0.03%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC, 1st Lien Term Loan                                             | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      3946815 | PA      | $3956405.81   | 0.04%             | 2032-08-20      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc., 1st Lien Term Loan                                                   | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      1633790 | PA      | $1634476.19   | 0.02%             | 2032-08-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC, 1st Lien Term Loan B1                                                | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      1963836 | PA      | $1963835.74   | 0.02%             | 2032-08-19      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc., 1st Lien Term Loan                                                 | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      2625420 | PA      | $2633086.23   | 0.02%             | 2032-10-29      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRQ Sales LLC                                                    | TRQ Sales LLC, 1st Lien Term Loan                                                           | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |      1222000 | PA      | $1199087.50   | 0.01%             | 2032-12-30      | Variable      | 6.94%                 | No            |                  3 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                | Washington Mutual WMABS, Series 2006-HE5, Class 1A                                          | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10289893 | PA      | $7931419.37   | 0.08%             | 2036-10-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust       | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class 1A       | CUSIP: 93935AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2578671 | PA      | $2099223.49   | 0.02%             | 2046-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust       | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8, Class A5         | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       941278 | PA      | $325864.77    | 0.00%             | 2036-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust       | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR8, Class 2A       | CUSIP: 93935LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3928427 | PA      | $3483763.89   | 0.03%             | 2046-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3209122 | PA      | $2684090.42   | 0.03%             | 2046-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust       | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class A1A      | CUSIP: 93936RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1955259 | PA      | $1724271.23   | 0.02%             | 2047-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                       | Waystar Technologies, Inc., 1st Lien Term Loan                                              | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      1023074 | PA      | $1023074.40   | 0.01%             | 2029-10-22      | Variable      | 5.65%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      3283215 | PA      | $3033395.11   | 0.03%             | 2032-08-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       570000 | PA      | $526628.70    | 0.00%             | 2031-03-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                            | ECL Entertainment LLC, 1st Lien Term Loan B                                                 | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       836637 | PA      | $832713.61    | 0.01%             | 2030-08-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                | QuidelOrtho Corp., 1st Lien Term Loan B                                                     | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1581055 | PA      | $1532438.04   | 0.01%             | 2032-08-20      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      1186911 | PA      | $1189711.67   | 0.01%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                     | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $107073.33    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                     | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       218000 | PA      | $219415.61    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        19344 | NS      | $4498447.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                      | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       282000 | PA      | $285022.75    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                      | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       350000 | PA      | $357355.71    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       448000 | PA      | $451203.20    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                      | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100148.07    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                              | Waste Pro USA, Inc.                                                                         | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      4454000 | PA      | $4537313.94   | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                   | Watco Cos. LLC                                                                              | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |       295000 | PA      | $306372.55    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc., 1st Lien Term Loan B4                                              | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      3249000 | PA      | $3255952.86   | 0.03%             | 2032-03-29      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group LLC                            | Ring Container Technologies Group LLC, 1st Lien Term Loan                                   | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |      1052601 | PA      | $1051095.56   | 0.01%             | 2032-09-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                        | Deep Blue Operating I LLC, 1st Lien Term Loan                                               | CUSIP: 24369TAD3<br>LEI: 254900D4FS23P1TU7R69 | Long             | LON              | CORP              | US        |       478000 | PA      | $479792.50    | 0.00%             | 2032-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Avalara, Inc.                                                    | Avalara, Inc., 1st Lien Term Loan                                                           | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      1909833 | PA      | $1872113.35   | 0.02%             | 2032-03-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC, 1st Lien Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172000 | PA      | $1176395.00   | 0.01%             | 2032-09-24      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                          | Arcline FM Holdings LLC, 1st Lien Term Loan                                                 | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |      1581731 | PA      | $1588785.84   | 0.02%             | 2030-06-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                           | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      3163205 | PA      | $3170417.16   | 0.03%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC (The)                       | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                           | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |      1497365 | PA      | $1482391.69   | 0.01%             | 2031-05-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                               | Pinnacle Buyer LLC, 1st Lien Term Loan B                                                    | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      1409544 | PA      | $1415210.26   | 0.01%             | 2032-10-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                               | Pinnacle Buyer LLC, Delayed Draw 1st Lien Term Loan B                                       | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |       271745 | PA      | $272837.91    | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                        | AHP Health Partners, Inc., 1st Lien Term Loan B                                             | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |       290563 | PA      | $291411.48    | 0.00%             | 2032-09-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      1461628 | PA      | $1465896.11   | 0.01%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings, Inc.                                          | ACP Tara Holdings, Inc., 1st Lien Term Loan                                                 | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       410000 | PA      | $410615.00    | 0.00%             | 2032-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                           | Meade Pipeline Co. LLC, 1st Lien Term Loan                                                  | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |       431000 | PA      | $431943.89    | 0.00%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                                     | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |      2072000 | PA      | $2084307.68   | 0.02%             | 2032-10-29      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                       | Weber-Stephen Products LLC, 1st Lien Term Loan B                                            | CUSIP: 94767KAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2479000 | PA      | $2411992.63   | 0.02%             | 2032-10-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp., 1st Lien Term Loan                                                   | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       613462 | PA      | $613462.50    | 0.01%             | 2031-01-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp., 1st Lien Term Loan B3                                                       | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      1456372 | PA      | $1456371.86   | 0.01%             | 2029-07-02      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc., 1st Lien Term Loan                                                | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1329094 | PA      | $1333413.88   | 0.01%             | 2032-09-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      1794000 | PA      | $1861167.07   | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                     | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                            | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       865830 | PA      | $867994.76    | 0.01%             | 2032-04-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrower Co. BV                                   | Lavender Dutch Borrower Co. BV, Facility 1st Lien Term Loan B                               | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      1379542 | PA      | $1368768.26   | 0.01%             | 2032-12-30      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                        | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                               | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      1323682 | PA      | $1327825.63   | 0.01%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV, Facility 1st Lien Term Loan B8                                         | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       564000 | PA      | $563859.00    | 0.01%             | 2032-09-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                        | Madison Safety & Flow LLC, 1st Lien Term Loan                                               | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       773594 | PA      | $774422.08    | 0.01%             | 2031-09-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc., 1st Lien Term Loan                                                     | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      1144132 | PA      | $1150871.44   | 0.01%             | 2032-10-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc., 1st Lien Term Loan                                           | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2293012 | PA      | $1822119.06   | 0.02%             | 2032-10-07      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP, 1st Lien Term Loan B7                                                  | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      1000538 | PA      | $1005120.94   | 0.01%             | 2032-11-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                    | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B2                               | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       387030 | PA      | $387757.62    | 0.00%             | 2032-12-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC, 1st Lien Term Loan                                                 | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1298745 | PA      | $1298745.00   | 0.01%             | 2032-10-06      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                 | Chemours Co. LLC, 1st Lien Term Loan B4                                                     | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1628192 | PA      | $1622086.57   | 0.02%             | 2032-10-15      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                | Weekley Homes LLC                                                                           | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       304000 | PA      | $300499.01    | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                 | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |      6300000 | PA      | $6313165.11   | 0.06%             | 2037-07-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                 | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                   | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5993954.40   | 0.06%             | 2038-04-18      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                 | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                   | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006707.40   | 0.03%             | 2038-10-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103576.07    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       204666 | NS      | $16829685.18  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                            | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      1114883 | PA      | $1075862.13   | 0.01%             | 2059-01-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                           | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     11784000 | PA      | $60556.56     | 0.00%             | 2049-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                           | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15764396 | PA      | $27477.34     | 0.00%             | 2059-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class C                            | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8320000 | PA      | $8110533.18   | 0.08%             | 2059-12-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class C                             | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |      2803000 | PA      | $2759064.10   | 0.03%             | 2049-12-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99519.17     | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       168000 | PA      | $168696.17    | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1107000 | PA      | $1131385.29   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       150000 | PA      | $162549.57    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1936000 | PA      | $1974142.45   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1977000 | PA      | $2011041.86   | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2475000 | PA      | $2453107.86   | 0.02%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1003492.71   | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1449457 | PA      | $1445833.34   | 0.01%             | 2030-03-11      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                               | Dayforce Bidco LLC, 1st Lien Term Loan                                                      | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2030000 | PA      | $1912767.50   | 0.02%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        43315 | NS      | $9414082.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                            | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       500000 | PA      | $451065.76    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      2152000 | PA      | $2152039.45   | 0.02%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        70000 | PA      | $72496.55     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1027728.54   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       363000 | PA      | $362773.92    | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       861000 | PA      | $858785.51    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                        | WESCO International, Inc.                                                                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        34850 | NS      | $12166832.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA, 1st Lien Term Loan B14                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2362264 | PA      | $2404052.30   | 0.02%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      2323178 | PA      | $2324641.10   | 0.02%             | 2032-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                          | Chicago US MidCo III LP, Delayed Draw 1st Lien Term Loan                                    | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       240235 | PA      | $240355.61    | 0.00%             | 2032-10-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                          | Chicago US MidCo III LP, 1st Lien Term Loan                                                 | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1617586 | PA      | $1618394.45   | 0.02%             | 2032-10-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                  | NEP Group, Inc., 1st Lien Term Loan                                                         | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2529000 | PA      | $2275164.27   | 0.02%             | 2031-10-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc., 1st Lien Term Loan B                                       | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      1587022 | PA      | $1586530.52   | 0.02%             | 2032-10-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CoorsTek, Inc.                                                   | CoorsTek, Inc., 1st Lien Term Loan B                                                        | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |       843885 | PA      | $848804.85    | 0.01%             | 2032-10-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                           | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                     | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        45427 | PA      | $44745.71     | 0.00%             | 2032-10-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CP Iris Holdco I, Inc.                                           | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                  | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1544522 | PA      | $1521354.03   | 0.01%             | 2032-10-27      | Variable      | 7.65%                 | No            |                  3 | On Loan: No      |
| CPI Holdco B LLC                                                 | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2654698 | PA      | $2653636.14   | 0.03%             | 2031-05-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC, 1st Lien Term Loan                                                             | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      2632402 | PA      | $2646038.34   | 0.03%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                             | Legence Holdings LLC, 1st Lien Term Loan                                                    | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |      2102742 | PA      | $2109870.53   | 0.02%             | 2031-12-16      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc., 1st Lien Term Loan B                                            | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |       765908 | PA      | $767822.42    | 0.01%             | 2032-10-29      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                              | Anticimex Global AB, Facility 1st Lien Term Loan B8                                         | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |       767165 | PA      | $768446.57    | 0.01%             | 2031-11-17      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc., 1st Lien Term Loan B                                           | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |       720044 | PA      | $720073.24    | 0.01%             | 2032-04-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                                      | Ping Identity Holding Corp., 1st Lien Term Loan                                             | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       875000 | PA      | $863336.25    | 0.01%             | 2032-11-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        34814 | NS      | $15127379.28  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                              | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150541.32    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104894.52    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                              | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99334.95     | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                              | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       128000 | PA      | $126535.76    | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Partners LP                                    | Western Midstream Partners LP                                                               | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |        65487 | NS      | $2847374.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG Polaris BidCo SARL                                            | PG Polaris BidCo SARL, 1st Lien Term Loan                                                   | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |      1088031 | PA      | $1092448.01   | 0.01%             | 2031-03-26      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                | IRB Holding Corp., 1st Lien Term Loan B                                                     | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      1309459 | PA      | $1312523.25   | 0.01%             | 2030-12-16      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc., 1st Lien Term Loan                                              | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      1489000 | PA      | $1496847.03   | 0.01%             | 2033-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7197000 | PA      | $43546.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                                  | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      1620000 | PA      | $1589284.80   | 0.02%             | 2030-04-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                               | Aretec Group, Inc., 1st Lien Term Loan B4                                                   | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |       702210 | PA      | $703488.09    | 0.01%             | 2030-08-09      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                                   | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       454000 | PA      | $455420.23    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Propulsion BC Finco SARL                                         | Propulsion BC Finco SARL, 1st Lien Term Loan                                                | CUSIP: 74347UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1021095 | PA      | $1026414.68   | 0.01%             | 2032-12-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                       | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       403000 | PA      | $380276.74    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       171000 | PA      | $154135.24    | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                       | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       473000 | PA      | $423422.48    | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                       | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       733000 | PA      | $747461.02    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc., 1st Lien Term Loan B3                                              | CUSIP: 72766TAK5<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |      1055486 | PA      | $1057934.47   | 0.01%             | 2030-12-18      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                 | WestRock MWV LLC                                                                            | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112943.17    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc.                                                                                   | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1693229.24   | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                 | Weyerhaeuser Co.                                                                            | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97465.88     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                 | Weyerhaeuser Co.                                                                            | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       124000 | PA      | $111754.95    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC, 1st Lien Term Loan                                                     | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       933660 | PA      | $936582.36    | 0.01%             | 2032-07-06      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MSOF Beacon LLC                                                  | MSOF Beacon LLC, 1st Lien Term Loan                                                         | CUSIP: 62477VAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1165000 | PA      | $1168879.45   | 0.01%             | 2032-12-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                     | Pye-Barker Fire & Safety LLC, Delayed Draw 1st Lien Term Loan                               | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |       171730 | PA      | $172360.25    | 0.00%             | 2032-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                     | Pye-Barker Fire & Safety LLC, 1st Lien Term Loan                                            | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      1149270 | PA      | $1153487.82   | 0.01%             | 2032-12-16      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc., 1st Lien Term Loan B                                                   | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |       452865 | PA      | $454400.21    | 0.00%             | 2032-06-02      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                                      | PAREXEL International Corp., 1st Lien Term Loan                                             | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      1952623 | PA      | $1952622.52   | 0.02%             | 2031-12-12      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC                                                               | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      6471000 | PA      | $6543138.71   | 0.06%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc., 1st Lien Term Loan B10                                              | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1531339 | PA      | $1536606.58   | 0.01%             | 2030-06-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                     | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan                            | CUSIP: C4900AAP2<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |      1633373 | PA      | $1608872.29   | 0.02%             | 2033-02-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., 1st Lien Term Loan                                                     | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      2596587 | PA      | $2608765.25   | 0.02%             | 2031-01-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                    | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                              | CUSIP: 17737EAE3<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |       431387 | PA      | $410896.34    | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortrex LLC                                                      | Fortrex LLC, 1st Lien Term Loan                                                             | CUSIP: 34967RAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       186637 | PA      | $178705.33    | 0.00%             | 2031-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sazerac Co., Inc.                                                | Sazerac Co., Inc., 1st Lien Term Loan B2                                                    | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       747595 | PA      | $746705.36    | 0.01%             | 2032-07-09      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC, 1st Lien Term Loan B                                                    | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       795327 | PA      | $795000.63    | 0.01%             | 2032-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                    | Charter Next Generation, Inc., 1st Lien Term Loan                                           | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2364829 | PA      | $2364237.97   | 0.02%             | 2030-11-29      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                               | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      1502000 | PA      | $1545865.91   | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       333771 | NS      | $25470065.01  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102405.83    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       255000 | PA      | $265577.66    | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       812000 | PA      | $833454.66    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1188000 | PA      | $1223546.15   | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                            | Williams-Sonoma, Inc.                                                                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         5010 | NS      | $907862.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33950000 | PA      | $9959.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    101850000 | PA      | $28684.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                       | Willis North America, Inc.                                                                  | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |       174000 | PA      | $164981.31    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                       | Willis North America, Inc.                                                                  | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98759.48     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                              | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                     | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1043366 | PA      | $1049020.75   | 0.01%             | 2031-12-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc., 1st Lien Term Loan B                                                         | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4438000 | PA      | $4413058.44   | 0.04%             | 2033-04-07      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                         | CompoSecure Holdings LLC, 1st Lien Term Loan                                                | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2291000 | PA      | $2294825.97   | 0.02%             | 2033-01-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                       | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                              | CUSIP: 03167DAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1744030 | PA      | $1749837.41   | 0.02%             | 2032-08-02      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                             | Osaic Holdings, Inc., 1st Lien Term Loan B1                                                 | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1996000 | PA      | $1994542.92   | 0.02%             | 2032-07-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22775000 | PA      | $218197.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc., 1st Lien Term Loan                                                      | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2931858 | PA      | $2928075.48   | 0.03%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                    | Wilsonart LLC                                                                               | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |       327000 | PA      | $252664.91    | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                       | Graham Packaging Co., Inc., 1st Lien Term Loan                                              | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1590000 | PA      | $1586820.00   | 0.02%             | 2033-01-26      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                           | Lsf12 Helix Parent LLC, 1st Lien Term Loan B                                                | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |      2188042 | PA      | $2188326.23   | 0.02%             | 2033-02-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc., 1st Lien Term Loan B                                                | CUSIP: 26747FAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1156000 | PA      | $1163953.28   | 0.01%             | 2033-01-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                          | Belron Finance 2019 LLC, 1st Lien Term Loan B                                               | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      3886332 | PA      | $3902537.58   | 0.04%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9828000 | PA      | $15965.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                     | Amynta Agency Borrower, Inc., 1st Lien Term Loan B                                          | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |      1084715 | PA      | $1075907.24   | 0.01%             | 2031-12-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9797580 | PA      | $16669.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co. LLC                                  | Herschend Entertainment Co. LLC, 1st Lien Term Loan                                         | CUSIP: 42778EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1563906 | PA      | $1569520.11   | 0.01%             | 2032-05-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc., 1st Lien Term Loan B3                                   | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1628873 | PA      | $1628872.90   | 0.02%             | 2029-04-16      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                               | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan B1                                   | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1328975 | PA      | $1325174.13   | 0.01%             | 2032-06-16      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                         | Hudson River Trading LLC, 1st Lien Term Loan B2                                             | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3187169 | PA      | $3195327.83   | 0.03%             | 2030-03-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     12369000 | PA      | $-42366.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8842000 | PA      | $48814.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                                     | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      6364000 | PA      | $6731190.07   | 0.06%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                               | Uniti Services LLC                                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       921000 | PA      | $969680.38    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                          | Columbus McKinnon Corp., 1st Lien Term Loan                                                 | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1583260 | PA      | $1583924.82   | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                            | Resilience Parent LLC, 1st Lien Term Loan                                                   | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1853000 | PA      | $1856706.00   | 0.02%             | 2033-02-28      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8842000 | PA      | $18945.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33000000 | PA      | $-7130.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     51473000 | PA      | $-3767.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    249068000 | PA      | $-32501.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1619000 | PA      | $-147.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    148225000 | PA      | $-9811.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azuria Water Solutions, Inc.                                     | Azuria Water Solutions, Inc., Delayed Draw 1st Lien Term Loan                               | CUSIP: 05503BAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       246362 | PA      | $245745.97    | 0.00%             | 2033-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Azuria Water Solutions, Inc.                                     | Azuria Water Solutions, Inc., 1st Lien Term Loan                                            | CUSIP: 05503BAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1847714 | PA      | $1843094.80   | 0.02%             | 2033-04-25      | Variable      | 6.19%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13335000 | PA      | $-3996.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                            | MKS Instruments, Inc., 1st Lien Term Loan B                                                 | CUSIP: 55314NBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1585000 | PA      | $1588962.50   | 0.02%             | 2033-02-04      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                   | EG America LLC, 1st Lien Term Loan                                                          | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2266000 | PA      | $2266000.00   | 0.02%             | 2031-02-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Ltd.                                               | Osmosis Buyer Ltd., 1st Lien Term Loan B                                                    | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2283591 | PA      | $2288911.90   | 0.02%             | 2028-07-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                    | Freeport LNG Investments LLLP, 1st Lien Term Loan B                                         | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2343000 | PA      | $2344476.09   | 0.02%             | 2033-02-11      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15557000 | PA      | $2468.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     46671000 | PA      | $10338.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    453463919 | PA      | $-30045.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     18680000 | PA      | $-497415.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26659000 | PA      | $-5493.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical                                          | Biomarin Pharmaceutical, 1st Lien Term Loan B                                               | CUSIP: 09075UAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1301000 | PA      | $1304460.66   | 0.01%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    152735300 | PA      | $2551.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    149760981 | PA      | $834.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    125432999 | PA      | $-15229.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     17043000 | PA      | $73878.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    150412116 | PA      | $41.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85763780 | PA      | $-6608.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85769221 | PA      | $-8130.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                            | Treehouse Foods, Inc., 1st Lien Term Loan                                                   | CUSIP: 89468XAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1070000 | PA      | $1077693.30   | 0.01%             | 2033-02-11      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    245361000 | PA      | $21350.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     34983000 | PA      | $-15373.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     81197000 | PA      | $-996.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     81197000 | PA      | $999.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    115461000 | PA      | $7886.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc., 1st Lien Term Loan B                                                 | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      2059222 | PA      | $2060519.43   | 0.02%             | 2031-02-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Examworks Bidco, Inc.                                            | Examworks Bidco, Inc., 1st Lien Term Loan                                                   | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1068584 | PA      | $1072195.79   | 0.01%             | 2033-02-07      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries, Inc.                                       | Gibraltar Industries, Inc., 1st Lien Term Loan B                                            | CUSIP: 37468UAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       374615 | PA      | $374615.38    | 0.00%             | 2033-02-02      | Variable      | 5.91%                 | No            |                  3 | On Loan: No      |
| GTCR Everest Borrower LLC                                        | GTCR Everest Borrower LLC, 1st Lien Term Loan                                               | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       755302 | PA      | $753474.18    | 0.01%             | 2031-09-05      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                      | Indicor LLC, 1st Lien Term Loan E                                                           | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1215599 | PA      | $1218735.06   | 0.01%             | 2029-11-22      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                     | Wisconsin Electric Power Co.                                                                | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      1705000 | PA      | $1684877.91   | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                       | Team Health Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       722549 | PA      | $722664.23    | 0.01%             | 2028-06-30      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                             | WOM Chile Holdco SpA                                                                        | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       525274 | PA      | $476738.68    | 0.00%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                    | WOM Mobile SA                                                                               | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        37168 | PA      | $37785.36     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan N                                                       | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1360000 | PA      | $1361958.40   | 0.01%             | 2033-02-14      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., 1st Lien Term Loan                                                              | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       295706 | PA      | $294721.65    | 0.00%             | 2026-11-03      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., 1st Lien Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285691 | PA      | $239980.35    | 0.00%             | 2026-12-02      | Variable      | 10.43%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B14                                                         | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       270000 | PA      | $265388.40    | 0.00%             | 2033-02-23      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                         | ProAmpac PG Borrower LLC, 1st Lien Term Loan                                                | CUSIP: 74274NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1547491 | PA      | $1510738.23   | 0.01%             | 2033-03-07      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Galileo Parent, Inc.                                             | Galileo Parent, Inc., 1st Lien Term Loan                                                    | CUSIP: 36355RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       779000 | PA      | $777543.27    | 0.01%             | 2033-03-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                   | Woodward, Inc.                                                                              | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         2198 | NS      | $797852.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc., Class A                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        20050 | NS      | $2454120.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                          | PECF USS Intermediate Holding III Corp., 1st Lien Term Loan                                 | CUSIP: 69291LAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       222662 | PA      | $213014.01    | 0.00%             | 2033-03-03      | Variable      | 11.18%                | No            |                  2 | On Loan: No      |
| FCG Acquisitions, Inc.                                           | FCG Acquisitions, Inc., 1st Lien Term Loan                                                  | CUSIP: 30260UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       314000 | PA      | $314326.56    | 0.00%             | 2033-03-04      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                 | WULF Compute LLC                                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1869000 | PA      | $1964309.97   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                              | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       279000 | PA      | $274479.87    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                              | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       508000 | PA      | $502696.07    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       112000 | PA      | $111256.79    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2457000 | PA      | $2600493.71   | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1562000 | PA      | $1569661.61   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       744000 | PA      | $725028.00    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      2704000 | PA      | $2688150.50   | 0.03%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       847000 | PA      | $848058.75    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC, 1st Lien Term Loan                                                | CUSIP: 62922KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       549000 | PA      | $550032.12    | 0.01%             | 2033-03-11      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       122000 | PA      | $124831.01    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                        | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      1607000 | PA      | $1684378.66   | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                        | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2396000 | PA      | $2560284.14   | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                        | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       558000 | PA      | $597961.54    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       208044 | NS      | $17257249.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                           | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       238000 | PA      | $242685.84    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                           | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       190000 | PA      | $190906.35    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                           | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101843.35    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                        | OAK-Eagle Acquireco, Inc., 1st Lien Term Loan B1                                            | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      3240000 | PA      | $3240810.00   | 0.03%             | 2033-03-23      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Tega MC Australia Holdings PtyLtd.                               | Tega Mc Australia Holdings Pty. Ltd., 1st Lien Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |       511000 | PA      | $510361.25    | 0.00%             | 2033-03-24      | Variable      | 6.97%                 | No            |                  3 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                       | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 05550HAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1599000 | PA      | $1595498.19   | 0.02%             | 2032-12-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER, Inc.                                           | Jupiter Borrower, Inc., 1st Lien Term Loan B                                                | CUSIP: 48207CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       510000 | PA      | $511275.00    | 0.00%             | 2033-03-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                               | Nexstar Media, Inc., 1st Lien Term Loan B7                                                  | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       713000 | PA      | $711887.72    | 0.01%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                              | Sword Purchaser LLC, 1st Lien Term Loan                                                     | CUSIP: 87110SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2100000 | PA      | $2036118.00   | 0.02%             | 2033-04-11      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Grifols International Services USA, Inc.                         | Grifols International Services USA, Inc., 1st Lien Term Loan B                              | CUSIP: G4124RAC0<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      1029000 | PA      | $1031016.84   | 0.01%             | 2033-04-14      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      5005876 | PA      | $5008378.89   | 0.05%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      1239909 | PA      | $1222550.27   | 0.01%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp.                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |       128000 | PA      | $130489.97    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                               | Venture Global Calcasieu Pass LLC, 1st Lien Term Loan                                       | CUSIP: 12867PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       843000 | PA      | $844972.62    | 0.01%             | 2033-04-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       832000 | PA      | $729829.73    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                         | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       595000 | PA      | $559702.58    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                                | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100140.98    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                                | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       103000 | PA      | $104491.51    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc., Class A                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        22140 | NS      | $2545435.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                                | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       173000 | PA      | $157219.54    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        10998 | NS      | $1437218.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Owner LLC                                                  | St. Regis Aspen Resort, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13200000 | PA      | $13251680.54  | 0.13%             | 2027-02-09      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Terranea Resort                                                  | Terranea Resort, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5600000 | PA      | $5600000.00   | 0.05%             | 2027-01-01      | Variable      | 8.63%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                       | Froneri International Ltd., Facility 1st Lien Term Loan B4                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1888987 | PA      | $1873138.17   | 0.02%             | 2031-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Houston Center                                                   | Houston Center, Delayed Draw 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19515582 | PA      | $18295153.33  | 0.17%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| Houston Center                                                   | Houston Center, 1st Lien Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25236577 | PA      | $2.52         | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CML Project Spider                                               | Cml Project Spider, Delayed Draw 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7100000 | PA      | $7097443.39   | 0.07%             | 2029-12-06      | Variable      | 6.18%                 | No            |                  3 | On Loan: No      |
| Project Kickers                                                  | Project Kickers, Delayed Draw 1st Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      5400000 | PA      | $6334703.38   | 0.06%             | 2030-11-19      | Variable      | 5.91%                 | No            |                  3 | On Loan: No      |
| CML Project Cold                                                 | CML Project Cold, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002715 | PA      | $2722979.54   | 0.03%             | 2031-09-01      | Variable      | 7.13%                 | No            |                  3 | On Loan: No      |
| CML Project Cold                                                 | CML Project Cold, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6593813 | PA      | $7732457.57   | 0.07%             | 2031-09-01      | Variable      | 5.15%                 | No            |                  3 | On Loan: No      |
| Blackfin Pipeline LLC                                            | Blackfin Pipeline LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: 254900F4BUS186SK8A51       | Long             | LON              | CORP              | US        |       748125 | PA      | $752957.89    | 0.01%             | 2032-10-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| CML Project Crabtree                                             | CML Project Crabtree, Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5500000 | PA      | $5466731.05   | 0.05%             | 2029-08-06      | Variable      | 4.92%                 | No            |                  3 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., 1st Lien Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543660 | PA      | $1271830.08   | 0.01%             | 2028-10-30      | Variable      | 8.77%                 | No            |                  3 | On Loan: No      |
| Hilton Garden Inn                                                | Hilton Garden Inn, 1st Lien Term Loan                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7581081 | PA      | $7564380.72   | 0.07%             | 2038-01-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CML Lake Tahoe Resort Hotel                                      | CML Lake Tahoe Resort Hotel, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6402200 | PA      | $6053413.27   | 0.06%             | 2026-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc., 1st Lien Term Loan B                                                      | CUSIP: 62937NBF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       260000 | PA      | $260910.00    | 0.00%             | 2033-04-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                  | Traverse Midstream Partners LLC, 1st Lien Term Loan B                                       | CUSIP: 89435TAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       305000 | PA      | $305192.15    | 0.00%             | 2033-04-20      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer, Inc.                                               | GB AIT Buyer, Inc., 1st Lien Term Loan B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703000 | PA      | $703583.49    | 0.01%             | 2033-04-22      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       455000 | PA      | $461787.24    | 0.00%             | 2036-01-08      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                     | Learfield Communications LLC                                                                | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |         4682 | NS      | $549353.11    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Uae Dirham                                                       | Uae Dirham                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |            1 | OU      | $0.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H-Food Holdings LLC                                              | H-Food Holdings LLC                                                                         | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |        11259 | NS      | $203371.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                                | Australian Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |        38931 | OU      | $28028.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp.                                      | Invincible Investment Corp.                                                                 | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |         4183 | NS      | $1645791.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                           | SES SA, Class A                                                                             | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |       605543 | NS      | $4996189.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                   | Techtronic Industries Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |        54500 | NS      | $790233.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                  | J Sainsbury plc                                                                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       111464 | NS      | $498706.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                            | Asahi Intecc Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |         3300 | NS      | $69440.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                 | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        20596 | NS      | $247734.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                   | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        11510 | NS      | $1658991.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd.                                              | Perseus Mining Ltd.                                                                         | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |        12399 | NS      | $49691.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                | Admiral Group plc                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         5464 | NS      | $251158.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                                         | M3, Inc.                                                                                    | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |         2600 | NS      | $25044.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                         | Mowi ASA                                                                                    | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        14881 | NS      | $330168.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                | Singapore Telecommunications Ltd.                                                           | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       248500 | NS      | $900016.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                     | Centrica plc                                                                                | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |      1323904 | NS      | $3869627.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                            | Dexus                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        10974 | NS      | $49505.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                   | Jyske Bank A/S (Registered)                                                                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |        10058 | NS      | $1400216.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                    | Goodman Group                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       346739 | NS      | $7512358.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                        | Safran SA                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        12499 | NS      | $4013589.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                        | Nordex SE                                                                                   | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |        23218 | NS      | $1323947.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                          | Greene King Finance plc, Series B1                                                          | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $125532.06    | 0.00%             | 2034-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AL Sydbank                                                       | AL Sydbank                                                                                  | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |        15955 | NS      | $1360764.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                            | IG Group Holdings plc                                                                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |         6915 | NS      | $141426.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste OYJ                                                        | Neste OYJ                                                                                   | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |          799 | NS      | $27599.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                 | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        37595 | NS      | $2050643.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                        | Bunzl plc                                                                                   | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |         1560 | NS      | $51427.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                   | Recordati Industria Chimica e Farmaceutica SpA                                              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |         5708 | NS      | $333277.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                             | Rentokil Initial plc                                                                        | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |      1065294 | NS      | $7181958.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                         | Sembcorp Industries Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |       383800 | NS      | $2014159.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                                           | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |         9626 | NS      | $612327.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA                                                    | Elia Group SA/NV, Class B                                                                   | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        44505 | NS      | $7380743.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                                      | Webuild SpA                                                                                 | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |       195803 | NS      | $581996.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       151686 | NS      | $4999960.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                              | Heineken Holding NV                                                                         | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         1477 | NS      | $104957.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                                   | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |        36867 | NS      | $740816.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                     | Leonardo SpA                                                                                | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        37715 | NS      | $2355142.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |        67700 | NS      | $1168001.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                          | Daiichi Sankyo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        50000 | NS      | $812204.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                                        | Hikma Pharmaceuticals plc                                                                   | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |          762 | NS      | $14487.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                     | Indutrade AB                                                                                | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        16836 | NS      | $363722.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                        | Link REIT                                                                                   | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |        68300 | NS      | $343910.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                         | Ipsen SA                                                                                    | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         3037 | NS      | $596472.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                        | Avolta AG                                                                                   | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |          894 | NS      | $49405.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                               | Zealand Pharma A/S                                                                          | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |         1387 | NS      | $65599.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                                  | London Stock Exchange Group plc                                                             | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |         8722 | NS      | $1131738.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                        | Arkema SA                                                                                   | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         5054 | NS      | $368860.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                        | Partners Group Holding AG                                                                   | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |          157 | NS      | $170690.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                  | Norsk Hydro ASA                                                                             | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |         4212 | NS      | $46485.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                             | Schindler Holding AG                                                                        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         1737 | NS      | $607287.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                             | Schindler Holding AG (Registered)                                                           | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |          509 | NS      | $170434.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        12155 | NS      | $2177733.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel REIT                                                      | Keppel REIT                                                                                 | CUSIP: N/A<br>LEI: 549300ZD5HZLQCF55J25       | Long             | EC               | CORP              | SG        |        62300 | NS      | $43863.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         8454 | NS      | $1363025.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                                     | Amplifon SpA                                                                                | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |         8516 | NS      | $94333.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                             | Kobe Bussan Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |         5900 | NS      | $103287.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        30708 | NS      | $2855032.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                                               | Charter Hall Group                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         4611 | NS      | $67901.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                                        | Orion OYJ, Class B                                                                          | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |          777 | NS      | $62772.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |          452 | NS      | $21275.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                        | Logitech International SA (Registered)                                                      | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |         7634 | NS      | $753571.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                     | Experian plc                                                                                | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        13469 | NS      | $492817.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                      | Swedish Orphan Biovitrum AB                                                                 | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |         7087 | NS      | $332473.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                | Nomura Real Estate Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |        19400 | NS      | $126570.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                            | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |         1274 | NS      | $56634.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        17314 | NS      | $282087.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso OYJ                                                        | Metso OYJ                                                                                   | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |         2918 | NS      | $50406.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                                      | Aedifica SA                                                                                 | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |        39509 | NS      | $3330662.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                               | Banca Generali SpA                                                                          | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |        21512 | NS      | $1411000.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                       | Symrise AG, Class A                                                                         | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |          484 | NS      | $42814.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                      | Aker BP ASA                                                                                 | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |        10268 | NS      | $401399.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                           | SKF AB, Class B                                                                             | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |         7954 | NS      | $200271.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                         | Volvo AB, Class B                                                                           | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |         7084 | NS      | $246925.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                                    | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        28348 | NS      | $1198930.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                       | Sandvik AB                                                                                  | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        42497 | NS      | $1787727.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                      | Keppel Ltd.                                                                                 | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       560700 | NS      | $4799268.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                        | Orkla ASA                                                                                   | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |         4679 | NS      | $57710.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                | Industrivarden AB, Class A                                                                  | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         3401 | NS      | $180680.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                           | Yangzijiang Shipbuilding Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |        32800 | NS      | $111863.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                     | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        20321 | NS      | $3091011.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                                                 | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |         8013 | NS      | $304386.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                                     | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         1136 | NS      | $767664.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                          | DSV A/S                                                                                     | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |          369 | NS      | $90751.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                 | Smiths Group plc                                                                            | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        26166 | NS      | $903398.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                      | Swissquote Group Holding SA (Registered)                                                    | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |           79 | NS      | $39981.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                             | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       497626 | NS      | $1929296.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                         | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        20437 | NS      | $3090531.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                         | Jeronimo Martins SGPS SA                                                                    | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |         1128 | NS      | $27086.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                        | Danone SA                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        10002 | NS      | $783637.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                     | 3i Group plc                                                                                | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |         6401 | NS      | $222612.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                                       | KBC Ancora                                                                                  | CUSIP: N/A<br>LEI: 549300I4XZ0RR3ZOSZ55       | Long             | EC               | CORP              | BE        |        15087 | NS      | $1377191.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                              | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        44041 | NS      | $9474998.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       303438 | NS      | $3862266.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                     | Iberdrola SA                                                                                | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       141552 | NS      | $3318577.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                       | Strabag SE                                                                                  | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |         3068 | NS      | $323708.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                | Bureau Veritas SA                                                                           | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |         9490 | NS      | $290805.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |         7369 | NS      | $1265936.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                            | BNP Paribas Fortis SA                                                                       | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |      1500000 | PA      | $1696943.35   | 0.02%             | 2175-03-19      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        21456 | NS      | $782422.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                             | MS&AD Insurance Group Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        18600 | NS      | $478282.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                       | United Utilities Group plc                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |         9097 | NS      | $180413.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                              | Amadeus IT Group SA                                                                         | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |         2435 | NS      | $140505.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                                  | Korea Aerospace Industries Ltd.                                                             | CUSIP: N/A<br>LEI: 9845006B4AK076BM3F52       | Long             | EC               | CORP              | KR        |         4711 | NS      | $539724.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                             | Tourmaline Oil Corp.                                                                        | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       130238 | NS      | $6308875.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                                     | Keyera Corp.                                                                                | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |       183711 | NS      | $7097694.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guotai Junan International Holdings Ltd.                         | Guotai Junan International Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 2138006FECWIZUO67V37       | Long             | EC               | CORP              | HK        |       258000 | NS      | $79931.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Evolution Mining Ltd.                                            | Evolution Mining Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |        40235 | NS      | $355723.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakrie Telecom Pte. Ltd.                                         | Bakrie Telecom Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $3750.00      | 0.00%             | 2015-05-07      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SpareBank 1 Sor-Norge ASA                                        | SpareBank 1 Sor-Norge ASA                                                                   | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               | CORP              | NO        |        63299 | NS      | $1367999.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       226200 | PA      | $1199381.72   | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gibson Energy, Inc.                                              | Gibson Energy, Inc.                                                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |        43730 | NS      | $957755.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                                                 | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         4867 | NS      | $370373.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        30830 | NS      | $1435109.43   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                           | Julius Baer Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         3423 | NS      | $281359.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                     | Glencore plc                                                                                | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       198769 | NS      | $1544800.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                   | AIA Group Ltd.                                                                              | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       268600 | NS      | $2948897.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                             | HKT Trust & HKT Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        17000 | NS      | $27576.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                        | LondonMetric Property plc                                                                   | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |      2192696 | NS      | $5644170.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                                                 | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |          574 | NS      | $41801.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                                           | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |       827266 | NS      | $5188873.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA                     | International Consolidated Airlines Group SA                                                | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |        30661 | NS      | $154675.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                           | Novolipetsk Steel PJSC                                                                      | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |           14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mobile TeleSystems PJSC                                          | Mobile TeleSystems PJSC                                                                     | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |        26804 | NS      | $3.58         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novatek PJSC                                                     | Novatek PJSC                                                                                | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |          690 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUKOIL PJSC                                                      | LUKOIL PJSC                                                                                 | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |       417114 | NS      | $55.65        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sands China Ltd.                                                 | Sands China Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       179200 | NS      | $375989.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |       550383 | NS      | $5712946.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                         | Otsuka Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         9100 | NS      | $663228.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                                                  | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        21142 | NS      | $156048.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                             | Evonik Industries AG                                                                        | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        28904 | NS      | $597827.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                                         | Daiichi Life Group, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |        57600 | NS      | $527367.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                          | MEIJI Holdings Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |         1800 | NS      | $42722.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                             | SITC International Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |        43000 | NS      | $180039.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                             | ENEOS Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       121900 | NS      | $1023775.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                       | Edenred SE                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |         1135 | NS      | $28425.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                             | Sompo Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        11700 | NS      | $435420.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                         | Rolls-Royce Holdings plc                                                                    | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       221990 | NS      | $3572165.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                      | Alrosa PJSC                                                                                 | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |       607124 | NS      | $81.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BKW AG                                                           | BKW AG                                                                                      | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |          224 | NS      | $44776.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |         4571 | NS      | $119433.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1250920 | PA      | $6011231.84   | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ageas SA                                                         | Ageas SA                                                                                    | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |         7092 | NS      | $555762.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd.                                                         | ALS Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |         1318 | NS      | $20580.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                            | Aurizon Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |        11991 | NS      | $36225.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                             | Sage Group plc (The)                                                                        | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        77420 | NS      | $923360.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                        | Talanx AG                                                                                   | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |          195 | NS      | $25416.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                    | Coloplast A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |          586 | NS      | $36199.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                                     | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |       303120 | NS      | $1097467.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         3089 | NS      | $1337567.89   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                                        | Xero Ltd.                                                                                   | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |         1851 | NS      | $108705.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        63936 | NS      | $2642723.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                  | ASML Holding NV                                                                             | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |         7282 | NS      | $10526467.99  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                         | Tele2 AB, Class B                                                                           | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        41222 | NS      | $845848.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                 | Coca-Cola HBC AG                                                                            | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |         4000 | NS      | $233315.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                          | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      1500000 | PA      | $387304.50    | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                | LEG Immobilien SE                                                                           | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         1164 | NS      | $81676.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                    | KION Group AG                                                                               | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |        20055 | NS      | $1046699.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                       | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        19065 | NS      | $513672.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                      | Cie Financiere Richemont SA (Registered)                                                    | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |         8342 | NS      | $1600974.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav SpA                                                         | Enav SpA                                                                                    | CUSIP: N/A<br>LEI: 81560048ECF8D2059980       | Long             | EC               | CORP              | IT        |       349336 | NS      | $2044974.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        45039 | NS      | $2115458.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                                        | Bank of Ireland Group plc                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       101833 | NS      | $2005845.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                                             | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |        10291 | NS      | $1200270.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                                      | Italgas SpA                                                                                 | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |       385540 | NS      | $4657254.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6946000000 | PA      | $1376146.03   | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                          | Siemens Healthineers AG                                                                     | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |         7645 | NS      | $313477.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                     | SIG Group AG                                                                                | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |         1390 | NS      | $22523.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                       | Ferrari NV                                                                                  | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |          122 | NS      | $42218.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                | Compass Group plc                                                                           | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |        57053 | NS      | $1612147.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       247000 | PA      | $290654.59    | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                 | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |         7133 | NS      | $541819.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                     | Tokyu Fudosan Holdings Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       240900 | NS      | $2051054.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                             | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      1745000 | PA      | $2328783.26   | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       649000 | PA      | $738314.69    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                            | European TopSoho SARL, Series SMCP                                                          | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $1151758.14   | 0.01%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       693362 | NS      | $12411584.04  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |         2239 | NS      | $170189.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                                           | Genting Singapore Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       111300 | NS      | $59725.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         4139 | NS      | $591463.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sultanate of Oman                                                | Oman Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       953000 | PA      | $1016526.98   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                            | Wharf Real Estate Investment Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |      1099000 | NS      | $3441513.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |        10658 | NS      | $122850.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                        | Essity AB, Class B                                                                          | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |         2156 | NS      | $57094.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ringkjoebing Landbobank A/S                                      | Ringkjoebing Landbobank A/S                                                                 | CUSIP: N/A<br>LEI: 2138002M5U5K4OUMVV62       | Long             | EC               | CORP              | DK        |         5211 | NS      | $1302028.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                                        | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         6791 | NS      | $1252710.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                        | Unibail-Rodamco-Westfield                                                                   | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EC               | CORP              | FR        |        23470 | NS      | $2849434.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                           | Lion Finance Group plc                                                                      | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |         9444 | NS      | $1418741.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                    | Nota Do Tesouro Nacional                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        35600 | PA      | $6645299.18   | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                                              | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |       577100 | NS      | $812250.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                            | Telenet Finance Luxembourg Notes SARL                                                       | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |       400000 | PA      | $395372.48    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    286500000 | PA      | $16529110.76  | 0.16%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       200847 | NS      | $3776906.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    238180000 | PA      | $566475.68    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                           | Hyundai Rotem Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |         2795 | NS      | $511471.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                             | Cembra Money Bank AG                                                                        | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |         8538 | NS      | $1044097.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                                   | BE Semiconductor Industries NV                                                              | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |         1246 | NS      | $364473.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT plc                                          | Tritax Big Box REIT plc                                                                     | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |      1488521 | NS      | $3055338.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove plc                                                    | Rightmove plc                                                                               | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |         6828 | NS      | $40268.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI plc                                                          | IMI plc                                                                                     | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |        33716 | NS      | $1284178.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                 | Unicaja Banco SA                                                                            | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |       446017 | NS      | $1447921.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                          | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       776158 | NS      | $1234981.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                                | InterContinental Hotels Group plc                                                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |         2924 | NS      | $418076.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      2039000 | PA      | $22429.00     | 0.00%             | 2025-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                                    | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       453000 | PA      | $425009.30    | 0.00%             | 2032-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                         | Contemporary Amperex Technology Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |        53000 | NS      | $3403334.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobvista, Inc.                                                   | Mobvista, Inc.                                                                              | CUSIP: N/A<br>LEI: 655600AW50D7VN363G24       | Long             | EC               | CORP              | KY        |        27000 | NS      | $56458.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                    | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |         9783 | NS      | $574230.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                          | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      5400000 | PA      | $1394296.20   | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1400000 | PA      | $1871178.21   | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                                  | Stadler Rail AG                                                                             | CUSIP: N/A<br>LEI: 506700781XDET0A89669       | Long             | EC               | CORP              | CH        |         8126 | NS      | $237393.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       266000 | PA      | $353946.43    | 0.00%             | 2175-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       361000 | PA      | $471625.13    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                        | Prosus NV, Class N                                                                          | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        13758 | NS      | $666066.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2032000000 | PA      | $5841449.83   | 0.06%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       479000 | PA      | $552076.00    | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                      | Clariane SE                                                                                 | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      1230900 | PA      | $858791.93    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       793000 | PA      | $1023907.52   | 0.01%             | 2031-03-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hanwha Systems Co. Ltd.                                          | Hanwha Systems Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         9975 | NS      | $788880.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                         | Alcon AG                                                                                    | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |         1232 | NS      | $91971.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                       | Aegon Ltd.                                                                                  | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |       567000 | PA      | $675450.01    | 0.01%             | 2029-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1229000 | PA      | $1256661.54   | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                           | Avanza Bank Holding AB                                                                      | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |        31994 | NS      | $1156527.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         6068 | NS      | $427646.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3269000 | PA      | $35959.00     | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                       | DEMIRE Deutsche Mittelstand Real Estate AG                                                  | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      1233061 | PA      | $1303462.71   | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Nota Do Tesouro Nacional                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        29810 | PA      | $5289840.73   | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                                  | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |       445592 | NS      | $7343807.97   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                           | Warehouses De Pauw CVA                                                                      | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |        61849 | NS      | $1625653.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Achmea BV                                                        | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $468073.38    | 0.00%             | 2029-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                              | Banca Monte dei Paschi di Siena SpA                                                         | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       255728 | NS      | $2725988.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa plc                                                | Airtel Africa plc                                                                           | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |        18591 | NS      | $89787.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                          | M&G plc                                                                                     | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        42668 | NS      | $175363.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                           | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       507000 | PA      | $518484.93    | 0.00%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       113800 | PA      | $136032.16    | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      1345000 | PA      | $15131.25     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                               | Lune Holdings SARL                                                                          | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |       990000 | PA      | $24202.66     | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                 | BUPA Finance plc                                                                            | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |       466000 | PA      | $531495.95    | 0.01%             | 2031-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                      | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $447060.73    | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                              | Auckland International Airport Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |       940036 | NS      | $4581441.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       498000 | PA      | $700341.34    | 0.01%             | 2029-06-27      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      1300000 | PA      | $1530047.60   | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                         | Ziggo BV                                                                                    | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |       276000 | PA      | $305767.21    | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                              | INEOS Styrolution Ludwigshafen GmbH                                                         | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |       280000 | PA      | $324231.02    | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                             | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      2025000 | PA      | $2316519.71   | 0.02%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      2011000 | PA      | $2354069.63   | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                             | Endeavour Mining plc                                                                        | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |         5223 | NS      | $315243.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                         | Lifco AB, Class B                                                                           | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |         1555 | NS      | $48928.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                               | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       572000 | PA      | $585682.24    | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       942000 | PA      | $1140859.74   | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1201000 | PA      | $1337483.93   | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                   | Atlas Copco AB, Class A                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       122937 | NS      | $2362559.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                   | Atlas Copco AB, Class B                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |         9405 | NS      | $160365.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1766000 | PA      | $2483126.44   | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1696511.07   | 0.02%             | 2028-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                                                   | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       168067 | NS      | $1102434.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                   | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      1078000 | PA      | $1368945.70   | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                    | WH Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |       121000 | NS      | $147069.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                       | AddTech AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        25203 | NS      | $925605.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                               | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       480000 | PA      | $446004.00    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       820000 | PA      | $4305327.42   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                                    | Scentre Group                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        58258 | NS      | $156550.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                          | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |       800000 | PA      | $206562.40    | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |       875000 | PA      | $1032284.61   | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                             | Dassault Systemes SE                                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        12777 | NS      | $287912.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |        18552 | NS      | $1014814.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                | Galaxy Pipeline Assets Bidco Ltd.                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |       589992 | PA      | $486944.37    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1164000 | PA      | $1397803.41   | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       519098 | NS      | $4140261.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                         | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1987535.97   | 0.02%             | 2026-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                       | Ampol Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |         2512 | NS      | $63605.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                                        | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       495900 | PA      | $598399.16    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                    | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      1011000 | PA      | $1143379.96   | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     26510000 | PA      | $5762628.17   | 0.05%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $669775.66    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                  | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |       434097 | PA      | $372573.98    | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $640957.50    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   4772600000 | PA      | $771081.66    | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       794515 | PA      | $4156185.90   | 0.04%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                           | SGS SA (Registered)                                                                         | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         3323 | NS      | $360047.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       156748 | NS      | $13632869.82  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       886000 | PA      | $932925.07    | 0.01%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       581000 | PA      | $644717.27    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       794000 | PA      | $1018142.42   | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                               | BCP V Modular Services Finance plc                                                          | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |       822000 | PA      | $672007.06    | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                 | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       437000 | PA      | $390131.35    | 0.00%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      2085000 | PA      | $2475666.38   | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class A                                                                          | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |         3548 | NS      | $102428.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class B                                                                          | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |         1536 | NS      | $38273.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENK Group AG                                                    | RENK Group AG                                                                               | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |        12785 | NS      | $812551.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG, Series NC5                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $246104.87    | 0.00%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $636343.48    | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |         2665 | NS      | $19555.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    297030000 | PA      | $1024547.87   | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                           | TUI AG                                                                                      | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |       558000 | PA      | $659843.42    | 0.01%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1769109.35   | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                   | Czech Republic                                                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    134240000 | PA      | $4181058.43   | 0.04%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                        | Banque Cantonale Vaudoise (Registered)                                                      | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |        10510 | NS      | $1656110.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EC Finance plc                                                   | EC Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      1086000 | PA      | $1255922.30   | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                       | Woodside Energy Group Ltd.                                                                  | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        27683 | NS      | $661835.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                            | Kioxia Holdings Corp.                                                                       | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |         1800 | NS      | $435525.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                         | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      1907000 | PA      | $2185073.71   | 0.02%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                       | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       240000 | PA      | $281320.74    | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                  | United Group BV                                                                             | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       810000 | PA      | $944055.36    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       566000 | PA      | $546008.88    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       217076 | PA      | $254955.15    | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                       | Tenaris SA                                                                                  | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        11871 | NS      | $378938.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                      | Informa plc                                                                                 | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        17908 | NS      | $193623.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |        36495 | PA      | $42862.67     | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      1818000 | PA      | $1168155.90   | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                             | Dassault Aviation SA                                                                        | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         5076 | NS      | $1775066.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       511000 | PA      | $695189.59    | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      2640000 | PA      | $23760.00     | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $497254.38    | 0.00%             | 2029-12-06      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                | Siemens Energy AG                                                                           | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        22023 | NS      | $4667157.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury                                                 | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       571000 | PA      | $626077.56    | 0.01%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       159000 | PA      | $193720.19    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       823000 | PA      | $830666.35    | 0.01%             | 3021-02-18      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                            | 888 Acquisitions Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       187000 | PA      | $211790.91    | 0.00%             | 2031-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       928000 | PA      | $1098187.05   | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                              | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |       611000 | PA      | $717923.79    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $492106.75    | 0.00%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $5774940.85   | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $16875.00     | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                      | Republic of North Macedonia                                                                 | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |       498000 | PA      | $595612.00    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                        | Sampo OYJ, Class A                                                                          | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        41271 | NS      | $428856.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3540000 | PA      | $39825.00     | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      1433000 | PA      | $1899809.89   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      1851000 | PA      | $2170667.31   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                  | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |        26046 | NS      | $891625.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hensoldt AG                                                      | Hensoldt AG                                                                                 | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |        11722 | NS      | $1057722.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                      | INEOS Quattro Finance 2 plc                                                                 | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      1142000 | PA      | $1304082.93   | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       450000 | PA      | $512958.40    | 0.00%             | 2031-10-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                  | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2478559.36   | 0.02%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                          | Vestas Wind Systems A/S                                                                     | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        55417 | NS      | $1704039.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                               | Nibe Industrier AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |       229795 | NS      | $1044614.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                          | GSK plc                                                                                     | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        41119 | NS      | $1078036.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                 | Gruenenthal GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      1340000 | PA      | $1568185.04   | 0.01%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                      | Euronext NV                                                                                 | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |          311 | NS      | $52058.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                               | Bracken MidCo1 plc                                                                          | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      1264000 | PA      | $1717242.13   | 0.02%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd.                                         | Kotak Mahindra Bank Ltd.                                                                    | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |       978375 | NS      | $3973452.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                            | United Arab Emirates Government Bond                                                        | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |       826000 | PA      | $586773.88    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                           | Czechoslovak Group A/S                                                                      | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |       848000 | PA      | $1017648.44   | 0.01%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                 | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: 8945002RM8LY280ZUC12       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $709057.10    | 0.01%             | 2028-10-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                           | Eurofins Scientific SE                                                                      | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         2856 | NS      | $198527.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       109183 | NS      | $3306427.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |         5210 | NS      | $456051.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries plc                                           | Melrose Industries plc                                                                      | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |        18298 | NS      | $120076.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                                        | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       558000 | PA      | $650062.34    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                      | FinecoBank Banca Fineco SpA                                                                 | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        73542 | NS      | $1825726.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                      | Merlin Properties Socimi SA                                                                 | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |       225169 | NS      | $3937576.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                        | Argenx SE                                                                                   | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |          793 | NS      | $621892.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                                         | FUCHS SE (Preference)                                                                       | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |         7724 | NS      | $364242.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                                       | CapitaLand Investment Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |        21400 | NS      | $46932.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                              | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      1148000 | PA      | $1346419.19   | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                              | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       142000 | PA      | $167731.43    | 0.00%             | 2032-07-14      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                               | eircom Finance DAC                                                                          | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      1869000 | PA      | $2207433.02   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      1182000 | PA      | $1302331.67   | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                 | Unicaja Banco SA                                                                            | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1412912.17   | 0.01%             | 2026-11-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                         | Accelleron Industries AG                                                                    | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |          947 | NS      | $101461.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China City Construction International Co. Ltd.                   | China City Construction International Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      6794457 | PA      | $0.10         | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $216779.30    | 0.00%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                           | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7860000 | PA      | $2030359.81   | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       587000 | PA      | $732974.63    | 0.01%             | 2029-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                          | Kaixo Bondco Telecom SA                                                                     | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |       766000 | PA      | $903199.76    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citycon OYJ                                                      | Citycon OYJ                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |       658000 | PA      | $557780.55    | 0.01%             | 2026-06-10      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Alstria SARL                                                     | alstria SARL                                                                                | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |       400000 | PA      | $455552.97    | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                         | Irca SpA                                                                                    | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      1150000 | PA      | $1358049.32   | 0.01%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                    | Luna 1.5 SARL                                                                               | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |       744000 | PA      | $927770.32    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                          | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       300000 | PA      | $344840.33    | 0.00%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                          | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $455345.26    | 0.00%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1389893.60   | 0.01%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Hexagon AB                                                       | Hexagon AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        56813 | NS      | $620679.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                       | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      1240000 | PA      | $1560269.89   | 0.01%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                | BRANICKS Group AG                                                                           | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $630575.64    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                            | 888 Acquisitions Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       161000 | PA      | $214695.26    | 0.00%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG (Registered)                                                              | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         1153 | NS      | $1055870.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                  | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $737348.72    | 0.01%             | 2029-08-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                    | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       367000 | PA      | $419834.05    | 0.00%             | 2030-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   9484000000 | PA      | $1980450.23   | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                   | Shizuoka Financial Group, Inc.                                                              | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |         1000 | NS      | $17555.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                       | Encore Capital Group, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |       400000 | PA      | $522077.21    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S, Class B                                                                   | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |        64887 | NS      | $2760031.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       113441 | NS      | $5157800.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       205295 | NS      | $9269213.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      1072000 | PA      | $1187655.67   | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      1067000 | PA      | $1280754.81   | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                             | ADLER Financing SARL                                                                        | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      2943354 | PA      | $3898630.39   | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |       551000 | PA      | $630845.02    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                               | Republic of Serbia                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       555000 | PA      | $588993.75    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                    | Industria de Diseno Textil SA                                                               | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        81075 | NS      | $4852394.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |       553000 | PA      | $640922.08    | 0.01%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                          | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      1407000 | PA      | $1578887.13   | 0.01%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                          | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       200000 | PA      | $206887.91    | 0.00%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       400000 | PA      | $473561.16    | 0.00%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                                   | Elior Group SA                                                                              | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |      2185000 | PA      | $2619370.49   | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                     | Cie Generale des Etablissements Michelin SCA                                                | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |         3115 | NS      | $112844.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer plc                                                    | Synthomer plc                                                                               | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      1439000 | PA      | $1237326.45   | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                           | IMA Industria Macchine Automatiche SpA                                                      | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      1757000 | PA      | $2077454.50   | 0.02%             | 2029-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      8764000 | PA      | $2628582.89   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Primaris REIT                                                    | Primaris REIT                                                                               | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |       164634 | NS      | $2287071.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Immo Holding SA                                              | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348038.58    | 0.00%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                 | DSM-Firmenich AG                                                                            | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        11966 | NS      | $893726.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                              | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $358184.59    | 0.00%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                              | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       935000 | PA      | $978851.50    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                              | Ephios Subco 3 SARL                                                                         | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |       814000 | PA      | $1007356.06   | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      3641995 | PA      | $916629.31    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                              | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       700000 | PA      | $821261.73    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1415523.30   | 0.01%             | 2029-06-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                   | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    161400000 | PA      | $3589861.62   | 0.03%             | 2026-08-19      | Floating      | 43.15%                | No            |                  2 | On Loan: No      |
| WEPA Hygieneprodukte GmbH                                        | WEPA Hygieneprodukte GmbH                                                                   | CUSIP: N/A<br>LEI: 529900KQ44OJDIDU6J81       | Long             | DBT              | CORP              | DE        |       742000 | PA      | $888577.87    | 0.01%             | 2031-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                             | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $236197.06    | 0.00%             | 2027-05-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Foreign Exchange GBP/USD                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         -507 | NC      | $-741209.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                               | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      1606627 | PA      | $1959299.42   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2694000 | PA      | $3794077.63   | 0.04%             | 2027-09-27      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                                        | Aviva plc                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        49380 | NS      | $418804.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Letras do Tesouro Nacional                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        82900 | PA      | $15838189.14  | 0.15%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7056000000 | PA      | $1868521.59   | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       262000 | PA      | $308882.40    | 0.00%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1181000 | PA      | $1396847.63   | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 SARL                                                    | Luna 2.5 SARL                                                                               | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       438000 | PA      | $515487.60    | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       568000 | PA      | $678745.64    | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                          | Saab AB, Class B                                                                            | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        40862 | NS      | $2480454.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                       | Boliden AB                                                                                  | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        10963 | NS      | $576274.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                       | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       160000 | PA      | $179012.56    | 0.00%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                              | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       529000 | PA      | $554392.00    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $852398.67    | 0.01%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                     | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       530000 | PA      | $645048.45    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                        | Biffa Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |       922000 | PA      | $1068836.40   | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                        | La Financiere Atalian SAS                                                                   | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      1470254 | PA      | $296113.15    | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Letras do Tesouro Nacional Treasury Bills                                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        28400 | PA      | $3586634.15   | 0.03%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $729057.89    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                    | Veon Midco BV                                                                               | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |       662000 | PA      | $643894.30    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $1043111.95   | 0.01%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                                    | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       896000 | PA      | $1050617.09   | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $1010830.01   | 0.01%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                            | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      1561200 | PA      | $1903304.10   | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       372000 | PA      | $436510.32    | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding A/S                                    | TAV Havalimanlari Holding A/S                                                               | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |       618000 | PA      | $636540.00    | 0.01%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                        | Recruit Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        34200 | NS      | $1584313.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Maya SAS                                                                                    | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1377000 | PA      | $1697843.75   | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                      | Ithaca Energy North Sea plc                                                                 | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |       794000 | PA      | $942532.61    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                       | National Bank of Greece SA                                                                  | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      1062000 | PA      | $1316546.89   | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                                       | Zalando SE                                                                                  | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |         3309 | NS      | $81732.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progroup AG                                                      | Progroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       322000 | PA      | $380222.37    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       499000 | PA      | $690707.56    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                      | Progroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       668000 | PA      | $794581.41    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       928000 | PA      | $1277569.66   | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      1505000 | PA      | $1765496.77   | 0.02%             | 2030-07-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 194200000000 | PA      | $11151395.93  | 0.11%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    479050000 | PA      | $1600212.08   | 0.02%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $713013.50    | 0.01%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                           | CD&R Firefly Bidco plc                                                                      | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      1759000 | PA      | $2464784.58   | 0.02%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                | Motion Finco SARL                                                                           | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |       471000 | PA      | $487170.65    | 0.00%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                  | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       585000 | PA      | $801175.84    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       263719 | PA      | $304046.60    | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       976716 | PA      | $1126426.55   | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SGH Ltd.                                                         | SGH Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |          550 | NS      | $15577.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $759242.17    | 0.01%             | 2029-01-16      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       541000 | PA      | $644728.42    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                               | Aramark International Finance SARL                                                          | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |       885000 | PA      | $1009199.34   | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                     | Virgin Media O2 Vendor Financing Notes V DAC                                                | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |       819000 | PA      | $992622.68    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       588000 | PA      | $701763.75    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                | Galderma Group AG                                                                           | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         1565 | NS      | $328326.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                  | OEG Finance plc                                                                             | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      2141000 | PA      | $2617605.87   | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                 | HT Troplast GmbH                                                                            | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      1459000 | PA      | $1739812.75   | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $3047828.21   | 0.03%             | 2031-03-19      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                          | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       395332 | PA      | $467142.25    | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                          | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      1894432 | PA      | $2229593.29   | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                     | ROCKWOOL A/S, Class B                                                                       | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        15529 | NS      | $452056.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        67734 | NS      | $2997351.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                          | Summer BC Holdco B SARL                                                                     | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       974000 | PA      | $995144.57    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                          | Summer BC Holdco B SARL                                                                     | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       289000 | PA      | $298776.88    | 0.00%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                 | Turkiye Varlik Fonu Yonetimi A/S                                                            | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |       429000 | PA      | $450450.00    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                   | Brazilian Real                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |      4049149 | OU      | $817712.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                               | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      1305000 | PA      | $1419362.25   | 0.01%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                               | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |       183000 | PA      | $199037.01    | 0.00%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       225000 | PA      | $315813.68    | 0.00%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                 | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       722000 | PA      | $851650.67    | 0.01%             | 2031-05-17      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                     | Ferrovial SE                                                                                | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        21803 | NS      | $1497245.36   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                       | Engineering - Ingegneria Informatica - SpA                                                  | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |       197000 | PA      | $237295.97    | 0.00%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co.                                                               | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |       713000 | PA      | $809663.85    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APCOA GmbH                                                       | APCOA GmbH                                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      1755000 | PA      | $2062130.61   | 0.02%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                             | Dynamo Newco II GmbH                                                                        | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |       890000 | PA      | $924292.07    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                                                | Medibank Pvt Ltd.                                                                           | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |         3558 | NS      | $12098.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                               | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       777000 | PA      | $917794.78    | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $613327.98    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1765245 | PA      | $2024426.99   | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      1290000 | PA      | $1465653.46   | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                | Intrum Investments & Financing AB                                                           | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      1137911 | PA      | $1342226.02   | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Topco Stapled                                                | New Topco                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        12872 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1186853.56   | 0.01%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                             | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       282000 | PA      | $390227.91    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                             | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       566000 | PA      | $673468.38    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                           | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      1009000 | PA      | $1055892.79   | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       205000 | PA      | $272544.89    | 0.00%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       363000 | PA      | $442418.25    | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                             | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       245000 | PA      | $339027.80    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Service King Midas International                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1841 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Travelport Technology Ltd.                                       | Travelport Technology Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |          246 | NS      | $268526.22    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      1350000 | PA      | $1554348.89   | 0.01%             | 2031-03-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      1075000 | PA      | $1423152.58   | 0.01%             | 2032-06-16      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      1150000 | PA      | $1323925.00   | 0.01%             | 2033-12-16      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1379000 | PA      | $1956428.19   | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |       376000 | PA      | $458892.58    | 0.00%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                    | Heimstaden AB                                                                               | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       337000 | PA      | $413024.71    | 0.00%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1539000 | PA      | $1830092.26   | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                    | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      2073000 | PA      | $2322507.96   | 0.02%             | 2030-04-22      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                       | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       864000 | PA      | $1051092.95   | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                   | Czech Republic                                                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     19640000 | PA      | $812131.94    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                      | Republic of Philippines                                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    589940000 | PA      | $9427398.58   | 0.09%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                 | Cirsa Finance International SARL                                                            | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       339000 | PA      | $396195.37    | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                               | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |       885000 | PA      | $1079267.31   | 0.01%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                   | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     43400000 | PA      | $841879.17    | 0.01%             | 2034-09-27      | Fixed         | 28.08%                | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       541000 | PA      | $632127.08    | 0.01%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                    | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      1269000 | PA      | $1482846.98   | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                    | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       396000 | PA      | $462051.85    | 0.00%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      1996000 | PA      | $2294383.59   | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                 | Cirsa Finance International SARL                                                            | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       497000 | PA      | $585070.32    | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                                                  | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      1988000 | PA      | $2333046.43   | 0.02%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                  | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |       826000 | PA      | $1122526.27   | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                  | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |       562000 | PA      | $665433.08    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1398656.81   | 0.01%             | 2034-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                      | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       325000 | PA      | $379240.80    | 0.00%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                              | King US Bidco, Inc.                                                                         | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |       783000 | PA      | $925383.06    | 0.01%             | 2032-12-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                                    | B&M European Value Retail plc                                                               | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | JE        |       587000 | PA      | $760160.59    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $485426.79    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $942831.93    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                             | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       641000 | PA      | $867802.87    | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                  | Ardagh Group SA                                                                             | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      1651000 | PA      | $1728194.23   | 0.02%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Alstria SARL                                                     | alstria SARL                                                                                | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116593.02    | 0.00%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                       | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      1171000 | PA      | $1262356.32   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1245043.13   | 0.01%             | 2029-11-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                           | Cumulus Static CLO DAC, Series 2024-1X, Class D                                             | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |       166000 | PA      | $194965.80    | 0.00%             | 2033-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                               | Pinewood Finco plc                                                                          | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      1928000 | PA      | $2594438.70   | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       558000 | PA      | $654814.84    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vault Minerals Ltd.                                              | Vault Minerals Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |        14298 | NS      | $47701.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   9665000000 | PA      | $10914963.42  | 0.10%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    278630000 | PA      | $912240.64    | 0.01%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                          | Titanium 2l Bondco SARL                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |      2952100 | PA      | $522219.64    | 0.00%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                  | AGL Energy Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |        42849 | NS      | $296899.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      1043000 | PA      | $1187410.07   | 0.01%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        75974 | NS      | $2542115.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       614000 | PA      | $714986.56    | 0.01%             | 2035-07-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                             | Bulgaria Government Bond                                                                    | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       732000 | PA      | $712184.76    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                      | Reckitt Benckiser Group plc                                                                 | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        15480 | NS      | $984971.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                                  | Fincantieri SpA                                                                             | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |        35084 | NS      | $493406.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                            | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       143000 | PA      | $167614.53    | 0.00%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1990000 | PA      | $2245176.51   | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                          | Almaviva-The Italian Innovation Co. SpA                                                     | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      1600000 | PA      | $1802028.41   | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1327000 | PA      | $1564925.99   | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TDC Brands A/S                                                   | TDC Brands A/S                                                                              | CUSIP: N/A<br>LEI: 5493003B50SM3XIJDQ79       | Long             | DBT              | CORP              | DK        |       808000 | PA      | $949674.64    | 0.01%             | 2031-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                     | Unibail-Rodamco-Westfield SE                                                                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1512531.07   | 0.01%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                         | Iliad SA                                                                                    | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1278702.40   | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      1109000 | PA      | $1343866.11   | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       550000 | PA      | $675317.00    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                   | Edge Finco plc                                                                              | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      2640000 | PA      | $3688294.90   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                   | Keppel DC REIT                                                                              | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |      1242360 | NS      | $2299278.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      1148000 | PA      | $1360701.08   | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                                       | DigiCo Infrastructure REIT                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       611781 | NS      | $1071147.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                          | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      2065292 | PA      | $2766100.32   | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |         1507 | NS      | $121605.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Group ApS                                                    | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |       174000 | PA      | $195026.11    | 0.00%             | 2031-02-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     23350000 | PA      | $5252431.27   | 0.05%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                         | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       623000 | PA      | $699315.24    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                            | BNP Paribas Cardif SA                                                                       | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3260850.38   | 0.03%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       844200 | PA      | $4448934.24   | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | Anglo American plc                                                                          | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        26544 | NS      | $1313529.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                        | Bank of Ireland Group plc                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       400000 | PA      | $477675.55    | 0.00%             | 2032-03-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                    | Arena Luxembourg Finance SARL                                                               | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |       463000 | PA      | $545027.88    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                    | Heimstaden AB                                                                               | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       250000 | PA      | $297457.64    | 0.00%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        13117 | NS      | $5345177.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       653446 | NS      | $17847324.01  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                        | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      2694000 | PA      | $2921927.48   | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                   | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |       600000 | PA      | $698908.57    | 0.01%             | 2086-04-29      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                          | Garfunkelux Holdco 4 SA                                                                     | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |       190206 | PA      | $111.61       | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1526976.87   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                            | Lottomatica Group Spa                                                                       | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       320000 | PA      | $376082.89    | 0.00%             | 2032-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       509000 | PA      | $601868.26    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                       | Sobha Sukuk I Holding Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |       317000 | PA      | $296712.00    | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                         | Itelyum Regeneration SpA                                                                    | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |       544000 | PA      | $643366.67    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                 | Maxam Prill SARL                                                                            | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      2765000 | PA      | $3277132.73   | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                           | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       206000 | PA      | $241990.76    | 0.00%             | 2032-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                              | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       600000 | PA      | $709460.16    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                                  | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       225000 | PA      | $264866.30    | 0.00%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                       | Vonovia SE, Series B                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $564247.51    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                            | Lottomatica Group SpA                                                                       | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       862000 | PA      | $1025733.61   | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                            | Fortune Star BVI Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       490000 | PA      | $547484.25    | 0.01%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                                  | Piraeus Bank SA                                                                             | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      1366000 | PA      | $1573622.27   | 0.01%             | 2032-10-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                        | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |       562000 | PA      | $522001.13    | 0.00%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       597000 | PA      | $608730.77    | 0.01%             | 2062-10-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     33717333 | PA      | $2061349.51   | 0.02%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                        | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |       729000 | PA      | $713777.95    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       615000 | PA      | $640215.00    | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     40280000 | PA      | $10512965.54  | 0.10%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                     | Carnival plc                                                                                | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |       345000 | PA      | $397809.42    | 0.00%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                           | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      1227000 | PA      | $1432490.70   | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                                                   | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |         5721 | NS      | $195152.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |       900000 | PA      | $1022239.82   | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                              | FIS Fabbrica Italiana Sintetici SpA                                                         | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |       611000 | PA      | $715873.44    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                    | Modernland Overseas Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      1075021 | PA      | $349919.34    | 0.00%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                   | Deepocean Ltd.                                                                              | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |      1478000 | PA      | $1773891.98   | 0.02%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                   | Opal Bidco SAS                                                                              | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |       535000 | PA      | $634992.99    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                              | Sunrise FinCo. I BV                                                                         | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      1055000 | PA      | $1225659.52   | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                            | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       630000 | PA      | $727140.51    | 0.01%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       253000 | PA      | $293991.39    | 0.00%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                   | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       214000 | PA      | $240346.15    | 0.00%             | 2032-07-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                     | Currenta Group Holdings SARL                                                                | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       779000 | PA      | $919691.72    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       659000 | PA      | $773890.64    | 0.01%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       955000 | PA      | $1114856.66   | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1944000 | PA      | $2188500.53   | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                          | VZ Secured Financing BV                                                                     | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      2972000 | PA      | $3312827.01   | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                      | Clariane SE                                                                                 | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1370075.19   | 0.01%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                             | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       221000 | PA      | $260836.37    | 0.00%             | 2032-06-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                             | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      1211000 | PA      | $1426675.82   | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 104212000000 | PA      | $5809645.01   | 0.06%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   9309900000 | PA      | $2415974.95   | 0.02%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       135000 | PA      | $138904.65    | 0.00%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1007000 | PA      | $1160662.73   | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1189000 | PA      | $1360893.03   | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       613000 | PA      | $710845.06    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $479660.90    | 0.00%             | 2030-06-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Kongsberg Maritime A/S                                           | Kongsberg Maritime A/S                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |        75974 | NS      | $497926.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maison Finco plc                                                 | Maison Finco plc                                                                            | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |       576000 | PA      | $741857.86    | 0.01%             | 2032-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                          | Garfunkelux Holdco 3 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      1865450 | PA      | $2199467.84   | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       343000 | PA      | $395895.52    | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                           | Froneri Lux FinCo SARL                                                                      | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      2545000 | PA      | $2892822.14   | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                        | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       894000 | PA      | $1032393.92   | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPAO Varlik Kiralama ASA                                         | TPAO Varlik Kiralama ASA                                                                    | CUSIP: N/A<br>LEI: 789000L95BI6V730WX84       | Long             | DBT              | CORP              | TR        |       335000 | PA      | $329556.25    | 0.00%             | 2031-03-04      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |       400000 | PA      | $482016.20    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      1703000 | PA      | $2020145.73   | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                               | Alexandrite Lake Lux Holdings SARL                                                          | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      1002000 | PA      | $1155352.60   | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       237500 | PA      | $1131930.70   | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  10321700000 | PA      | $2591410.54   | 0.02%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       828000 | PA      | $920459.95    | 0.01%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                          | Italmatch Chemicals SpA                                                                     | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |       569000 | PA      | $661252.35    | 0.01%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        28530 | NS      | $1663730.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       409000 | PA      | $482082.15    | 0.00%             | 2033-04-30      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       212000 | PA      | $248286.47    | 0.00%             | 2032-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $453579.66    | 0.00%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       295481 | PA      | $298556.96    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA                                                                                    | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       600000 | PA      | $701556.33    | 0.01%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.                                   | Sunbelt Rentals Holdings, Inc.                                                              | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |         5499 | NS      | $413326.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                            | Gruppo San Donato SpA                                                                       | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      1041000 | PA      | $1220242.44   | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Federative Republic of Brazil                                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       522000 | PA      | $610807.36    | 0.01%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       535000 | PA      | $635189.67    | 0.01%             | 2032-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       505000 | PA      | $597682.04    | 0.01%             | 2030-04-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                                       | CK Hutchison Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       776500 | NS      | $6483921.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean plc                                                     | Energean plc                                                                                | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      1238000 | PA      | $1430888.40   | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spirax Group plc                                                 | Spirax Group plc                                                                            | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |          351 | NS      | $34256.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                              | Sword Purchaser LLC                                                                         | CUSIP: N/A<br>LEI: 254900S0VY2QTAITBR94       | Long             | DBT              | CORP              | US        |       713000 | PA      | $844643.73    | 0.01%             | 2033-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                     | South32 Ltd.                                                                                | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |        45301 | NS      | $134251.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      6374215 | PA      | $1725793.16   | 0.02%             | 2031-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       111000 | PA      | $132134.28    | 0.00%             | 2031-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |         1063 | NS      | $35783.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                         | Tryg A/S                                                                                    | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        23633 | NS      | $567867.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB, Class A                                                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       155343 | NS      | $2207413.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         8337 | NS      | $1217452.11   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Newco                                                    | Veritas Newco                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         2876 | NS      | $55366.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                    | Veritas Newco, Series G-1                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1987 | NS      | $38242.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                              | Aimbridge Topco LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         8082 | NS      | $323280.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Duke Energy Kentucky, Inc.                                       | Duke Energy Kentucky, Inc.                                                                  | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |      2980000 | PA      | $3017250.00   | 0.03%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| Altice France Lux 3                                              | Altice France Lux 3                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        44357 | NS      | $903233.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stripe, Inc.                                                     | Stripe, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3465000.00   | 0.03%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| Fortrex Holdings LLC                                             | Fortrex Holdings LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         7924 | NS      | $213948.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED SITE SERVICES                                             | UNITED SITE SERVICES                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        52335 | NS      | $379428.75    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.                        | Group Laboratories South Africa Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |       376000 | PA      | $193640.00    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.                        | Group Laboratories South Africa Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |       414000 | PA      | $213210.00    | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.                        | Group Laboratories South Africa Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |       325000 | PA      | $167375.00    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| New Knoxville Local School District                              | New Knoxville Local School District                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       206902 | NS      | $279255.11    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CyberArk Software, Inc.                                          | CyberArk Software, Inc.                                                                     | CUSIP: N/A<br>LEI: 2549006DYHAFRZEQD459       | Long             | EC               | CORP              | US        |          608 | NS      | $27360.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Analog Devices, Inc.                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         4082 | NS      | $1396095.47   | 0.01%             | 2026-05-05      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | AMETEK, Inc.                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        16518 | NS      | $3850123.44   | 0.04%             | 2026-05-05      | Fixed         | 16.31%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Arista Networks, Inc.                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         8102 | NS      | $1192729.73   | 0.01%             | 2026-05-05      | Fixed         | 30.27%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Broadcom, Inc.                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        24349 | NS      | $8722847.71   | 0.08%             | 2026-05-05      | Fixed         | 30.49%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Salesforce, Inc.                                                                            | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         7505 | NS      | $1329241.05   | 0.01%             | 2026-05-05      | Fixed         | 22.62%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Home Depot, Inc. (The)                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        33193 | NS      | $10939878.96  | 0.10%             | 2026-05-05      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Intuit, Inc.                                                                                | CUSIP: 06370D787<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         2015 | NS      | $785803.62    | 0.01%             | 2026-05-05      | Fixed         | 23.74%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Oracle Corp.                                                                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        12288 | NS      | $1992892.61   | 0.02%             | 2026-05-05      | Fixed         | 43.42%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | O'Reilly Automotive, Inc.                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        95281 | NS      | $9448904.73   | 0.09%             | 2026-05-05      | Fixed         | 19.51%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Simon Property Group, Inc.                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        14538 | NS      | $2922571.26   | 0.03%             | 2026-05-05      | Fixed         | 19.92%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | UDR, Inc.                                                                                   | CUSIP: 06370D795<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        67160 | NS      | $2447964.12   | 0.02%             | 2026-05-05      | Fixed         | 23.27%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Verizon Communications, Inc.                                                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        65030 | NS      | $3134236.77   | 0.03%             | 2026-05-05      | Fixed         | 25.40%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Oracle Corp.                                                                                | CUSIP: 06370F246<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        13042 | NS      | $2088776.96   | 0.02%             | 2026-05-12      | Fixed         | 44.28%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | ABB Ltd.                                                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        52882 | NS      | $4835487.77   | 0.05%             | 2026-05-06      | Fixed         | 23.63%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | DTE Energy Co.                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       128725 | NS      | $4192717.32   | 0.04%             | 2026-05-06      | Fixed         | 34.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | AutoZone, Inc.                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |          912 | NS      | $3387806.06   | 0.03%             | 2026-05-08      | Fixed         | 17.90%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Baker Hughes Co., Series 000r                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        96769 | NS      | $6182141.18   | 0.06%             | 2026-05-08      | Fixed         | 22.88%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Berkshire Hathaway, Inc.                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         7835 | NS      | $3718086.71   | 0.04%             | 2026-05-08      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Citigroup, Inc.                                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        72237 | NS      | $8527749.75   | 0.08%             | 2026-05-08      | Fixed         | 22.05%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Fastenal Co.                                                                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       173642 | NS      | $7838916.13   | 0.07%             | 2026-05-08      | Fixed         | 20.44%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | FirstEnergy Corp.                                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        24918 | NS      | $1187065.97   | 0.01%             | 2026-05-08      | Fixed         | 11.47%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Alphabet, Inc., Series DM4e                                                                 | CUSIP: 61780B541<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        41711 | NS      | $13946060.09  | 0.13%             | 2026-05-08      | Fixed         | 18.08%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | International Business Machines Corp.                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         7060 | NS      | $1638877.46   | 0.02%             | 2026-05-08      | Fixed         | 21.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Intel Corp.                                                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        34108 | NS      | $1908913.15   | 0.02%             | 2026-05-08      | Fixed         | 33.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Otis Worldwide Corp.                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        72090 | NS      | $5630529.75   | 0.05%             | 2026-05-08      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Palo Alto Networks, Inc.                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         5852 | NS      | $1024581.85   | 0.01%             | 2026-05-08      | Fixed         | 20.07%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Keurig Dr Pepper, Inc.                                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        96500 | NS      | $2734609.41   | 0.03%             | 2026-05-04      | Fixed         | 24.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Medtronic plc                                                                               | CUSIP: 06370F337<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        69100 | NS      | $5604746.22   | 0.05%             | 2026-05-04      | Fixed         | 17.87%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | SS&C Technologies Holdings, Inc.                                                            | CUSIP: 06370F345<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        69300 | NS      | $4819379.27   | 0.05%             | 2026-05-07      | Fixed         | 17.75%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Texas Instruments, Inc.                                                                     | CUSIP: 06370F352<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        31200 | NS      | $6400874.36   | 0.06%             | 2026-05-07      | Fixed         | 27.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Textron, Inc.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        19200 | NS      | $1845618.80   | 0.02%             | 2026-05-04      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Verizon Communications, Inc.                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        40000 | NS      | $1926046.84   | 0.02%             | 2026-05-04      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Apple, Inc.                                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        59032 | NS      | $15509868.38  | 0.15%             | 2026-05-05      | Fixed         | 18.18%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Fastenal Co.                                                                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       173137 | NS      | $7840236.13   | 0.07%             | 2026-05-15      | Fixed         | 20.73%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | FirstEnergy Corp.                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        24562 | NS      | $1163574.71   | 0.01%             | 2026-05-15      | Fixed         | 14.63%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Intel Corp.                                                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        34816 | NS      | $1852359.01   | 0.02%             | 2026-05-15      | Fixed         | 34.75%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Meta Platforms, Inc.                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        17187 | NS      | $10543543.04  | 0.10%             | 2026-05-05      | Fixed         | 22.22%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | O'Reilly Automotive, Inc.                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        97733 | NS      | $9535712.50   | 0.09%             | 2026-05-12      | Fixed         | 14.97%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Otis Worldwide Corp.                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        69885 | NS      | $5468925.51   | 0.05%             | 2026-05-15      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Safran SA                                                                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        12302 | NS      | $3954740.29   | 0.04%             | 2026-05-06      | Fixed         | 18.32%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Costco Wholesale Corp.                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        11048 | NS      | $11209162.73  | 0.11%             | 2026-05-08      | Fixed         | 13.57%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Home Depot, Inc. (The)                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        32613 | NS      | $10776971.66  | 0.10%             | 2026-05-12      | Fixed         | 15.60%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Mastercard, Inc., Series GMTT                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         6276 | NS      | $3172927.41   | 0.03%             | 2026-05-12      | Fixed         | 19.66%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | McKesson Corp., Series ETHD                                                                 | CUSIP: 61780B558<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         8307 | NS      | $6811878.35   | 0.06%             | 2026-05-12      | Fixed         | 15.55%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Nordson Corp.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        21476 | NS      | $6011118.67   | 0.06%             | 2026-05-12      | Fixed         | 16.87%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Omnicom Group, Inc.                                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        50840 | NS      | $3922657.73   | 0.04%             | 2026-05-12      | Fixed         | 17.79%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Tesla, Inc.                                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         1928 | NS      | $739867.53    | 0.01%             | 2026-05-12      | Fixed         | 19.63%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Walmart, Inc.                                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        71556 | NS      | $9353202.16   | 0.09%             | 2026-05-12      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Exxon Mobil Corp.                                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        41767 | NS      | $6458816.27   | 0.06%             | 2026-05-12      | Fixed         | 14.64%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Crown Castle, Inc.                                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        15600 | NS      | $1387882.33   | 0.01%             | 2026-05-07      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Carlyle Group, Inc. (The), Series 121Z                                                      | CUSIP: 61780B574<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        39600 | NS      | $1984453.71   | 0.02%             | 2026-05-07      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | CNH Industrial NV, Series 121X                                                              | CUSIP: 61780B590<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       108500 | NS      | $1164601.63   | 0.01%             | 2026-05-07      | Fixed         | 14.29%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Chevron Corp.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        21800 | NS      | $4226442.63   | 0.04%             | 2026-05-07      | Fixed         | 19.61%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        51800 | NS      | $5231583.83   | 0.05%             | 2026-05-07      | Fixed         | 21.29%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Lockheed Martin Corp., Series 001c                                                          | CUSIP: 61780B582<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         2900 | NS      | $1513128.14   | 0.01%             | 2026-05-11      | Fixed         | 19.78%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Lamb Weston Holdings, Inc., Series 121Y                                                     | CUSIP: 61780B566<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        37700 | NS      | $1648640.58   | 0.02%             | 2026-05-07      | Fixed         | 25.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | STAG Industrial, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        49600 | NS      | $1921797.66   | 0.02%             | 2026-05-11      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | BP plc                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       908400 | NS      | $7255302.89   | 0.07%             | 2026-05-11      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Rentokil Initial plc, Series GMUI                                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       758200 | NS      | $4987419.38   | 0.05%             | 2026-05-11      | Fixed         | 35.65%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Smurfit WestRock plc, Series GMUJ                                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        32700 | NS      | $1669352.86   | 0.02%             | 2026-05-11      | Fixed         | 22.22%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Apple, Inc.                                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        58769 | NS      | $15310291.31  | 0.15%             | 2026-05-12      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Avery Dennison Corp.                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        23505 | NS      | $3863493.92   | 0.04%             | 2026-05-12      | Fixed         | 16.82%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Bank of America Corp.                                                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        65252 | NS      | $3268860.19   | 0.03%             | 2026-05-13      | Fixed         | 17.69%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Cencora, Inc.                                                                               | CUSIP: 06370F360<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        26849 | NS      | $8316810.71   | 0.08%             | 2026-05-13      | Fixed         | 16.26%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | HCA Healthcare, Inc.                                                                        | CUSIP: 06370F378<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        16167 | NS      | $7083590.75   | 0.07%             | 2026-05-13      | Fixed         | 20.53%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Hartford Insurance Group, Inc. (The)                                                        | CUSIP: 06370F386<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        59050 | NS      | $8072354.51   | 0.08%             | 2026-05-13      | Fixed         | 13.71%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | McKesson Corp.                                                                              | CUSIP: 06370F394<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         8457 | NS      | $6954595.57   | 0.07%             | 2026-05-19      | Fixed         | 16.80%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Microsoft Corp.                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        28858 | NS      | $11611738.09  | 0.11%             | 2026-05-13      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Nordson Corp.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        22022 | NS      | $6053500.63   | 0.06%             | 2026-05-19      | Fixed         | 14.03%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | NVIDIA Corp.                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        94835 | NS      | $17549466.47  | 0.17%             | 2026-05-13      | Fixed         | 22.04%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Omnicom Group, Inc.                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        51656 | NS      | $3973585.03   | 0.04%             | 2026-05-19      | Fixed         | 20.71%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Rollins, Inc.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       134044 | NS      | $7400998.89   | 0.07%             | 2026-05-13      | Fixed         | 15.46%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Apple, Inc.                                                                                 | CUSIP: 06370F402<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        58338 | NS      | $15241253.14  | 0.14%             | 2026-05-19      | Fixed         | 16.66%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Accenture plc                                                                               | CUSIP: 06370F410<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         4860 | NS      | $877113.15    | 0.01%             | 2026-05-13      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Applied Materials, Inc.                                                                     | CUSIP: 06370F428<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         6461 | NS      | $2471263.08   | 0.02%             | 2026-05-13      | Fixed         | 31.76%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Amphenol Corp.                                                                              | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |        10326 | NS      | $1464046.30   | 0.01%             | 2026-05-13      | Fixed         | 33.11%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Broadcom, Inc.                                                                              | CUSIP: 06370F436<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        36554 | NS      | $12815667.97  | 0.12%             | 2026-05-13      | Fixed         | 26.74%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of America Corp.                                                                       | CUSIP: 06370F444<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        64884 | NS      | $3270992.17   | 0.03%             | 2026-05-20      | Fixed         | 16.48%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Costco Wholesale Corp.                                                                      | CUSIP: 06370F451<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        11172 | NS      | $11143805.67  | 0.11%             | 2026-05-15      | Fixed         | 14.29%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Ecolab, Inc.                                                                                | CUSIP: 06370F469<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         6791 | NS      | $1776924.41   | 0.02%             | 2026-05-13      | Fixed         | 16.53%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Essex Property Trust, Inc.                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        12408 | NS      | $3088078.85   | 0.03%             | 2026-05-15      | Fixed         | 26.16%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | GE HealthCare Technologies, Inc.                                                            | CUSIP: 06370F477<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        18175 | NS      | $1118628.40   | 0.01%             | 2026-05-15      | Fixed         | 23.43%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Alphabet, Inc.                                                                              | CUSIP: 06370F485<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        42690 | NS      | $13818693.91  | 0.13%             | 2026-05-15      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | HCA Healthcare, Inc.                                                                        | CUSIP: 06370F592<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        15829 | NS      | $6964162.54   | 0.07%             | 2026-05-20      | Fixed         | 19.77%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Mastercard, Inc.                                                                            | CUSIP: 06370F600<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         6335 | NS      | $3197246.31   | 0.03%             | 2026-05-19      | Fixed         | 17.49%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Meta Platforms, Inc.                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        16567 | NS      | $10150214.76  | 0.10%             | 2026-05-15      | Fixed         | 22.54%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Microsoft Corp.                                                                             | CUSIP: 06370F618<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        28556 | NS      | $11418806.60  | 0.11%             | 2026-05-20      | Fixed         | 16.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Tesla, Inc.                                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         1927 | NS      | $738061.45    | 0.01%             | 2026-05-19      | Fixed         | 20.62%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Universal Health Services, Inc.                                                             | CUSIP: 06370F626<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        22112 | NS      | $3760326.70   | 0.04%             | 2026-05-15      | Fixed         | 22.86%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Vertex Pharmaceuticals, Inc.                                                                | CUSIP: 06370F634<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         2462 | NS      | $1057097.50   | 0.01%             | 2026-05-15      | Fixed         | 20.98%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        39800 | NS      | $3931852.63   | 0.04%             | 2026-05-14      | Fixed         | 20.87%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series EmTO                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         7600 | NS      | $1450003.42   | 0.01%             | 2026-05-14      | Fixed         | 29.65%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series EmTP                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        11400 | NS      | $3603459.09   | 0.03%             | 2026-05-14      | Fixed         | 27.37%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         6700 | NS      | $2167618.33   | 0.02%             | 2026-05-14      | Fixed         | 21.79%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        38100 | NS      | $1394736.80   | 0.01%             | 2026-05-14      | Fixed         | 16.59%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        14800 | NS      | $1824376.07   | 0.02%             | 2026-05-14      | Fixed         | 33.85%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        15750 | NS      | $3068933.08   | 0.03%             | 2026-05-15      | Fixed         | 22.18%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMTY                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         2156 | NS      | $2179546.23   | 0.02%             | 2026-05-19      | Fixed         | 28.16%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        42405 | NS      | $13393420.15  | 0.13%             | 2026-05-22      | Fixed         | 16.17%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EMTA                                                       | CUSIP: 61780B608<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        10499 | NS      | $2633813.22   | 0.02%             | 2026-05-19      | Fixed         | 38.14%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMTa                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         9403 | NS      | $4128014.15   | 0.04%             | 2026-05-19      | Fixed         | 30.72%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        21470 | NS      | $6010254.68   | 0.06%             | 2026-05-27      | Fixed         | 12.30%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        16013 | NS      | $2254347.91   | 0.02%             | 2026-05-19      | Fixed         | 29.93%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        67835 | NS      | $3748846.13   | 0.04%             | 2026-05-19      | Fixed         | 23.27%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMTZ                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        57466 | NS      | $7759490.11   | 0.07%             | 2026-05-19      | Fixed         | 23.96%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        23260 | NS      | $6838940.91   | 0.06%             | 2026-05-20      | Fixed         | 25.72%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series 000i                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        13200 | NS      | $4217443.55   | 0.04%             | 2026-05-20      | Fixed         | 15.62%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        42517 | NS      | $6576967.90   | 0.06%             | 2026-05-20      | Fixed         | 20.77%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMUT                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        44400 | NS      | $10022939.11  | 0.10%             | 2026-05-18      | Fixed         | 20.60%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        27700 | NS      | $4154022.14   | 0.04%             | 2026-05-14      | Fixed         | 21.98%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |        17000 | NS      | $1469931.65   | 0.01%             | 2026-05-18      | Fixed         | 20.52%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EmUJ                                                       | CUSIP: 61780B616<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         6816 | NS      | $9556261.32   | 0.09%             | 2026-05-20      | Fixed         | 34.06%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        52760 | NS      | $9932405.64   | 0.09%             | 2026-05-20      | Fixed         | 18.28%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       118641 | NS      | $9953108.77   | 0.09%             | 2026-05-20      | Fixed         | 28.48%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        16908 | NS      | $8407411.28   | 0.08%             | 2026-05-20      | Fixed         | 15.58%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B624<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         9064 | NS      | $3725013.44   | 0.04%             | 2026-05-27      | Fixed         | 36.33%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       204963 | NS      | $3514173.51   | 0.03%             | 2026-05-20      | Fixed         | 30.89%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EmUI                                                       | CUSIP: 61780B632<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        95147 | NS      | $17142573.13  | 0.16%             | 2026-05-20      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        66640 | NS      | $9923670.48   | 0.09%             | 2026-05-22      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        16794 | NS      | $2354200.71   | 0.02%             | 2026-05-27      | Fixed         | 31.21%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       508459 | NS      | $5796288.01   | 0.05%             | 2026-05-22      | Fixed         | 34.97%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series 4Lfh                                                       | CUSIP: 61780B640<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        37312 | NS      | $6265618.26   | 0.06%             | 2026-05-22      | Fixed         | 39.72%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        69456 | NS      | $3906910.85   | 0.04%             | 2026-05-27      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        13763 | NS      | $4309610.18   | 0.04%             | 2026-05-29      | Fixed         | 17.36%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        71130 | NS      | $9076846.76   | 0.09%             | 2026-05-21      | Fixed         | 18.33%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F642<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         4978 | NS      | $903389.37    | 0.01%             | 2026-05-27      | Fixed         | 23.07%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F659<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         6597 | NS      | $2457611.28   | 0.02%             | 2026-05-27      | Fixed         | 30.16%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        10633 | NS      | $1484821.41   | 0.01%             | 2026-05-27      | Fixed         | 27.05%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F667<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        19308 | NS      | $1197659.08   | 0.01%             | 2026-05-27      | Fixed         | 23.11%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         2298 | NS      | $2209361.48   | 0.02%             | 2026-05-27      | Fixed         | 30.24%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F675<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        10455 | NS      | $2521525.68   | 0.02%             | 2026-05-27      | Fixed         | 33.39%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         2549 | NS      | $1091588.87   | 0.01%             | 2026-05-27      | Fixed         | 15.82%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         3127 | NS      | $767592.15    | 0.01%             | 2026-05-22      | Fixed         | 21.73%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B657<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        94464 | NS      | $7030353.21   | 0.07%             | 2036-05-22      | Fixed         | 24.67%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        94735 | NS      | $16849984.66  | 0.16%             | 2026-05-29      | Fixed         | 25.81%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series 4Leq                                                       | CUSIP: 61780B665<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       101736 | NS      | $9286175.35   | 0.09%             | 2026-05-22      | Fixed         | 24.34%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series 4Leo                                                       | CUSIP: 61780B673<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         2043 | NS      | $993721.53    | 0.01%             | 2026-05-22      | Fixed         | 23.05%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series 4Lep                                                       | CUSIP: 61780B681<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        17424 | NS      | $3410019.52   | 0.03%             | 2026-05-22      | Fixed         | 35.28%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        77035 | NS      | $4554178.60   | 0.04%             | 2026-05-22      | Fixed         | 23.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         3200 | NS      | $6312108.44   | 0.06%             | 2026-05-21      | Fixed         | 20.82%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        12800 | NS      | $4219689.09   | 0.04%             | 2026-05-18      | Fixed         | 14.84%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        62600 | NS      | $6905887.63   | 0.07%             | 2026-05-21      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        40200 | NS      | $4355120.12   | 0.04%             | 2026-05-26      | Floating      | 22.60%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        24900 | NS      | $8520049.15   | 0.08%             | 2026-05-26      | Fixed         | 32.14%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series 00IT                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        12141 | NS      | $2874149.18   | 0.03%             | 2026-05-22      | Fixed         | 33.67%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series CCzi                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        51204 | NS      | $9767393.67   | 0.09%             | 2026-05-27      | Fixed         | 26.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F683<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         1793 | NS      | $758356.01    | 0.01%             | 2026-05-29      | Fixed         | 19.79%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series GMVU                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         1728 | NS      | $937967.18    | 0.01%             | 2026-05-29      | Fixed         | 22.89%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series Emtu                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        19300 | NS      | $1444842.26   | 0.01%             | 2026-05-21      | Fixed         | 19.23%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        13400 | NS      | $2796615.47   | 0.03%             | 2026-05-21      | Fixed         | 23.14%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        49600 | NS      | $5807718.83   | 0.06%             | 2026-05-26      | Fixed         | 22.61%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        22500 | NS      | $8834380.62   | 0.08%             | 2026-05-28      | Fixed         | 20.99%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        12457 | NS      | $3119350.32   | 0.03%             | 2026-06-02      | Fixed         | 29.72%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series GMVW                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        39156 | NS      | $9004283.70   | 0.09%             | 2026-05-29      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series GMVV                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         8905 | NS      | $12420148.63  | 0.12%             | 2026-05-29      | Fixed         | 30.28%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        54120 | NS      | $10261587.08  | 0.10%             | 2026-05-29      | Fixed         | 15.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        93655 | NS      | $7199527.51   | 0.07%             | 2026-06-02      | Fixed         | 20.30%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        19575 | NS      | $2103653.92   | 0.02%             | 2026-05-29      | Fixed         | 18.44%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       116834 | NS      | $10198483.75  | 0.10%             | 2026-05-29      | Fixed         | 31.17%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        16769 | NS      | $8376254.24   | 0.08%             | 2026-05-29      | Fixed         | 13.24%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        65853 | NS      | $9845198.33   | 0.09%             | 2026-06-02      | Fixed         | 14.02%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       101208 | NS      | $9231324.96   | 0.09%             | 2026-05-29      | Fixed         | 22.47%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        17083 | NS      | $3329841.61   | 0.03%             | 2026-06-02      | Fixed         | 18.60%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         6400 | NS      | $2424110.86   | 0.02%             | 2026-06-04      | Fixed         | 27.97%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMUB                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        25900 | NS      | $5077222.21   | 0.05%             | 2026-05-28      | Fixed         | 19.03%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       119500 | NS      | $5538629.89   | 0.05%             | 2026-06-04      | Fixed         | 19.15%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMUA                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        29000 | NS      | $2708826.17   | 0.03%             | 2026-05-28      | Fixed         | 25.55%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        15700 | NS      | $3633852.56   | 0.03%             | 2026-05-28      | Fixed         | 17.21%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        10800 | NS      | $1502188.12   | 0.01%             | 2026-05-26      | Fixed         | 24.08%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMSc                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        13100 | NS      | $2064627.83   | 0.02%             | 2026-05-26      | Fixed         | 19.39%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        12760 | NS      | $5730407.55   | 0.05%             | 2026-06-05      | Fixed         | 36.44%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        23412 | NS      | $4806016.06   | 0.05%             | 2026-06-05      | Fixed         | 28.16%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       222507 | NS      | $5244115.81   | 0.05%             | 2026-06-05      | Fixed         | 9.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         8060 | NS      | $4379039.47   | 0.04%             | 2026-06-05      | Fixed         | 26.43%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        90147 | NS      | $9208492.29   | 0.09%             | 2026-06-05      | Fixed         | 29.93%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        24445 | NS      | $9938762.09   | 0.09%             | 2026-06-05      | Fixed         | 10.54%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        23634 | NS      | $6714396.13   | 0.06%             | 2026-06-05      | Fixed         | 16.53%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        17206 | NS      | $5335410.87   | 0.05%             | 2026-06-05      | Fixed         | 25.69%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        74327 | NS      | $6866444.38   | 0.07%             | 2026-06-05      | Fixed         | 12.30%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |         8100 | NS      | $2431557.51   | 0.02%             | 2026-06-01      | Fixed         | 20.62%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        35800 | NS      | $2143021.76   | 0.02%             | 2026-06-01      | Fixed         | 34.69%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        12900 | NS      | $2233283.00   | 0.02%             | 2026-06-01      | Fixed         | 20.58%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        46100 | NS      | $1855155.97   | 0.02%             | 2026-06-01      | Fixed         | 34.04%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        23700 | NS      | $5329715.45   | 0.05%             | 2026-06-01      | Fixed         | 35.77%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        38900 | NS      | $5136081.95   | 0.05%             | 2026-06-01      | Fixed         | 34.40%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        56700 | NS      | $3707480.74   | 0.04%             | 2026-06-04      | Fixed         | 25.20%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       109100 | NS      | $2996581.41   | 0.03%             | 2026-06-04      | Fixed         | 23.82%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        25400 | NS      | $1110912.04   | 0.01%             | 2026-06-01      | Fixed         | 22.44%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         6900 | NS      | $1612423.53   | 0.02%             | 2026-06-04      | Fixed         | 28.92%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |         4900 | NS      | $1855334.27   | 0.02%             | 2026-06-04      | Fixed         | 37.07%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        13654 | NS      | $2347817.57   | 0.02%             | 2026-05-29      | Fixed         | 38.63%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |         7034 | NS      | $2422782.25   | 0.02%             | 2026-06-02      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        41339 | NS      | $14027657.12  | 0.13%             | 2026-06-02      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |         1035 | NS      | $1823874.79   | 0.02%             | 2026-06-02      | Fixed         | 32.59%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                    | HSBC Bank plc, Series 004m                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        27663 | NS      | $10862517.23  | 0.10%             | 2026-06-09      | Fixed         | 19.46%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       486106 | NS      | $5916921.21   | 0.06%             | 2026-06-02      | Fixed         | 30.66%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        35650 | NS      | $5996015.31   | 0.06%             | 2026-06-02      | Fixed         | 39.96%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        55936 | NS      | $8151366.74   | 0.08%             | 2026-06-02      | Fixed         | 17.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        74664 | NS      | $4384933.70   | 0.04%             | 2026-06-02      | Fixed         | 19.49%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         2912 | NS      | $711650.88    | 0.01%             | 2026-06-02      | Fixed         | 20.73%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        38667 | NS      | $9804867.11   | 0.09%             | 2026-06-09      | Floating      | 21.40%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         1746 | NS      | $769754.29    | 0.01%             | 2026-06-03      | Fixed         | 21.90%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         6406 | NS      | $9377254.99   | 0.09%             | 2026-06-09      | Fixed         | 28.09%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         7013 | NS      | $1219605.02   | 0.01%             | 2026-06-06      | Fixed         | 27.98%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         1655 | NS      | $707783.85    | 0.01%             | 2026-06-03      | Fixed         | 23.35%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         6860 | NS      | $2377742.21   | 0.02%             | 2026-06-09      | Fixed         | 20.08%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       257752 | NS      | $4640654.12   | 0.04%             | 2026-06-03      | Fixed         | 23.57%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        16501 | NS      | $3234762.89   | 0.03%             | 2026-06-09      | Fixed         | 18.89%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        21815 | NS      | $3742845.90   | 0.04%             | 2026-06-03      | Fixed         | 23.56%                | No            |                  2 | On Loan: No      |
| Project Power Buyer LLC                                          | Project Power Buyer LLC                                                                     | CUSIP: N/A<br>LEI: 254900A2E2V4ARWDQV76       | Long             | DBT              | CORP              | US        |      5743000 | PA      | $5753241.26   | 0.05%             | 2031-05-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Project Power Buyer LLC                                          | Project Power Buyer LLC                                                                     | CUSIP: N/A<br>LEI: 254900A2E2V4ARWDQV76       | Long             | DBT              | CORP              | US        |     10337000 | PA      | $10350453.09  | 0.10%             | 2033-05-01      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         5000 | NS      | $1028333.67   | 0.01%             | 2026-06-08      | Fixed         | 32.63%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       119200 | NS      | $6951677.75   | 0.07%             | 2026-06-08      | Fixed         | 13.56%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series EMTU                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        11800 | NS      | $2746515.81   | 0.03%             | 2026-06-08      | Fixed         | 32.34%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        52991 | NS      | $5110661.12   | 0.05%             | 2026-06-05      | Fixed         | 21.16%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        12851 | NS      | $5837090.28   | 0.06%             | 2026-06-12      | Fixed         | 35.06%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        25480 | NS      | $5289841.25   | 0.05%             | 2026-06-12      | Fixed         | 30.98%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         8464 | NS      | $4595180.66   | 0.04%             | 2026-06-12      | Fixed         | 28.92%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        89233 | NS      | $9139670.28   | 0.09%             | 2026-06-12      | Fixed         | 28.40%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        23532 | NS      | $9565033.43   | 0.09%             | 2026-06-12      | Fixed         | 11.85%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       279202 | NS      | $4548327.72   | 0.04%             | 2026-06-05      | Fixed         | 26.93%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        25173 | NS      | $7262669.71   | 0.07%             | 2026-06-12      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        28800 | NS      | $4288187.58   | 0.04%             | 2026-06-11      | Floating      | 20.28%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        54400 | NS      | $4473120.95   | 0.04%             | 2026-06-11      | Fixed         | 22.20%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        78800 | NS      | $3136730.89   | 0.03%             | 2026-06-11      | Fixed         | 24.00%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series D3T2                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        24900 | NS      | $8822063.18   | 0.08%             | 2026-06-11      | Fixed         | 21.24%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         8400 | NS      | $1503615.08   | 0.01%             | 2026-06-04      | Fixed         | 21.10%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        66700 | NS      | $6138422.43   | 0.06%             | 2026-06-15      | Floating      | 20.25%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series GN1u                                                       | CUSIP: 61780B699<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        15306 | NS      | $3610938.68   | 0.03%             | 2026-06-03      | Fixed         | 14.05%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        37554 | NS      | $9842039.00   | 0.09%             | 2026-06-16      | Fixed         | 17.61%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series GN1v                                                       | CUSIP: 61780B707<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         7628 | NS      | $1295590.02   | 0.01%             | 2026-06-03      | Fixed         | 32.38%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series GN1t                                                       | CUSIP: 61780B715<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        21360 | NS      | $3541488.41   | 0.03%             | 2026-06-03      | Fixed         | 14.93%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        10400 | NS      | $1397264.98   | 0.01%             | 2026-06-03      | Fixed         | 15.94%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        15482 | NS      | $3042853.02   | 0.03%             | 2026-06-09      | Fixed         | 16.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        13056 | NS      | $2256726.57   | 0.02%             | 2026-06-09      | Fixed         | 29.95%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         1005 | NS      | $1782115.35   | 0.02%             | 2026-06-09      | Fixed         | 30.15%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         6492 | NS      | $3808052.62   | 0.04%             | 2026-06-03      | Fixed         | 18.59%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         7354 | NS      | $661575.10    | 0.01%             | 2026-06-03      | Fixed         | 24.73%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         8147 | NS      | $1208423.45   | 0.01%             | 2026-06-03      | Fixed         | 21.26%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         6957 | NS      | $1730270.24   | 0.02%             | 2026-06-09      | Fixed         | 22.66%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        15119 | NS      | $1136262.93   | 0.01%             | 2026-06-09      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EMSj                                                       | CUSIP: 61780B756<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        28424 | NS      | $2547837.38   | 0.02%             | 2026-06-10      | Fixed         | 21.46%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        72106 | NS      | $9592982.24   | 0.09%             | 2026-06-10      | Fixed         | 14.17%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         6465 | NS      | $1708602.44   | 0.02%             | 2026-06-10      | Fixed         | 14.68%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       212915 | NS      | $4992894.07   | 0.05%             | 2026-06-12      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       279537 | NS      | $4469077.81   | 0.04%             | 2026-06-12      | Fixed         | 27.72%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series 000e                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        11854 | NS      | $3093102.96   | 0.03%             | 2026-06-10      | Fixed         | 9.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        12134 | NS      | $3932012.44   | 0.04%             | 2026-06-05      | Fixed         | 30.81%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        68100 | NS      | $6210744.90   | 0.06%             | 2026-06-12      | Fixed         | 14.53%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMUi                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        18989 | NS      | $2066213.79   | 0.02%             | 2026-06-09      | Fixed         | 26.05%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EMSi                                                       | CUSIP: 61780B723<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |          845 | NS      | $977120.33    | 0.01%             | 2026-06-10      | Fixed         | 13.35%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       124945 | NS      | $4078133.31   | 0.04%             | 2026-06-05      | Fixed         | 16.40%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series 000g                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       193230 | NS      | $3462149.90   | 0.03%             | 2026-06-10      | Fixed         | 20.92%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series 000f                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        88926 | NS      | $17706848.97  | 0.17%             | 2026-06-10      | Fixed         | 23.25%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         9300 | NS      | $1983482.85   | 0.02%             | 2026-06-10      | Fixed         | 18.08%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EMSh                                                       | CUSIP: 61780B731<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       124468 | NS      | $6944206.46   | 0.07%             | 2026-06-10      | Fixed         | 18.78%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series D5Sf                                                       | CUSIP: 61780B749<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        16317 | NS      | $3203004.02   | 0.03%             | 2026-06-16      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F691<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        81100 | NS      | $5093629.39   | 0.05%             | 2026-06-11      | Fixed         | 22.65%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        35800 | NS      | $2157760.00   | 0.02%             | 2026-06-15      | Fixed         | 33.46%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        14400 | NS      | $742791.64    | 0.01%             | 2026-06-11      | Fixed         | 29.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F709<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       158100 | NS      | $4591154.44   | 0.04%             | 2026-06-15      | Fixed         | 33.95%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       112500 | NS      | $2085324.49   | 0.02%             | 2026-06-11      | Fixed         | 22.57%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        27600 | NS      | $2117050.74   | 0.02%             | 2026-06-15      | Fixed         | 39.84%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                    | HSBC Bank plc, Series EMOJ                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        12100 | NS      | $7582528.35   | 0.07%             | 2026-06-15      | Fixed         | 20.70%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F733<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        27700 | NS      | $3349272.40   | 0.03%             | 2026-06-15      | Fixed         | 21.67%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F725<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        71900 | NS      | $2599943.81   | 0.02%             | 2026-06-15      | Fixed         | 16.82%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                    | HSBC Bank plc, Series EMX5                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |         4100 | NS      | $1073728.60   | 0.01%             | 2026-06-11      | Fixed         | 16.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series D5UZ                                                       | CUSIP: 61780B764<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         6057 | NS      | $1006368.81   | 0.01%             | 2026-06-09      | Fixed         | 24.42%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        13742 | NS      | $2795350.13   | 0.03%             | 2026-06-10      | Fixed         | 12.05%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series EMSg                                                       | CUSIP: 61780B772<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        64405 | NS      | $2281978.48   | 0.02%             | 2026-06-10      | Fixed         | 11.81%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        21360 | NS      | $7794584.56   | 0.07%             | 2026-06-10      | Fixed         | 15.91%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        62939 | NS      | $2988917.39   | 0.03%             | 2026-06-16      | Fixed         | 14.01%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        18521 | NS      | $5937875.90   | 0.06%             | 2026-06-12      | Fixed         | 37.20%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        21400 | NS      | $8541474.23   | 0.08%             | 2026-06-18      | Fixed         | 22.40%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series 5438                                                       | CUSIP: 61780B780<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        45000 | NS      | $2339501.45   | 0.02%             | 2026-06-18      | Fixed         | 26.36%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        46600 | NS      | $7384179.29   | 0.07%             | 2026-06-18      | Fixed         | 17.98%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series 5437                                                       | CUSIP: 61780B798<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         7000 | NS      | $1392198.90   | 0.01%             | 2026-06-18      | Fixed         | 16.67%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series DMSP                                                       | CUSIP: 61780B806<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        23900 | NS      | $8001825.87   | 0.08%             | 2026-06-23      | Fixed         | 19.60%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        56310 | NS      | $15280514.70  | 0.14%             | 2026-06-16      | Fixed         | 12.92%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F741<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         3851 | NS      | $1549911.97   | 0.01%             | 2026-06-16      | Fixed         | 28.53%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series D5Se                                                       | CUSIP: 61780B814<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         1862 | NS      | $834396.91    | 0.01%             | 2026-06-16      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        23710 | NS      | $9997463.74   | 0.09%             | 2026-06-16      | Fixed         | 31.18%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F758<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |          874 | NS      | $3195764.81   | 0.03%             | 2026-06-16      | Fixed         | 18.48%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F766<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        10531 | NS      | $1416949.05   | 0.01%             | 2026-06-16      | Fixed         | 17.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F774<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        86802 | NS      | $6046171.38   | 0.06%             | 2026-06-16      | Fixed         | 24.79%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F782<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         7508 | NS      | $3548818.92   | 0.03%             | 2026-06-16      | Fixed         | 9.91%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F790<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        25834 | NS      | $7988550.87   | 0.08%             | 2026-06-16      | Fixed         | 18.58%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F808<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        57454 | NS      | $7854570.85   | 0.07%             | 2026-06-17      | Fixed         | 13.17%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F816<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         6864 | NS      | $1591590.86   | 0.02%             | 2026-06-17      | Fixed         | 20.27%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F824<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         1917 | NS      | $759036.15    | 0.01%             | 2026-06-17      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F832<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         6604 | NS      | $3913813.79   | 0.04%             | 2026-06-17      | Fixed         | 17.42%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        26745 | NS      | $11103603.26  | 0.11%             | 2026-06-17      | Fixed         | 20.96%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         7174 | NS      | $637089.05    | 0.01%             | 2026-06-17      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series CMSK                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        68402 | NS      | $8829508.01   | 0.08%             | 2026-06-17      | Fixed         | 23.59%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series CMSM                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        48912 | NS      | $9494308.32   | 0.09%             | 2026-06-17      | Fixed         | 25.17%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series CMSJ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        29313 | NS      | $2584269.26   | 0.02%             | 2026-06-17      | Fixed         | 21.48%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370F840<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        72225 | NS      | $9288432.81   | 0.09%             | 2026-06-17      | Fixed         | 18.05%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series CMSN                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         6250 | NS      | $1053436.25   | 0.01%             | 2026-06-17      | Fixed         | 45.94%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series CMSL                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         5423 | NS      | $992616.16    | 0.01%             | 2026-06-17      | Fixed         | 23.78%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series 4353                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         9321 | NS      | $1981085.34   | 0.02%             | 2026-06-24      | Fixed         | 24.29%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series 4352                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         8169 | NS      | $1226554.11   | 0.01%             | 2026-06-24      | Fixed         | 30.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         7319 | NS      | $2019126.92   | 0.02%             | 2026-06-24      | Fixed         | 23.74%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        14804 | NS      | $1109399.29   | 0.01%             | 2026-06-24      | Fixed         | 21.14%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         2736 | NS      | $1151044.36   | 0.01%             | 2026-06-24      | Fixed         | 42.87%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series 4351                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        68739 | NS      | $8770409.01   | 0.08%             | 2026-06-24      | Fixed         | 17.06%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series DMSO                                                       | CUSIP: 61780B822<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        17600 | NS      | $2386384.00   | 0.02%             | 2026-06-23      | Fixed         | 23.04%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series DMSM                                                       | CUSIP: 61780B830<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       285500 | NS      | $5121870.00   | 0.05%             | 2026-06-23      | Fixed         | 22.85%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       123800 | NS      | $10204834.00  | 0.10%             | 2026-06-25      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        57200 | NS      | $3420560.00   | 0.03%             | 2026-06-23      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Europe SE                                         | Morgan Stanley Europe SE, Series DMSN                                                       | CUSIP: 61780B848<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        29800 | NS      | $1840746.00   | 0.02%             | 2026-06-23      | Fixed         | 34.56%                | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                    | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       134738 | NS      | $1963273.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        72541 | NS      | $5606141.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        16960 | NS      | $984616.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                    | Assa Abloy AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        32719 | NS      | $1259279.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        34865 | NS      | $9900139.86   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |        63376 | NS      | $2206552.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |         6304 | NS      | $168591.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                               | TBC Bank Group plc                                                                          | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |        17618 | NS      | $1162724.13   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                     | Japan Post Holdings Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |        54300 | NS      | $629720.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                         | Japan Post Bank Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        29300 | NS      | $502796.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                       | Scout24 SE                                                                                  | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |          525 | NS      | $43712.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      1650000 | PA      | $18150.00     | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd.                                          | Westgold Resources Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549003AMX9BL7CKBQ74       | Long             | EC               | CORP              | AU        |        13436 | NS      | $53356.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                  | gategroup Finance Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      2455000 | PA      | $3155250.58   | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                             | Banca Mediolanum SpA                                                                        | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |         4241 | NS      | $92955.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        40749 | NS      | $649457.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA                    | Construcciones y Auxiliar de Ferrocarriles SA                                               | CUSIP: N/A<br>LEI: 95980020140005275134       | Long             | EC               | CORP              | ES        |         2425 | NS      | $182567.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3516000 | PA      | $4105920.63   | 0.04%             | 2029-07-04      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                                          | Anheuser-Busch InBev SA                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        12192 | NS      | $921247.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                                          | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        10372 | NS      | $275313.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                          | SPIE SA                                                                                     | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |        19262 | NS      | $1117632.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                           | CK Asset Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        63500 | NS      | $400002.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                     | VAT Group AG                                                                                | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |          145 | NS      | $108931.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                              | Mitsui Fudosan Logistics Park, Inc.                                                         | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         4062 | NS      | $2915225.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |      2467488 | NS      | $8550349.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                                        | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |       303724 | NS      | $2575464.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                                   | BAWAG Group AG                                                                              | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |        11353 | NS      | $1944211.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                         | Adyen NV                                                                                    | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |          257 | NS      | $290013.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                              | Johnson Matthey plc                                                                         | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |         2905 | NS      | $82142.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       150037 | NS      | $4342279.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                     | Banco Comercial Portugues SA, Class R                                                       | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |      1716530 | NS      | $1834767.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                  | Canadian Dollar                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       114972 | OU      | $84640.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                      | Swiss Franc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       134335 | OU      | $171927.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chilean Peso                                                     | Chilean Peso                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CL        |       343476 | OU      | $381.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                    | Yuan Renminbi                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |       689358 | OU      | $100912.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                   | Colombian Peso                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |    698244000 | OU      | $191904.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                                     | Czech Koruna                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      6068519 | OU      | $292077.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                     | Danish Krone                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       946819 | OU      | $148703.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Foreign Exchange EUR/USD                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         -474 | NC      | $-179561.88   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                   | Egyptian Pound                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |       397913 | OU      | $7420.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          578 | NC      | $2845819.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | EURO                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      3647721 | OU      | $4281147.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        23669 | NC      | $-24787555.88 | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |         3450 | NS      | $474306.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                                      | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        82503 | NS      | $14744111.13  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         1084 | NS      | $469382.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        48445 | NS      | $2919295.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene King Finance plc                                          | Greene King Finance plc, Series B2                                                          | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |       100000 | PA      | $123828.25    | 0.00%             | 2036-03-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         1025 | NS      | $149680.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        18043 | NS      | $9042069.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       194646 | NS      | $15760486.62  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         2889 | NS      | $412838.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                             | Smurfit WestRock plc                                                                        | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        66009 | NS      | $2534085.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                       | STERIS plc                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         3122 | NS      | $677099.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                           | Trane Technologies plc                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         3210 | NS      | $1581053.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Versigent plc                                                    | Versigent plc                                                                               | CUSIP: N/A<br>LEI: 254900V7AVDC2J9DHM24       | Long             | EC               | CORP              | JE        |        20115 | NS      | $703421.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                   | Pound Sterling                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       387841 | OU      | $527755.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      2400000 | PA      | $2200246.80   | 0.02%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                                 | Hong Kong Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |        64367 | OU      | $8217.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                           | Forint                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |    300521597 | OU      | $968510.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                           | Rupiah                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |           -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                                               | New Israeli Sheqel                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |         1978 | OU      | $670.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                     | Indian Rupee                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |            1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                              | Yen                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    333873504 | OU      | $2132627.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                              | Won                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    315019947 | OU      | $212392.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuwaiti Dinar                                                    | Kuwaiti Dinar                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KW        |            0 | OU      | $0.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                                  | Ardagh Group SA                                                                             | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      1994078 | PA      | $2114496.38   | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                                  | Breakwater Energy Holdings SARL                                                             | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |       952000 | PA      | $1013865.72   | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                 | CSN Resources SA                                                                            | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       388000 | PA      | $263646.00    | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                           | Stena International SA                                                                      | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |       738000 | PA      | $750374.78    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                           | Check Point Software Technologies Ltd.                                                      | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |         8948 | NS      | $1006381.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                                      | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       865000 | PA      | $997615.94    | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| JFrog Ltd.                                                       | JFrog Ltd.                                                                                  | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |        15026 | NS      | $697807.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MSCI EAFE Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           13 | NC      | $77338.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                     | Mexican Peso                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     25438263 | OU      | $1456236.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                | Malaysian Ringgit                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |       193092 | OU      | $48619.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                            | NXP Semiconductors NV                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        14952 | NS      | $4389757.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Naira                                                            | Naira                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NG        |      8694712 | OU      | $6319.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                  | Norwegian Krone                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      3604594 | OU      | $389067.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                               | New Zealand Dollar                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |           19 | OU      | $11.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                    | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                      | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |       970000 | PA      | $1143069.97   | 0.01%             | 2037-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $735294.07    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1115000 | PA      | $1315581.61   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury                                                 | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       225000 | PA      | $247509.23    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                         | Argentine Republic (The)                                                                    | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    551075000 | PA      | $930609.47    | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                     | Wintershall Dea Finance 2 BV                                                                | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      1190000 | PA      | $1417374.69   | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                         | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      1039000 | PA      | $1166273.73   | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                  | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       325000 | PA      | $452028.62    | 0.00%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt Treasury Bills                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    285200000 | PA      | $5307741.14   | 0.05%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       389000 | PA      | $460347.65    | 0.00%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       415000 | PA      | $467195.32    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                              | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235397.61    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                          | Albion Financing 1 SARL                                                                     | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |       692000 | PA      | $827057.53    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                   | Air France-KLM                                                                              | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $451249.63    | 0.00%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mexico Cetes                                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | STIV             | NUSS              | MX        |      6588000 | PA      | $3546398.26   | 0.03%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       130000 | PA      | $156455.22    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                             | Flutter Treasury DAC                                                                        | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       898000 | PA      | $1028214.01   | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1349321.54   | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |       300000 | PA      | $351837.99    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                              | Bausch + Lomb Netherlands BV                                                                | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |       544000 | PA      | $643569.01    | 0.01%             | 2031-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                        | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |       791000 | PA      | $935120.81    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                        | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |       185000 | PA      | $218707.14    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                              | Banca Monte dei Paschi di Siena SpA                                                         | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      1373000 | PA      | $1630351.30   | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       686000 | PA      | $801169.31    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC                                                                 | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |       777000 | PA      | $907446.87    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                           | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $464697.25    | 0.00%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                           | Arcano Euro CLO II DAC, Series 2X, Class D                                                  | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       530000 | PA      | $624539.87    | 0.01%             | 2039-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1954954.20   | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                              | Sona Fios CLO V DAC, Series 5X, Class D                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       590000 | PA      | $698241.86    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                           | Market Bidco Finco plc                                                                      | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       925000 | PA      | $1044463.48   | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $271134.11    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                               | Levi Strauss & Co.                                                                          | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |       190000 | PA      | $222705.77    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                             | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       565000 | PA      | $672278.51    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                                                     | CUSIP: 00CC43R44<br>LEI: N/A                  | N/A              | DE               |  | US        |            3 | NC      | $198505.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                    | Luna 1.5 SARL                                                                               | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |       165000 | PA      | $205755.52    | 0.00%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                        | Signal Harmonic CLO I DAC, Series 1X, Class DR                                              | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |       650000 | PA      | $760904.83    | 0.01%             | 2038-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                               | Aurium CLO VII DAC, Series 7X, Class DR                                                     | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |       350000 | PA      | $411597.49    | 0.00%             | 2038-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                 | Arcos Dorados BV                                                                            | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |       604000 | PA      | $629452.56    | 0.01%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                               | AES Panama Generation Holdings SRL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |       579709 | PA      | $546897.61    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |       560000 | PA      | $649680.69    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                 | Dometic Group AB                                                                            | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |       712000 | PA      | $823432.53    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      1925000 | PA      | $2186457.38   | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                               | Colombia Telecomunicaciones SA ESP                                                          | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |       727000 | PA      | $682289.50    | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $464726.04    | 0.00%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       475000 | PA      | $548251.82    | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $570687.31    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                           | Hambridge Euro CLO 1 DAC, Series 1X, Class D                                                | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $840801.63    | 0.01%             | 2038-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                           | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $495345.00    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                           | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |       394000 | PA      | $420874.74    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       150000 | PA      | $150135.00    | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                           | Republic of Costa Rica                                                                      | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       553000 | PA      | $593230.75    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            6 | NC      | $79170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NE Property BV                                                   | NE Property BV                                                                              | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       550000 | PA      | $630165.08    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                 | PRA Group Europe Holding II SARL                                                            | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      1839000 | PA      | $2118238.19   | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                   | SRC Sukuk Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |       835000 | PA      | $812680.45    | 0.01%             | 2035-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       974000 | PA      | $1126973.31   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                       | National Bank of Greece SA                                                                  | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |       600000 | PA      | $692710.96    | 0.01%             | 2031-08-12      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |       511000 | PA      | $514066.00    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       600000 | PA      | $680369.48    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       475000 | PA      | $541456.09    | 0.01%             | 2032-02-17      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                      | Republic of Philippines                                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    109000000 | PA      | $1643670.18   | 0.02%             | 2036-02-23      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                                        | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  11967000000 | PA      | $1954429.86   | 0.02%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       423000 | PA      | $395029.13    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       526000 | PA      | $468304.38    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                  | Promigas SA ESP                                                                             | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |       580000 | PA      | $542909.00    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                             | Samarco Mineracao SA                                                                        | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      1319168 | PA      | $1320487.17   | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                  | Trust Fibra Uno                                                                             | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       580000 | PA      | $624955.80    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                        | OAK-Eagle Acquireco, Inc.                                                                   | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | DBT              | CORP              | US        |      1624000 | PA      | $1960751.62   | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                      | Clariane SE                                                                                 | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |       509000 | PA      | $604840.22    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                   | Stora Enso OYJ                                                                              | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       300000 | PA      | $355302.95    | 0.00%             | 2029-03-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                   | Stora Enso OYJ                                                                              | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       250000 | PA      | $295506.36    | 0.00%             | 2031-07-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                              | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $350943.65    | 0.00%             | 2031-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       552000 | PA      | $653778.99    | 0.01%             | 2034-04-22      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Holdings Ltd.                                       | Gohl Capital Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 2549009G9UNIMCATM603       | Long             | DBT              | CORP              | IM        |      1273000 | PA      | $1260600.98   | 0.01%             | 2031-10-29      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Shawbrook Group plc                                              | Shawbrook Group plc                                                                         | CUSIP: N/A<br>LEI: 21380071539WSMTM4410       | Long             | DBT              | CORP              | GB        |       575000 | PA      | $780295.46    | 0.01%             | 2031-05-06      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                               | Republic of Serbia                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       696000 | PA      | $812190.70    | 0.01%             | 2031-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                                      | Webuild SpA                                                                                 | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | DBT              | CORP              | IT        |       925000 | PA      | $1080291.85   | 0.01%             | 2032-05-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandrite Monnet UK Holdco plc                                 | Alexandrite Monnet UK Holdco plc                                                            | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |       584000 | PA      | $684775.05    | 0.01%             | 2031-05-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nuevo Sol                                                        | Nuevo Sol                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |        87139 | OU      | $24841.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Peso                                                  | Philippine Peso                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |            1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                                            | Zloty                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |      1704002 | OU      | $470095.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatari Rial                                                      | Qatari Rial                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |        54616 | OU      | $14988.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania New Leu                                                  | Romania New Leu                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |      1471050 | OU      | $332320.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Russian Ruble                                                    | Russian Ruble                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |     38118059 | OU      | $508579.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                    | Swedish Krona                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       895846 | OU      | $97029.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                 | Singapore Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       110025 | OU      | $86443.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baht                                                             | Baht                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |            0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                                 | New Turkish Lira                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |     23848044 | OU      | $527789.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                | New Taiwan Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |           17 | OU      | $0.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5691 | NC      | $-567725.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -41 | NC      | $112287.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stillwater Mining Co.                                            | Stillwater Mining Co.                                                                       | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |       621000 | PA      | $617218.11    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                   | ZF North America Capital, Inc.                                                              | CUSIP: N/A<br>LEI: 529900JYGMS9CW9IQX78       | Long             | DBT              | CORP              | US        |       343000 | PA      | $343441.63    | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -52 | NC      | $216406.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10-Year Ultra Note                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -102 | NC      | $284068.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1477265.25   | 0.01%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       524000 | PA      | $721386.32    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                            | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       678000 | PA      | $826569.42    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                      | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       982000 | PA      | $1195005.89   | 0.01%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                    | Taurus Law 130 Securities SRL                                                               | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |      4644259 | PA      | $5425303.97   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       775000 | PA      | $1030352.62   | 0.01%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1145418.25   | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                                | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      1119000 | PA      | $1383253.30   | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1538655.15   | 0.01%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2072000 | PA      | $2213743.59   | 0.02%             | 2030-05-16      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                       | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1320569.16   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                              | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      1699000 | PA      | $1996321.63   | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                      | Progroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       704000 | PA      | $831293.63    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $111364.19    | 0.00%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       194000 | PA      | $232864.51    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       840000 | PA      | $1001057.07   | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                          | Lorca Telecom Bondco SA                                                                     | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1345000 | PA      | $1625434.42   | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                 | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       819000 | PA      | $998610.84    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                 | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       593000 | PA      | $699485.94    | 0.01%             | 2031-05-17      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $728267.89    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       866000 | PA      | $1009278.15   | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1932 | NC      | $-11005127.28 | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -16 | NC      | $89539.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                  | Texas Debt Capital Euro CLO DAC, Series 2024-1X, Class D                                    | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $587448.03    | 0.01%             | 2038-07-16      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      2700000 | PA      | $3204016.58   | 0.03%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan                                                                      | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       667000 | PA      | $791834.86    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2400000 | PA      | $3016637.29   | 0.03%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1754019.92   | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Life plc                                                | Standard Life plc                                                                           | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $639778.20    | 0.01%             | 2029-12-12      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                               | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      1061000 | PA      | $1253256.46   | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1458115.79   | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                    | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      2253000 | PA      | $2725082.29   | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                  | Amber Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      1127000 | PA      | $1367635.28   | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                      | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                             | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |       490000 | PA      | $581922.97    | 0.01%             | 2037-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                     | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       366143 | PA      | $432930.28    | 0.00%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                   | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       718000 | PA      | $819936.55    | 0.01%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                  | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       924000 | PA      | $1084377.81   | 0.01%             | 2029-07-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mexico Cetes                                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | STIV             | NUSS              | MX        |     11690000 | PA      | $6572258.06   | 0.06%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $862632.75    | 0.01%             | 2034-09-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1102000 | PA      | $1359616.07   | 0.01%             | 2031-12-03      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       800000 | PA      | $972209.41    | 0.01%             | 2031-09-17      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $242305.28    | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $238430.38    | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cesar SpA                                                        | Cesar SpA                                                                                   | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |       609000 | PA      | $722311.68    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cesar SpA                                                        | Cesar SpA                                                                                   | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |       686000 | PA      | $812464.73    | 0.01%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                   | ADLER Group SA                                                                              | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |       664216 | NS      | $7.79         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                     | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4518029 | PA      | $3328162.37   | 0.03%             | 2041-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                            | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      1611000 | PA      | $1888300.81   | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                               | Henley CLO XII DAC, Series 12X, Class D                                                     | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |       680000 | PA      | $802002.26    | 0.01%             | 2038-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                               | Contego CLO XI DAC, Series 11X, Class DR                                                    | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |       680000 | PA      | $794084.17    | 0.01%             | 2038-11-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                         | Victory Street CLO I DAC, Series 1X, Class D                                                | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      1010000 | PA      | $1195908.11   | 0.01%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                            | Athora Netherlands NV                                                                       | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |       863000 | PA      | $1045257.20   | 0.01%             | 2031-05-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2486072.37   | 0.02%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       714000 | PA      | $830640.19    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Maya SAS                                                                                    | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1409000 | PA      | $1686327.88   | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                                    | B&M European Value Retail plc                                                               | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | JE        |      1478000 | PA      | $1913998.90   | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midnights SPV SRL                                                | Midnights SPV SRL                                                                           | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      5156026 | PA      | $6043603.31   | 0.06%             | 2026-08-22      | Floating      | 5.17%                 | No            |                  3 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       971000 | PA      | $1183033.39   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                              | Avoca CLO XVIII DAC, Series 18X, Class DR                                                   | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       570000 | PA      | $666763.37    | 0.01%             | 2038-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      3041000 | PA      | $3628637.42   | 0.03%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                            | Deutsche Lufthansa AG                                                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1034948.04   | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       550000 | PA      | $636231.56    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                        | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $355534.77    | 0.00%             | 2035-01-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Aurium CLO XIII DAC                                              | Aurium CLO XIII DAC, Series 13X, Class D                                                    | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |       530000 | PA      | $612997.28    | 0.01%             | 2038-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |       305000 | PA      | $361510.30    | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                      | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2112000 | PA      | $2438654.57   | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1136000 | PA      | $1363681.54   | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Henley CLO XI DAC                                                | Henley CLO XI DAC, Series 11X, Class D                                                      | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      1120000 | PA      | $1302368.55   | 0.01%             | 2039-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                       | Alpha Star Holding IX Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       740000 | PA      | $734450.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                         | Arini European CLO V DAC, Series 5X, Class D                                                | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |       770000 | PA      | $902740.72    | 0.01%             | 2039-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                                | Contego CLO V DAC, Series 5X, Class DR                                                      | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |       770000 | PA      | $890996.47    | 0.01%             | 2037-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      1839000 | PA      | $2147939.14   | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                        | Sappi Papier Holding GmbH                                                                   | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      1760000 | PA      | $1854382.09   | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1525859.34   | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                    | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      2001000 | PA      | $2351988.64   | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       711000 | PA      | $803431.39    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                        | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       350000 | PA      | $393114.07    | 0.00%             | 2036-01-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                 | CIFC European Funding CLO II DAC, Series 2X, Class DR                                       | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $832038.98    | 0.01%             | 2039-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                        | Silver Point Euro CLO DAC, Series 1X, Class D                                               | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $835520.98    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     15791000 | PA      | $400774.25    | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                          | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      2961000 | PA      | $3289612.23   | 0.03%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                    | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                      | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      1270000 | PA      | $1502378.40   | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                        | Victory Street CLO II DAC, Series 2X, Class D                                               | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      2060000 | PA      | $2424889.47   | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                      | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2450000 | PA      | $2846688.07   | 0.03%             | 2033-11-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                                    | FR Bondco SAS                                                                               | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |       278000 | PA      | $326835.00    | 0.00%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1975000 | PA      | $2287273.61   | 0.02%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO DAC                                                 | Elm Park CLO DAC, Series 1X, Class DR3                                                      | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      1340000 | PA      | $1562522.92   | 0.01%             | 2038-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                          | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $724107.71    | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1659435.94   | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kiko SpA                                                         | Kiko SpA                                                                                    | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |       783000 | PA      | $917271.15    | 0.01%             | 2032-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                         | Reliance Industries Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       695000 | PA      | $627161.05    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                        | Biffa Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |       875000 | PA      | $1190416.91   | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                        | Betclic Everest Group SAS                                                                   | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |       494000 | PA      | $581211.56    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                         | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       470000 | PA      | $485980.00    | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                          | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       550000 | PA      | $605537.43    | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                   | Virgin Media O2 Vendor Financing Notes VII DAC                                              | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |       349000 | PA      | $372843.29    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VIII DAC                  | Virgin Media O2 Vendor Financing Notes VIII DAC                                             | CUSIP: N/A<br>LEI: 9845005B6BA02AB5D715       | Long             | DBT              | CORP              | IE        |       410000 | PA      | $501940.49    | 0.00%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      1472000 | PA      | $1667273.80   | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                             | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      2123433 | PA      | $2018774.38   | 0.02%             | 2031-01-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rand                                                             | Rand                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |      6665858 | OU      | $400171.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer