# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001119
**Filing Date:** 2025-8
**Character Count:** 900171
**Document Hash:** 2882b2f46aff62adc1505665b36fb7e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001119.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001119

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266075

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/BLACKROCK GLOBAL ALLOCATION FUND (Series ID: S000029611)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000090917 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (A) |  |
| C000090918 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/BlackRock Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000029611

- **c. LEI of Series:** VW1PXUJJ3BVSRNHWUM97

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2973839019.89

**Total Liabilities:** $313800713.49

**Net Assets:** $2660038306.40

**Delayed Delivery Securities:** $18042004.69

**Cash Not Reported:** $61153050.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1567.381111129478 | **1-Year:** -3121.087452384883 | **5-Year:** -7704.284303777806 | **10-Year:** -34618.967173171506 | **30-Year:** -27217.664804049367

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

- **3-Month:** -600.327602347389 | **1-Year:** -18707.305248806205 | **5-Year:** -81260.449066146650 | **10-Year:** -22417.622873237250 | **30-Year:** -18488.847718873319

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000090917 | 2.51%                | 3.80%                | 4.08%                |
| Class ID C000090918 | 2.55%                | 3.81%                | 4.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4499046.95             | $18891024.06                               |
| Month 2  | $7763124.25              | $92638901.84                               |
| Month 3  | $18285183.32             | $67834204.47                               |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% Morningstar Developed Markets TME Index exUS, 24% Bloomberg US Treasury 3-5 Yr, 16% Bloomberg Global Agg ex US

- **Index Identifier:** SPX/MSDMXUSTMEUS/LHMN0056/LHMN3121

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105859.87    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd 2015-I                                                                  | CIFC Funding Ltd 2015-I                                                                  | CUSIP: 12548MBG9<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250123.75    | 0.01%             | 2031-01-22      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                                                              | CIFC Funding 2014-III, Ltd.                                                              | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1795518.00   | 0.07%             | 2038-03-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                  | CIFC Funding 2021-V Ltd                                                                  | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1302730.00   | 0.05%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2024-III Ltd                                                                | CIFC Funding 2024-III Ltd                                                                | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300954.00    | 0.01%             | 2037-07-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      856000 | PA      | $817113.20    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| AGL Core CLO 31 Ltd                                                                      | AGL Core CLO 31 Ltd                                                                      | CUSIP: 00852MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003282.00   | 0.04%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199035.10    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      491000 | PA      | $465483.64    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 008911BD0<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | US        |      931000 | PA      | $978825.47    | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                          | Ajax Mortgage Loan Trust 2021-E                                                          | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2828351 | PA      | $2480961.43   | 0.09%             | 2060-12-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                          | Ajax Mortgage Loan Trust 2021-E                                                          | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      502444 | PA      | $376945.30    | 0.01%             | 2060-12-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                          | Ajax Mortgage Loan Trust 2021-E                                                          | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202563 | PA      | $146710.83    | 0.01%             | 2060-12-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C5 Commercial Mortgage Trust                                                  | CSAIL 2016-C5 Commercial Mortgage Trust                                                  | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       95752 | PA      | $92889.41     | 0.00%             | 2025-11-18      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT                                                                           | CSMC 2020-FACT                                                                           | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $184420.36    | 0.01%             | 2037-10-15      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300408.01    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       13454 | NS      | $381959.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                          | Ajax Mortgage Loan Trust 2021-E                                                          | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332081 | PA      | $219669.22    | 0.01%             | 2060-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                               | Alexander Funding Trust II                                                               | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $315433.50    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                            | Alibaba Group Holding Limited                                                            | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       17135 | NS      | $1943280.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                                            | Alibaba Group Holding Limited                                                            | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |      697000 | PA      | $880575.86    | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                                                 | ATI Inc.                                                                                 | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      240000 | PA      | $252218.17    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Company                                                                 | Allegiant Travel Company                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      372000 | PA      | $371942.28    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      465000 | PA      | $455994.15    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      181000 | PA      | $187248.26    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                       | AMC Networks, Inc.                                                                       | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      417000 | PA      | $334969.85    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                       | AMC Networks, Inc.                                                                       | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101265.02    | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                     | AREIT 2025-CRE10 LTD                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1020000 | PA      | $1017769.26   | 0.04%             | 2038-07-19      | Floating      | 5.70%                 | No            |                  3 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       92820 | NS      | $2686210.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       29333 | PA      | $29326.73     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        8528 | NS      | $1582967.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                          | Acadia Healthcare Company, Inc.                                                          | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      225000 | PA      | $223593.41    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      327000 | PA      | $341847.36    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20495000 | PA      | $18446303.40  | 0.69%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                          | Acadia Healthcare Company, Inc.                                                          | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87268.20     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                          | Acadia Healthcare Company, Inc.                                                          | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      117000 | PA      | $120695.85    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      227000 | PA      | $234219.51    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                            | Alphabet Inc.                                                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      178072 | NS      | $31588192.08  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       29826 | NS      | $1748698.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $205482.68    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2025-ASHF                                     | BAMLL Commercial Mortgage Securities Trust 2025-ASHF                                     | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1232000 | PA      | $1238153.10   | 0.05%             | 2027-02-16      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                           | BBCMS 2018-TALL Mortgage Trust                                                           | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      744000 | PA      | $669620.76    | 0.03%             | 2037-03-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BHMS 2018-ATLS                                                                           | BHMS 2018-ATLS                                                                           | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1034262 | PA      | $1033658.09   | 0.04%             | 2035-07-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BHMS 2018-ATLS                                                                           | BHMS 2018-ATLS                                                                           | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      458928 | PA      | $458637.18    | 0.02%             | 2035-07-16      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194342.95    | 0.01%             | 2500-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                 | Bank of New York Mellon Corporation, The                                                 | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       73000 | PA      | $75187.03     | 0.00%             | 2500-12-31      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust 2020-A                                     | Bankers Healthcare Group Securitization Trust 2020-A                                     | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $109811.58    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                      | Cisco Systems, Inc.                                                                      | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      136580 | NS      | $9475920.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       76000 | PA      | $77573.20     | 0.00%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      394000 | PA      | $403908.57    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      262000 | PA      | $251846.57    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                               | Adient Global Holdings Ltd                                                               | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |      261000 | PA      | $267136.55    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Adobe Inc.                                                                               | Adobe Inc.                                                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       10323 | NS      | $3993762.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                                | Aeropuerto Internacional de Tocumen, S.A.                                                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140500.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 42 Ltd                                                                           | AGL CLO 42 Ltd                                                                           | CUSIP: 00791YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1298746.80   | 0.05%             | 2038-07-22      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                                      | Aethon United BR LP                                                                      | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      140000 | PA      | $146684.19    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      367000 | PA      | $372496.92    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205309.50    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Affinity Interactive                                                                     | Affinity Interactive                                                                     | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      157000 | PA      | $96221.32     | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications Public Limited Company                                        | British Telecommunications Public Limited Company                                        | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | US        |      463000 | PA      | $425517.61    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       98632 | NS      | $27187910.80  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                   | Brookfield Residential Properties Inc.                                                   | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99640.00     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Obayashi Corporation                                                                     | Obayashi Corporation                                                                     | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       34400 | NS      | $521301.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                                      | Olympus Corporation                                                                      | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       72100 | NS      | $853871.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      231000 | PA      | $240202.86    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      261000 | PA      | $257977.29    | 0.01%             | 2027-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                                         | Kakaku.com, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       23700 | NS      | $440049.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                               | Japan Exchange Group, Inc.                                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       75200 | NS      | $756637.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                                      | Verisure Holding AB                                                                      | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      544000 | PA      | $667110.20    | 0.03%             | 2027-10-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       45000 | PA      | $56979.65     | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $209567.90    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      254000 | PA      | $263342.65    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      250000 | PA      | $238616.88    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      149000 | PA      | $146035.96    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      619000 | PA      | $658978.63    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248496.75    | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corporation                                                                      | Danaher Corporation                                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       22295 | NS      | $4404154.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       69443 | NS      | $3415206.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                                                             | DexCom, Inc.                                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       16426 | NS      | $1433825.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                                               | Digital Realty Trust, Inc.                                                               | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        1830 | NS      | $319023.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company, The                                                                 | Walt Disney Company, The                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       85774 | NS      | $10636833.74  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                                | eBay Inc.                                                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       11517 | NS      | $857555.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       15919 | NS      | $821420.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corporation                                                                | Eldorado Gold Corporation                                                                | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       11899 | NS      | $242025.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                                     | Electronic Arts Inc.                                                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        9092 | NS      | $1451992.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L.P.                                                        | Enterprise Products Partners L.P.                                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |       22781 | NS      | $706438.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | US        |     3919000 | PA      | $3925737.54   | 0.15%             | 2026-03-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                            | FactSet Research Systems Inc.                                                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        1060 | NS      | $474116.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                                   | Fair Isaac Corporation                                                                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         812 | NS      | $1484303.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       21321 | NS      | $876932.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                                                | First Horizon Corporation                                                                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       10548 | NS      | $223617.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                                                        | First Solar, Inc.                                                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        7406 | NS      | $1225989.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                             | Fiserv, Inc.                                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       18143 | NS      | $3128034.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc.                                                                     | Flowco Holdings Inc.                                                                     | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28306 | NS      | $504129.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                                             | General Dynamics Corporation                                                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2259 | NS      | $658859.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                                                 | General Electric Company                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       10789 | NS      | $2776980.71   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaixo Bondco Telecom SA.                                                                 | Kaixo Bondco Telecom SA.                                                                 | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      273000 | PA      | $325677.46    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Irca S.P.A.                                                                              | Irca S.P.A.                                                                              | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      191000 | PA      | $225236.06    | 0.01%             | 2029-12-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Veritas NewCo.                                                                           | Veritas NewCo.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5842 | NS      | $131445.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Veritas NewCo.                                                                           | Veritas NewCo.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4035 | NS      | $90787.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WOM Mobile SPA                                                                           | WOM Mobile SPA                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         555 | NS      | $15540.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    10069044 | PA      | $491798.93    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134547.12    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      204827 | NS      | $13770087.47  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical                                                                     | EQUATE Petrochemical                                                                     | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |      200000 | PA      | $197900.00    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  9178000000 | PA      | $627676.83    | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      353000 | PA      | $363068.79    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      108000 | PA      | $99608.69     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      111049 | NS      | $23626785.24  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-4-R Ltd                                        | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                        | CUSIP: 14316CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1302827.50   | 0.05%             | 2030-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                    | Gilead Sciences, Inc.                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       10103 | NS      | $1120119.61   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc.                                                                      | Hippo Holdings Inc.                                                                      | CUSIP: 433539111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20169 | NS      | $131.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                               | Carrier Global Corporation                                                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       10039 | NS      | $734754.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Management Corporation                                                            | Magnum Management Corporation                                                            | CUSIP: 150190AE6<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |      152000 | PA      | $148876.41    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co., Ltd.                                                            | Japan Post Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       75300 | NS      | $696984.58    | 0.03%             |  |  |  | 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        |      227300 | NS      | $2450480.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45916.55     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc.                                                                      | Central Parent Inc.                                                                      | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      293000 | PA      | $242511.08    | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | Kraft Heinz Foods Company                                                                | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $136409.81    | 0.01%             | 2027-07-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Gategroup Finance (Luxembourg) S.A.                                                      | Gategroup Finance (Luxembourg) S.A.                                                      | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | CH        |      505000 | PA      | $622096.10    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. , The                                                                   | Home Depot, Inc. , The                                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       36044 | NS      | $13215172.16  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                                                    | Howmet Aerospace Inc.                                                                    | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |       16736 | NS      | $3115071.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |      324000 | PA      | $327645.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      452000 | PA      | $529105.98    | 0.02%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFSP 2024-AHP1 A                                                                         | CFSP 2024-AHP1 A                                                                         | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805396 | PA      | $777729.57    | 0.03%             | 2037-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Former Charter Communications Parent, Inc.                                               | Former Charter Communications Parent, Inc.                                               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        2458 | NS      | $1004854.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                              | Humana Inc.                                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         932 | NS      | $227855.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                      | Huntington Ingalls Industries, Inc.                                                      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        5014 | NS      | $1210680.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Price Group                                                                           | Mr Price Group                                                                           | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       29997 | NS      | $376356.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      882000 | PA      | $1021414.95   | 0.04%             | 2027-05-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc.                                                                              | Intuit Inc.                                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       14441 | NS      | $11374164.83  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                                                               | NIKE, Inc.                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        6657 | NS      | $472913.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                                                               | Northern Trust Corporation                                                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        6340 | NS      | $803848.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        2473 | NS      | $1236450.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Sirona Luxembourg Acquisition Sarl                                                    | AI Sirona Luxembourg Acquisition Sarl                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1176925.83   | 0.04%             | 2028-09-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Platea BC Bidco AB                                                                       | Platea BC Bidco AB                                                                       | CUSIP: W2468YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      833334 | PA      | $982990.78    | 0.04%             | 2031-04-02      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       21568 | NS      | $634099.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                        | Nucor Corporation                                                                        | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        5623 | NS      | $728403.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Platea BC Bidco AB                                                                       | Platea BC Bidco AB                                                                       | CUSIP: W2468YAC5<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      101308 | PA      | $119501.14    | 0.00%             | 2024-05-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       19507 | NS      | $3636494.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                 | Palo Alto Networks, Inc.                                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       10477 | NS      | $2144013.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                            | PepsiCo, Inc.                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       23175 | NS      | $3060027.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       11401 | NS      | $2076464.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                              | Phillips 66                                                                              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        7013 | NS      | $836650.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo (Shanghai) Network Technology Co., Ltd.                                        | Pinduoduo (Shanghai) Network Technology Co., Ltd.                                        | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |         433 | NS      | $45317.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87164.19     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      166000 | PA      | $155325.18    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| The Progressive Corporation                                                              | The Progressive Corporation                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       63417 | NS      | $16923460.62  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                                                    | Qualcomm Incorporated                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        4310 | NS      | $686410.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                                              | ResMed Inc.                                                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        3126 | NS      | $806508.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                                                | Rockwell Automation, Inc.                                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        2722 | NS      | $904166.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        4853 | NS      | $1181802.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |      354000 | PA      | $306414.26    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                                           | Snowflake Inc.                                                                           | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       12309 | NS      | $2754384.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                                   | Southwest Airlines Co.                                                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       18284 | NS      | $593132.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment                                                                      | Starz Entertainment                                                                      | CUSIP: 855919106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        4784 | NS      | $76878.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                                 | State Street Corporation                                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       11925 | NS      | $1268104.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1707398 | PA      | $96978.65     | 0.00%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     2347427 | PA      | $143241.42    | 0.01%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1306412 | PA      | $82381.29     | 0.00%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1197374 | PA      | $68211.87     | 0.00%             | 2030-07-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                               | Fertitta Entertainment LLC                                                               | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      156000 | PA      | $149554.90    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                          | First Citizens BancShares, Inc.                                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         336 | NS      | $657373.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                                          | First Citizens BancShares, Inc.                                                          | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     2373000 | PA      | $2366435.10   | 0.09%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      313000 | PA      | $313158.84    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212382.88    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-DM                                         | GS Mortgage Securities Corporation Trust 2021-DM                                         | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1303500 | PA      | $1294128.49   | 0.05%             | 2036-11-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2025-800D                                       | GS Mortgage Securities Corporation Trust 2025-800D                                       | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1439000 | PA      | $1439388.96   | 0.05%             | 2027-11-18      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      139000 | PA      | $138167.79    | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                          | GE Vernova Inc.                                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        3470 | NS      | $1836150.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                                   | General Motors Company                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        5783 | NS      | $284581.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        2644 | NS      | $211625.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      188000 | PA      | $197801.89    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |      229000 | PA      | $234862.40    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd                                                      | Golub Capital Partners CLO 77 B Ltd                                                      | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250624.25    | 0.01%             | 2038-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-A                                                         | Nelnet Student Loan Trust 2025-A                                                         | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1863233 | PA      | $1851292.40   | 0.07%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-B                                                         | Nelnet Student Loan Trust 2021-B                                                         | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $889069.03    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                                         | Nelnet Student Loan Trust 2021-A                                                         | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      981000 | PA      | $872417.72    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                                         | Nelnet Student Loan Trust 2021-A                                                         | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $854628.52    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                         | Nelnet Student Loan Trust 2021-C                                                         | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $112994.74    | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       10225 | NS      | $13692604.25  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                                            | Neuberger Berman CLO XXI Ltd.                                                            | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6622981.20   | 0.25%             | 2039-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd                                                | Neuberger Berman Loan Advisers CLO 26 Ltd                                                | CUSIP: 64131QAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $501484.00    | 0.02%             | 2038-10-18      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162615.39    | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      173000 | PA      | $168237.59    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NextEra Energy, Inc.                                                                     | NextEra Energy, Inc.                                                                     | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      159517 | NS      | $11073670.14  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Escrow Inc.                                                                      | Nexstar Escrow Inc.                                                                      | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128681.18    | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                                   | Amentum Holdings, Inc.                                                                   | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       43744 | NS      | $1032795.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |      209000 | PA      | $210045.00    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |      425000 | PA      | $430268.73    | 0.02%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      385000 | PA      | $352455.41    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners, L.P.                                                                  | AmeriGas Partners, L.P.                                                                  | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103639.63    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Northern Oil and Gas Incorporated                                                        | Northern Oil and Gas Incorporated                                                        | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      165000 | PA      | $170204.26    | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OT MidCo Inc.                                                                            | OT MidCo Inc.                                                                            | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      709000 | PA      | $548198.84    | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        3529 | NS      | $985332.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                                                   | Amkor Technology, Inc.                                                                   | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280731.03    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      154000 | PA      | $149643.19    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corporation                                                                     | Amphenol Corporation                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       22811 | NS      | $2252586.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                     | Analog Devices, Inc.                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1050 | NS      | $249921.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                               | Apple Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      200569 | NS      | $41150741.73  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                                                               | Otis Worldwide Corporation                                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        5983 | NS      | $592436.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAB0<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121184.97    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAC8<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191156.88    | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                                      | Owens-Brockway Glass Container Inc.                                                      | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2050.69      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust 2021-MF                                                   | PKHL Commercial Mortgage Trust 2021-MF                                                   | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141000 | PA      | $73249.06     | 0.00%             | 2038-07-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206036.56    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust 2025-PRM5                                                                     | PRM5 Trust 2025-PRM5                                                                     | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $891020.88    | 0.03%             | 2028-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56140 | PA      | $55651.28     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2024-D                                                  | SMB Private Education Loan Trust 2024-D                                                  | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1132939 | PA      | $1132938.44   | 0.04%             | 2053-07-05      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                                  | SMB Private Education Loan Trust 2021-C                                                  | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      167831 | PA      | $161612.37    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government of Barbados, The                                                              | Government of Barbados, The                                                              | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | US        |       85000 | PA      | $85425.00     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      214000 | PA      | $199287.50    | 0.01%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201250.00    | 0.01%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Battalion CLO X Ltd.                                                                     | Battalion CLO X Ltd.                                                                     | CUSIP: 07132JBE3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | US        |      250386 | PA      | $250136.62    | 0.01%             | 2035-01-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                | Bausch + Lomb Corporation                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |      216000 | PA      | $225663.38    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC                                                          | BCPE Flavor Debt Merger Sub LLC                                                          | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $216710.58    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-3                                                    | Bayview Commercial Asset Trust 2006-3                                                    | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35680 | PA      | $34301.29     | 0.00%             | 2036-10-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Community Loan Servicing, LLC                                                            | Community Loan Servicing, LLC                                                            | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       36959 | PA      | $38642.10     | 0.00%             | 2035-11-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                        | Benchmark 2021-B23 Mortgage Trust                                                        | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8271548 | PA      | $425666.28    | 0.02%             | 2054-02-18      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                          | Benefit Street Partners CLO Ltd                                                          | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $499256.50    | 0.02%             | 2038-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 12 Ltd                                                                   | Birch Grove CLO 12 Ltd                                                                   | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4600363.40   | 0.17%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC                                                                | Blue Racer Midstream, LLC                                                                | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      284000 | PA      | $300970.95    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd                                                                | BlueMountain CLO XXII Ltd                                                                | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      251740 | PA      | $251917.73    | 0.01%             | 2031-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd                                                                     | BlueMountain CLO Ltd                                                                     | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $150057.90    | 0.01%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                                  | SMB Private Education Loan Trust 2021-C                                                  | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108163 | PA      | $95854.83     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                                  | SMB Private Education Loan Trust 2021-C                                                  | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33390 | PA      | $29661.73     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                                | Snap Inc.                                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      156000 | PA      | $159987.00    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |      427000 | PA      | $433938.75    | 0.02%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| SPLT_24-1: R1 ABS                                                                        | SPLT_24-1: R1 ABS                                                                        | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23818 | PA      | $671214.11    | 0.03%             | 2031-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SPLT_24-1: A ABS                                                                         | SPLT_24-1: A ABS                                                                         | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      791062 | PA      | $794584.17    | 0.03%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |       46000 | PA      | $48256.80     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |      342000 | PA      | $356296.01    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                                    | Booking Holdings Inc.                                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         383 | NS      | $2217278.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                                                  | Boyd Gaming Corporation                                                                  | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      303000 | PA      | $290484.03    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Solaris Energy Infrastructure, Inc.                                                      | Solaris Energy Infrastructure, Inc.                                                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       83717 | NS      | $2368353.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                                      | Solaris Energy Infrastructure, Inc.                                                      | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1662812.34   | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $139750.00    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      353000 | PA      | $265191.25    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                             | Churchill Downs Incorporated                                                             | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129742.85    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-II Ltd                                                                 | CIFC Funding 2025-II Ltd                                                                 | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250788.00    | 0.01%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd                                                                 | CIFC Funding 2019-IV Ltd                                                                 | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3000000.00   | 0.11%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd                                                                 | CIFC Funding 2019-IV Ltd                                                                 | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1300000.00   | 0.05%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                                     | Spirit Airlines, LLC                                                                     | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |       24049 | PA      | $21241.19     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                                     | Spirit Airlines, LLC                                                                     | CUSIP: 84858WAA4<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |      282261 | PA      | $245793.97    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                                       | Cinemark USA, Inc.                                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      559000 | PA      | $556659.15    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                                       | Cinemark USA, Inc.                                                                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      131000 | PA      | $136123.64    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Spirit Airlines, LLC                                                                     | Spirit Airlines, LLC                                                                     | CUSIP: 84858XAA2<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |      742495 | PA      | $631555.06    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                                 | Spirit AeroSystems, Inc.                                                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      798000 | PA      | $848881.09    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    30250000 | PA      | $512316.16    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| R. R. Donnelley & Sons Company                                                           | R. R. Donnelley & Sons Company                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110001.40    | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                                 | Spirit AeroSystems, Inc.                                                                 | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     2674000 | PA      | $2952924.78   | 0.11%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP2                                                | SREIT Commercial Mortgage Trust 2021-MFP2                                                | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360224.82    | 0.01%             | 2026-11-16      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| R. R. Donnelley & Sons Company                                                           | R. R. Donnelley & Sons Company                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      122000 | PA      | $117868.26    | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: —       |
| DoorDash, Inc.                                                                           | DoorDash, Inc.                                                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        3222 | NS      | $794255.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                                                               | Tesla Inc.                                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       30609 | NS      | $9723254.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                           | Texas Capital Bancshares, Inc.                                                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1164738.00   | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO 2023-I Ltd                                                        | Texas Debt Capital CLO 2023-I Ltd                                                        | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1300000.00   | 0.05%             | 2038-07-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1263000 | PA      | $1274486.11   | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                                   | Dotdash Meredith, Inc.                                                                   | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68058.62     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| DK Crown Holdings Inc.                                                                   | DK Crown Holdings Inc.                                                                   | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |       54620 | NS      | $2342651.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toucan Finco Ltd.                                                                        | Toucan Finco Ltd.                                                                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1022000 | PA      | $1043601.09   | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      128000 | PA      | $125562.33    | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dryden 50 Senior Loan Fund                                                               | Dryden 50 Senior Loan Fund                                                               | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250256.75    | 0.01%             | 2030-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Usaa Ultra Short-Term Bond Fund                                                          | Usaa Ultra Short-Term Bond Fund                                                          | CUSIP: 26252JAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3005100.00   | 0.11%             | 2034-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      261000 | PA      | $256210.50    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      397000 | PA      | $398857.87    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       17800 | NS      | $2100400.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                                                  | DuPont de Nemours, Inc.                                                                  | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       20466 | NS      | $1403762.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust 2024-ELM                                                                       | ELM Trust 2024-ELM                                                                       | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      918000 | PA      | $922979.42    | 0.03%             | 2027-06-11      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                                   | ELP Commercial Mortgage Trust 2021-ELP                                                   | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1008826 | PA      | $1007564.83   | 0.04%             | 2038-11-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                      | EOG Resources, Inc.                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       30019 | NS      | $3590572.59   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      123978 | NS      | $7230396.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $148352.97    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Earthstone Energy Holdings, LLC                                                          | Earthstone Energy Holdings, LLC                                                          | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      331000 | PA      | $338166.46    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      149000 | PA      | $153668.18    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                    | EG Global Finance PLC                                                                    | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |      654000 | PA      | $722071.96    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                   | Eldorado Resorts, Inc.                                                                   | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150049.94    | 0.01%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd                                                                       | Elmwood CLO II Ltd                                                                       | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $350775.60    | 0.01%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings, LLC                                                | Encino Acquisition Partners Holdings, LLC                                                | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      335000 | PA      | $370709.80    | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                 | Energizer Holdings, Inc.                                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189402.90    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                              | Endo Finance Holdings, Inc.                                                              | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      194000 | PA      | $205715.40    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                                                  | iShares MSCI Brazil ETF                                                                  | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       40596 | NS      | $1171194.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares China Large-Cap ETF                                                              | iShares China Large-Cap ETF                                                              | CUSIP: 464287184<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       78441 | NS      | $2883491.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Core S&P Small Cap ETF                                                           | iShares Core S&P Small Cap ETF                                                           | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       12351 | NS      | $1349840.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                                                               | Jabil Inc.                                                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       11281 | NS      | $2460386.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                        | Johnson & Johnson                                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       18183 | NS      | $2777453.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KraneShares CSI China Internet ETF                                                       | KraneShares CSI China Internet ETF                                                       | CUSIP: 500767306<br>LEI: 549300VLDRC0RUX0E553 | Long             | EC               | RF                | US        |       80835 | NS      | $2775065.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                                                 | Lam Research Corporation                                                                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       22827 | NS      | $2221980.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       57837 | NS      | $2516487.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Companies Inc., The                                                         | Estee Lauder Companies Inc., The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        7587 | NS      | $613029.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                                     | Hermes International                                                                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        4316 | NS      | $11679535.51  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       96000 | PA      | $100445.92    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $43302.29     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110509.60    | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $128012.32    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly and Company                                                                    | Eli Lilly and Company                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       34703 | NS      | $27052029.59  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                           | Rheinmetall Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |           6 | NS      | $12747.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings 1, Inc.                                                      | Lions Gate Capital Holdings 1, Inc.                                                      | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2662000 | PA      | $2314388.48   | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                                  | Lionsgate Studios Corp.                                                                  | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      115873 | NS      | $673222.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                          | Lions Gate Capital Holdings LLC                                                          | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      177000 | PA      | $147173.13    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       53722 | NS      | $8127064.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      239000 | PA      | $236362.48    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                                            | LoanCore 2025-CRE8 Issuer LLC                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $827404.26    | 0.03%             | 2029-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                              | Lockheed Martin Corporation                                                              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       11561 | NS      | $5354361.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter Sociedad Anonima                                                               | Bankinter Sociedad Anonima                                                               | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       84537 | NS      | $1104367.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Lululemon Athletica Inc.                                                                 | Lululemon Athletica Inc.                                                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        1433 | NS      | $340452.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      219559 | NS      | $3373574.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      153827 | NS      | $673762.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                            | Lyra Music Assets Delaware LP                                                            | CUSIP: 552339AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1168323 | PA      | $1148242.41   | 0.04%             | 2029-12-20      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| MF1 2021-FL6 Ltd.                                                                        | MF1 2021-FL6 Ltd.                                                                        | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       89925 | PA      | $89809.47     | 0.00%             | 2036-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                              | MF1 Multifamily Housing Mortgage Loan Trust                                              | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      694536 | PA      | $686926.94    | 0.03%             | 2026-12-16      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2021-STOR                                                  | MHP Commercial Mortgage Trust 2021-STOR                                                  | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602000 | PA      | $601623.63    | 0.02%             | 2038-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                | MGM Resorts International                                                                | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81289.06     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MHC Commercial Mortgage Trust 2021-MHC                                                   | MHC Commercial Mortgage Trust 2021-MHC                                                   | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1221600 | PA      | $1223890.27   | 0.05%             | 2026-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                   | MHC Commercial Mortgage Trust 2021-MHC                                                   | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136800 | PA      | $136800.06    | 0.01%             | 2026-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                | MSCI Inc.                                                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        4683 | NS      | $2700873.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                                                                      | Magnera Corporation                                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188535.70    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corporation                                                           | Marathon Petroleum Corporation                                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        5872 | NS      | $975397.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon University                                                                  | Grand Canyon University                                                                  | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      555000 | PA      | $574482.61    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                         | Marsh & Mclennan Companies, Inc.                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       79830 | NS      | $17454031.20  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31340 | NS      | $2425716.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                                                       | Masimo Corporation                                                                       | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       19934 | NS      | $3353297.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                                                        | Mettler-Toledo International Inc.                                                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         596 | NS      | $700133.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                                    | Microsoft Corporation                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      129294 | NS      | $64312128.54  | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA Corporation                                                                          | KIA Corporation                                                                          | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       10039 | NS      | $718903.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                                      | Keyence Corporation                                                                      | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        3800 | NS      | $1520480.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                             | Komatsu Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       26500 | NS      | $870311.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co., Ltd.                                                                        | Kuraray Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |       37000 | NS      | $469906.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokio Marine Holdings, Inc.                                                              | Tokio Marine Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       16700 | NS      | $707221.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Company                                                        | Metropolitan Bank & Trust Company                                                        | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       60910 | NS      | $78416.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Limited                                                        | Geely Automobile Holdings Limited                                                        | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      211000 | NS      | $431317.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                                      | BYD Company Limited                                                                      | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      726000 | NS      | $11292528.41  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp.                                                      | GS Engineering & Construction Corp.                                                      | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |       13865 | NS      | $213436.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                           | Abu Dhabi Commercial Bank PJSC                                                           | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |       28050 | NS      | $102912.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                                        | NAVER Corporation                                                                        | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |       11073 | NS      | $2154341.74   | 0.08%             |  |  |  | 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        |       68100 | NS      | $1714030.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corporation                                                                       | Sojitz Corporation                                                                       | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |        1400 | NS      | $34416.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc.                                                                        | MISUMI Group Inc.                                                                        | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       29900 | NS      | $398600.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                   | Mitsubishi Corporation                                                                   | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       12800 | NS      | $256279.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                          | Mitsubishi Electric Corporation                                                          | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       26900 | NS      | $578912.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                                        | FirstRand Limited                                                                        | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      193337 | NS      | $826320.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                           | Murata Manufacturing Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      131000 | NS      | $1948704.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      104000 | PA      | $94156.40     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |       52824 | PA      | $54729.89     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37460.50     | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $243677.98    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1260779 | PA      | $1260779.43   | 0.05%             | 2038-11-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust 2023-1                                                          | SoFi Personal Loan Trust 2023-1                                                          | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       26521 | PA      | $1220336.10   | 0.05%             | 2030-11-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust 2023-1                                                          | SoFi Personal Loan Trust 2023-1                                                          | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      795806 | PA      | $805311.10    | 0.03%             | 2027-09-13      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-FLWR                                                                          | SREIT 2021-FLWR                                                                          | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400800 | PA      | $400549.43    | 0.02%             | 2036-07-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      221000 | PA      | $226257.43    | 0.01%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1473172.13   | 0.06%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      450000 | PA      | $470918.72    | 0.02%             | 2030-07-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                         | Salesforce, Inc.                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       53251 | NS      | $14521015.19  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao S/A                                                                    | Samarco Mineracao S/A                                                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | US        |       21432 | PA      | $21081.22     | 0.00%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                                       | Palladyne AI Corp.                                                                       | CUSIP: 80359A114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      120859 | NS      | $46168.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                                       | Palladyne AI Corp.                                                                       | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1278 | NS      | $11067.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190008.57    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      316000 | PA      | $268556.08    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206008.67    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Company, The                                                          | Scotts Miracle-Gro Company, The                                                          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      252000 | PA      | $231150.38    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Sea Limited                                                                              | Sea Limited                                                                              | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        4483 | NS      | $717011.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                                                               | Xerox Holdings Corporation                                                               | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      259000 | PA      | $195572.23    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Xerox Issuer Corporation                                                                 | Xerox Issuer Corporation                                                                 | CUSIP: 98423RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $451651.67    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: —       |
| Seagate HDD Cayman                                                                       | Seagate HDD Cayman                                                                       | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |      795000 | PA      | $900178.74    | 0.03%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                       | Seagate HDD Cayman                                                                       | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |      933000 | PA      | $996606.54    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                       | Seagate HDD Cayman                                                                       | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |      501000 | PA      | $536449.95    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                                                      | Health Care Select Sector SPDR Fund                                                      | CUSIP: 81369Y209<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |        9680 | NS      | $1304767.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                                                 | Yum China Holdings, Inc.                                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       27745 | NS      | $1240478.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      142000 | PA      | $133167.93    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      723000 | PA      | $727365.48    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      350000 | PA      | $375430.20    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        8370 | NS      | $763427.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                              | Zoetis Inc.                                                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        3000 | NS      | $467850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S/A.                                                                      | Banco Bradesco S/A.                                                                      | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      238685 | NS      | $738490.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Company Limited                                                    | Techtronic Industries Company Limited                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       84000 | NS      | $924439.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                          | J Sainsbury PLC                                                                          | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      287198 | NS      | $1142749.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                        | Admiral Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       22273 | NS      | $1000197.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk Anonim Sirketi                                                               | Akbank Turk Anonim Sirketi                                                               | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |       87494 | NS      | $150636.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi Anonim Sirketi                                                        | Turkiye Is Bankasi Anonim Sirketi                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      591066 | NS      | $199023.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                | Airbus SE                                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        9544 | NS      | $1995706.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Mitra Adiperkasa Tbk                                                                 | PT. Mitra Adiperkasa Tbk                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |     1102300 | NS      | $80255.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp.                                                                     | Global Unichip Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       11000 | NS      | $494233.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran                                                                                   | Safran                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        2640 | NS      | $859744.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co., Ltd.                                                      | Genius Electronic Optical Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       44580 | NS      | $638772.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                                | GMO Payment Gateway, Inc.                                                                | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |        8400 | NS      | $543939.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                         | Raiffeisen Bank International AG                                                         | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        2375 | NS      | $72383.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                  | L'Oreal                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         997 | NS      | $426263.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                                         | LVMH Moet Hennessy Louis Vuitton                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        9912 | NS      | $5189851.21   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     2280054 | NS      | $13164794.46  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Bper Banca S.P.A.                                                                        | Bper Banca S.P.A.                                                                        | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       93802 | NS      | $854952.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                            | Carlsberg A/S                                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        1824 | NS      | $258549.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                                    | Kingspan Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       10693 | NS      | $909561.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                             | Bunzl Public Limited Company                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       16901 | NS      | $538135.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL Public Company Limited                                                            | CP ALL Public Company Limited                                                            | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      157800 | NS      | $213701.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Corporation                                                                         | Kone Corporation                                                                         | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       11134 | NS      | $733127.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group                                                                               | Elia Group                                                                               | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        3556 | NS      | $409490.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                                    | Engie                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       15291 | NS      | $359200.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner S/A.                                                                        | Lojas Renner S/A.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      264506 | NS      | $955670.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co., Ltd.                                                           | Sungrow Power Supply Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |       17000 | NS      | $161004.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N.V.                                                                             | Ferrari N.V.                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |        5696 | NS      | $2791861.85   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                          | Leonardo S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        8682 | NS      | $491161.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company, Limited                                                          | Daiichi Sankyo Company, Limited                                                          | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       64331 | NS      | $1499186.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties - P J S C                                                               | Aldar Properties - P J S C                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       52926 | NS      | $128672.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Limited                                            | Shenzhou International Group Holdings Limited                                            | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       48200 | NS      | $343871.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni banka, a.s.                                                                     | Komercni banka, a.s.                                                                     | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        2452 | NS      | $118880.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        1975 | NS      | $409158.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Limited                                                               | Agnico Eagle Mines Limited                                                               | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |        6180 | NS      | $736290.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Emisiones SA                                                                  | Telefonica Emisiones SA                                                                  | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | GB        |      267000 | PA      | $367538.32    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                | Partners Group Holding AG                                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        2090 | NS      | $2731422.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                       | Canadian Natural Resources Limited                                                       | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       42850 | NS      | $1346781.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                                              | Telenor ASA                                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       39926 | NS      | $620942.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                   | MERCK Kommanditgesellschaft auf Aktien                                                   | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        7062 | NS      | $915290.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                   | RWE Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       28064 | NS      | $1172867.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                    | Schneider Electric SE                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        1608 | NS      | $429942.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Company                                                     | Yanbu National Petrochemical Company                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       11416 | NS      | $91898.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Company                                                                  | Etihad Etisalat Company                                                                  | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       15771 | NS      | $249506.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                                              | Al Rajhi Banking and Investment Corporation                                              | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       15518 | NS      | $391359.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corporation                                                       | Saudi Basic Industries Corporation                                                       | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        4826 | NS      | $70410.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                        | Compass Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      360615 | NS      | $12207328.44  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      578000 | PA      | $672079.25    | 0.03%             | 2026-10-26      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Rakus Co., Ltd.                                                                          | Rakus Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       24002 | NS      | $385265.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Holdco B.V.                                                                        | Sigma Holdco B.V.                                                                        | CUSIP: N/A<br>LEI: 254900RAPCKVT00GAO59       | Long             | DBT              | CORP              | NL        |      162031 | PA      | $190202.73    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Eiffage                                                                                  | Eiffage                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        8242 | NS      | $1158601.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuhne & Nagel International AG                                                           | Kuhne & Nagel International AG                                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |        6867 | NS      | $1486804.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Avoca CLO XVIII Designated Activity Company                                              | Avoca CLO XVIII Designated Activity Company                                              | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $288907.42    | 0.01%             | 2038-04-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Arcano Euro CLO I Designated Activity Company                                            | Arcano Euro CLO I Designated Activity Company                                            | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |      520000 | PA      | $613856.80    | 0.02%             | 2039-04-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Arcano Euro CLO II Designated Activity Company                                           | Arcano Euro CLO II Designated Activity Company                                           | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $270928.65    | 0.01%             | 2038-07-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vivendi SE                                                                               | Vivendi SE                                                                               | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      123290 | NS      | $424907.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                   | SAP SE                                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       25936 | NS      | $7921472.16   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca Static CLO I Designated Activity Company                                           | Avoca Static CLO I Designated Activity Company                                           | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |      220000 | PA      | $254165.96    | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO IV Designated Activity Company                                        | Arini European CLO IV Designated Activity Company                                        | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |      630000 | PA      | $740399.83    | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                                            | Hellenic Telecommunications Organization S.A.                                            | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        5435 | NS      | $103186.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        6763 | NS      | $531180.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                          | Santander UK Group Holdings PLC                                                          | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136529.23    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                            | Thermo Fisher Scientific Inc.                                                            | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      582000 | PA      | $660653.76    | 0.02%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                              | Constellation Software Inc.                                                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         358 | NS      | $1312697.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       32070 | NS      | $193071.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       61508 | NS      | $363938.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corporation Berhad                                                              | Frontken Corporation Berhad                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      151500 | NS      | $142644.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                                         | Tele Columbus AG                                                                         | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |      565689 | PA      | $451501.30    | 0.02%             | 2029-03-19      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Emaar Development LLC                                                                    | Emaar Development LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       22035 | NS      | $81100.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                                   | Orange                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       78140 | NS      | $1189256.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                               | Allianz SE                                                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        6182 | NS      | $2507298.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO V Designated Activity Company                                         | Arini European CLO V Designated Activity Company                                         | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      340000 | PA      | $398083.78    | 0.01%             | 2039-01-17      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Accenture Public Limited Company                                                         | Accenture Public Limited Company                                                         | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        4360 | NS      | $1303160.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      106000 | PA      | $115185.90    | 0.00%             | 2030-04-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Lion Finance Group PLC                                                                   | Lion Finance Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |        1976 | NS      | $192171.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | GB        |      245000 | PA      | $328809.79    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Limited                                                            | Telix Pharmaceuticals Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       30281 | NS      | $487614.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                                              | Logitech International S.A.                                                              | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       16202 | NS      | $1464458.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                             | Experian PLC                                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       14079 | NS      | $725400.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.A R.L.                                                | Telenet Finance Luxembourg Notes S.A R.L.                                                | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $982760.00    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8645000 | PA      | $424788.36    | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                 | Saudi Arabia, Kingdom of                                                                 | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |      399000 | PA      | $398281.40    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eneva S.A.                                                                               | Eneva S.A.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       46835 | NS      | $118615.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Syariah Indonesia TBK                                                            | PT Bank Syariah Indonesia TBK                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |      450595 | NS      | $71756.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa Jersey Limited                                                                   | Informa Jersey Limited                                                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135129.13    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1260959.79   | 0.05%             | 2027-05-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Greece SA                                                               | National Bank of Greece SA                                                               | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |        8694 | NS      | $111046.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corporation                                                                       | Xiaomi Corporation                                                                       | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |       86400 | NS      | $664220.00    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136604.72    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                          | B3 S.A. - Brasil, Bolsa, Balcao                                                          | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      498920 | NS      | $1335203.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haidilao International Holding Ltd.                                                      | Haidilao International Holding Ltd.                                                      | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      126000 | NS      | $240493.37    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Capital Four CLO VIII Designated Activity Company                                        | Capital Four CLO VIII Designated Activity Company                                        | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |      520000 | PA      | $606035.96    | 0.02%             | 2037-10-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CIFC European Funding CLO II Designated Activity Company                                 | CIFC European Funding CLO II Designated Activity Company                                 | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117514.01    | 0.00%             | 2033-04-15      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Contego CLO V Designated Activity Company                                                | Contego CLO V Designated Activity Company                                                | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      340000 | PA      | $391712.98    | 0.01%             | 2037-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Contego CLO VII Designated Activity Company                                              | Contego CLO VII Designated Activity Company                                              | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      430000 | PA      | $499214.78    | 0.02%             | 2038-01-23      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      578000 | PA      | $674897.99    | 0.03%             | 2027-03-11      | Fixed         | 1.09%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   107418736 | PA      | $5966701.15   | 0.22%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                                 | Idemitsu Kosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       72400 | NS      | $439401.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NagaCorp Ltd.                                                                            | NagaCorp Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | EC               | CORP              | KY        |      154000 | NS      | $69915.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                                                         | ConnectWise, LLC                                                                         | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      605723 | PA      | $608248.95    | 0.02%             | 2028-09-23      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                                | Median BV                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      846651 | PA      | $993433.23    | 0.04%             | 2027-10-14      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Limited                                             | Contemporary Amperex Technology Co., Limited                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      113771 | NS      | $4000665.66   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135914.28    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     1657000 | PA      | $1728574.68   | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Valaris Limited                                                                          | Valaris Limited                                                                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $147588.07    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                                                       | Kumba Iron Ore Ltd                                                                       | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        9377 | NS      | $151175.75    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       56000 | PA      | $54772.26     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24482.81     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                                | Valero Energy Corporation                                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       70770 | NS      | $9512903.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kane Bidco Limited                                                                       | Kane Bidco Limited                                                                       | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | GB        |      991000 | PA      | $1373735.56   | 0.05%             | 2027-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   203300000 | PA      | $594665.09    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133107.21    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DP World Salaam                                                                          | DP World Salaam                                                                          | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | US        |      260000 | PA      | $260325.00    | 0.01%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Median BV                                                                                | Median BV                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      789713 | PA      | $926624.62    | 0.03%             | 2027-10-14      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                                           | Hydrofarm Holdings Group, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      377233 | PA      | $305559.09    | 0.01%             | 2028-10-21      | Floating      | 10.04%                | No            |                  3 | On Loan: No      |
| Edge Finco PLC                                                                           | Edge Finco PLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1162162 | PA      | $1368120.72   | 0.05%             | 2031-09-01      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                                   | TK Elevator Midco GmbH                                                                   | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1017283 | PA      | $1192725.05   | 0.04%             | 2030-04-30      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                      | Evolution AB (publ)                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       16407 | NS      | $1303663.69   | 0.05%             |  |  |  | Yes           |                  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        |      360000 | PA      | $397325.11    | 0.01%             | 2027-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                                 | VanEck Semiconductor ETF                                                                 | CUSIP: 92189F676<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |        9202 | NS      | $2566253.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                           | VanEck J. P. Morgan EM Local Currency Bond ETF                                           | CUSIP: 92189H300<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |       84652 | NS      | $2145928.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Siemens Energy AG                                                                        | Siemens Energy AG                                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       15858 | NS      | $1841591.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc.                                                                           | Socionext Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       34200 | NS      | $654217.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     5901145 | PA      | $154922.06    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | 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        |     1389000 | PA      | $1838906.67   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                            | Alibaba Group Holding Limited                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |         760 | NS      | $10741.21     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Malaysia, Government of                                                                  | Malaysia, Government of                                                                  | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3491000 | PA      | $848038.15    | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    16601800 | PA      | $882625.06    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amber FinCo PLC                                                                          | Amber FinCo PLC                                                                          | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      782000 | PA      | $962167.33    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                         | Vedanta Resources Finance II PLC                                                         | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | US        |      243000 | PA      | $252551.84    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                                                             | Ventas, Inc.                                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        9619 | NS      | $607439.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F.I.S. - Fabbrica Italiana Sintetici S.p.A.                                              | F.I.S. - Fabbrica Italiana Sintetici S.p.A.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      376000 | PA      | $445256.86    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                              | INEOS Quattro Finance 2 plc                                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      336000 | PA      | $393780.80    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                   | Banca Monte dei Paschi di Siena S.p.A.                                                   | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       33108 | NS      | $281511.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      367000 | PA      | $371405.95    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      489000 | PA      | $476603.18    | 0.02%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust 2024-1                                         | GoodLeap Home Improvement Solutions Trust 2024-1                                         | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1745152 | PA      | $1742964.32   | 0.07%             | 2033-04-20      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                             | Bank of Ireland Group Public Limited Company                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      429000 | PA      | $507867.53    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |      219000 | PA      | $251065.30    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                                         | Goodleap Sustainable Home Solutions Trust 2021-3                                         | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      446006 | PA      | $350753.24    | 0.01%             | 2036-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95980.69     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global, Inc.                                                                     | Venture Global, Inc.                                                                     | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       18378 | NS      | $286329.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       77956 | NS      | $3373156.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      177000 | PA      | $169456.53    | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Borouge PLC                                                                              | Borouge PLC                                                                              | CUSIP: N/A<br>LEI: 2549001Z4YA6WG9MBM08       | Long             | EC               | CORP              | AE        |      167254 | NS      | $115705.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                              | Swedbank AB                                                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131259.63    | 0.00%             | 2027-12-08      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Mosel Bidco Se                                                                           | Mosel Bidco Se                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1238886 | PA      | $1459142.26   | 0.05%             | 2030-09-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco PLC                                                                    | CDR Firefly Bidco PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1642500 | PA      | $2240486.00   | 0.08%             | 2029-04-29      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Peer Holdings III BV                                                                     | Peer Holdings III BV                                                                     | CUSIP: N6872NAP1<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1600000 | PA      | $1881573.55   | 0.07%             | 2031-07-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd                                                              | Inspired Finco Holdings Ltd                                                              | CUSIP: G4800AAG9<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      574713 | PA      | $673794.96    | 0.03%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HBX Group                                                                                | HBX Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1684783 | PA      | $1974668.28   | 0.07%             | 2032-02-14      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verifone Sys Inc                                                                         | Verifone Sys Inc                                                                         | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       62906 | PA      | $58707.23     | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verifone Sys Inc                                                                         | Verifone Sys Inc                                                                         | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1292488 | PA      | $1206214.81   | 0.05%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| International Entertainment JJCO 3 Ltd                                                   | International Entertainment JJCO 3 Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2294117 | PA      | $3154277.84   | 0.12%             | 2032-04-02      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtioet Oy                                                                    | Mehilainen Yhtioet Oy                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1192469 | PA      | $1404992.81   | 0.05%             | 2031-08-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtioet Oy                                                                    | Mehilainen Yhtioet Oy                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      490451 | PA      | $577859.95    | 0.02%             | 2031-08-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtioet Oy                                                                    | Mehilainen Yhtioet Oy                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |       57700 | PA      | $67983.53     | 0.00%             | 2031-08-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtioet Oy                                                                    | Mehilainen Yhtioet Oy                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |       48083 | PA      | $56652.94     | 0.00%             | 2031-08-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Gategroup Fin Luxembourg SA                                                              | Gategroup Fin Luxembourg SA                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1415929 | PA      | $1668411.53   | 0.06%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Artemis Bidco Ltd                                                                        | Artemis Bidco Ltd                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1653543 | PA      | $1945961.13   | 0.07%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Lomb Corp                                                                         | Bausch Lomb Corp                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      705352 | PA      | $705796.65    | 0.03%             | 2030-12-17      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1821429 | PA      | $2141090.72   | 0.08%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      724000 | PA      | $740390.22    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      329000 | PA      | $341078.91    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                            | COMM 2024-WCL1 MORTGAGE TRUST                                                            | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $484458.00    | 0.02%             | 2026-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Company, Inc.                                                          | CommScope Holding Company, Inc.                                                          | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       47984 | NS      | $397307.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193605.95    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100276.74    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      380000 | PA      | $379113.78    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Concord Music Royalties LLC                                                              | Concord Music Royalties LLC                                                              | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      441000 | PA      | $443089.24    | 0.02%             | 2029-10-20      | Fixed         | 5.64%                 | No            |                  3 | On Loan: No      |
| CONE Trust 2024-DFW1                                                                     | CONE Trust 2024-DFW1                                                                     | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $479430.29    | 0.02%             | 2041-08-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                                   | CyberArk Software Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       21629 | NS      | $8800407.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hashemite Kingdom of Jordan, The Government of                                       | The Hashemite Kingdom of Jordan, The Government of                                       | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | US        |      311000 | PA      | $310950.24    | 0.01%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Confluent, Inc.                                                                          | Confluent, Inc.                                                                          | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      239473 | NS      | $5970061.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco SARL                                                                       | Connect Finco SARL                                                                       | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      328000 | PA      | $330325.13    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cook Park CLO, Ltd.                                                                      | Cook Park CLO, Ltd.                                                                      | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      257520 | PA      | $257612.45    | 0.01%             | 2030-04-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                          | Coreweave, Inc.                                                                          | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $230034.80    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                                    | Core Scientific, Inc.                                                                    | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $157686.05    | 0.01%             | 2031-06-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92144.52     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                             | Costco Wholesale Corporation                                                             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       22969 | NS      | $22737931.86  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $192500.00    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corporation                                                              | Reworld Holding Corporation                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      264000 | PA      | $251107.77    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198750.00    | 0.01%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      210000 | PA      | $51733.71     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                               | CrowdStrike Holdings, Inc.                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        4876 | NS      | $2483395.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS 2024-SBL                                                                            | DBGS 2024-SBL                                                                            | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $110000.10    | 0.00%             | 2026-08-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                        | D.R. Horton, Inc.                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       31801 | NS      | $4099784.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                                            | Datadog, Inc.                                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       33187 | NS      | $4458009.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        7117 | NS      | $1013816.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      278000 | PA      | $288645.55    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29867.10     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Dentsply Sirona Inc.                                                                     | Dentsply Sirona Inc.                                                                     | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72403.20     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd                                                               | Diameter Capital CLO 9 Ltd                                                               | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249627.75    | 0.01%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Diamond Escrow Issuer, LLC                                                               | Diamond Escrow Issuer, LLC                                                               | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |      335000 | PA      | $352737.52    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corporation                                                                 | DISH Network Corporation                                                                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      258000 | PA      | $217673.31    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                 | DISH Network Corporation                                                                 | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      917000 | PA      | $826627.82    | 0.03%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      370000 | PA      | $351500.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      198000 | PA      | $183150.00    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      150000 | PA      | $157500.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                                       | EPAM Systems, Inc.                                                                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         788 | NS      | $139334.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equipmentshare.Com Inc                                                                   | Equipmentshare.Com Inc                                                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      137000 | PA      | $145849.06    | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Equipmentshare.Com Inc                                                                   | Equipmentshare.Com Inc                                                                   | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10483.43     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Erie Indemnity Company                                                                   | Erie Indemnity Company                                                                   | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        3007 | NS      | $1042797.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                        | Eversource Energy                                                                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       12923 | NS      | $822161.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evgo Inc.                                                                                | Evgo Inc.                                                                                | CUSIP: 30052F118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22830 | NS      | $5022.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |     1867273 | PA      | $1869608.45   | 0.07%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |     1189668 | PA      | $1192642.41   | 0.04%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     6389000 | PA      | $129841.88    | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     8581000 | PA      | $166301.79    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Vlada Crne Gore                                                                          | Vlada Crne Gore                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ME        |      106000 | PA      | $122104.55    | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                                  | Vestas Wind Systems A/S                                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       86708 | NS      | $1308362.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                      | Vertex Pharmaceuticals Incorporated                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1702 | NS      | $757730.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                                                       | Vertiv Holdings Co                                                                       | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      110733 | NS      | $14219224.53  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wizz Air Holdings PLC                                                                    | Wizz Air Holdings PLC                                                                    | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |        7970 | NS      | $119215.08    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Sappi Papier Holding GmbH                                                                | Sappi Papier Holding GmbH                                                                | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      232000 | PA      | $268187.79    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CBB International Sukuk Company S.P.C                                                    | CBB International Sukuk Company S.P.C                                                    | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | US        |      219000 | PA      | $202848.75    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       44354 | NS      | $32737243.86  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto 2025-FL10 Issuer, LLC                                                          | FS Rialto 2025-FL10 Issuer, LLC                                                          | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      810000 | PA      | $807974.43    | 0.03%             | 2042-08-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                             | TK Elevator U.S. Newco, Inc.                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      819000 | PA      | $816924.63    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                         | Paramount Global                                                                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       14422 | NS      | $186043.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNA 8, LLC                                                                               | FNA 8, LLC                                                                               | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075233 | PA      | $1082444.96   | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      243618 | PA      | $237969.09    | 0.01%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                             | Viatris Inc.                                                                             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       70733 | NS      | $631645.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     7623698 | PA      | $329975.02    | 0.01%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1337806 | PA      | $55487.23     | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     8702614 | PA      | $193403.42    | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       63007 | NS      | $18266359.37  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktsionernoe Obshchestvo Narodny Bank Kazakhstana                                        | Aktsionernoe Obshchestvo Narodny Bank Kazakhstana                                        | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        4491 | NS      | $110791.54    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   232688516 | NS      | $232688515.80 | 8.75%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                          | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1108000 | PA      | $1108692.61   | 0.04%             | 2026-04-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                          | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $520324.90    | 0.02%             | 2026-04-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191677 | PA      | $126637.49    | 0.00%             | 2033-07-08      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV5                                                     | J.P. Morgan Mortgage Trust 2021-INV5                                                     | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2347368 | PA      | $1912555.07   | 0.07%             | 2043-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |        5120 | PA      | $2444.80      | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       19135 | PA      | $7343.06      | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV7                                                     | J.P. Morgan Mortgage Trust 2021-INV7                                                     | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3322628 | PA      | $2971748.40   | 0.11%             | 2028-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV7                                                     | J.P. Morgan Mortgage Trust 2021-INV7                                                     | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1619510 | PA      | $1084506.17   | 0.04%             | 2043-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       16170 | PA      | $7519.05      | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       13475 | PA      | $6265.88      | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                        | Ulta Beauty, Inc.                                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1629 | NS      | $762078.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201636.00    | 0.01%             | 2032-06-19      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2019-2AA                                              | United Airlines Pass Through Trust 2019-2AA                                              | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114885 | PA      | $107328.18    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      407000 | PA      | $416733.00    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      594000 | PA      | $613618.63    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20893000 | PA      | $20875044.56  | 0.78%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                          | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481000 | PA      | $406513.59    | 0.02%             | 2027-01-08      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                                   | JW Commercial Mortgage Trust 2024-MRCO                                                   | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $340396.13    | 0.01%             | 2026-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1380000 | PA      | $1387331.25   | 0.05%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage, LLC                                                           | United Wholesale Mortgage, LLC                                                           | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72881.95     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        3784 | NS      | $1180494.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327BAB6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      206000 | PA      | $201770.10    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                                                  | GSK PLC                                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       73606 | NS      | $1400234.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                                       | Thames Water Utilities Finance PLC                                                       | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      832000 | PA      | $782300.51    | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bracken Midco1 PLC                                                                       | Bracken Midco1 PLC                                                                       | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      183000 | PA      | $247921.82    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                                                | Adler Pelzer Holding GmbH                                                                | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |      276000 | PA      | $318865.68    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Czechoslovak Group a.s.                                                                  | Czechoslovak Group a.s.                                                                  | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      425000 | PA      | $508574.01    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco S.a r.l.                                                                 | Kleopatra Finco S.a r.l.                                                                 | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      626000 | PA      | $686479.84    | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      229000 | PA      | $222926.17    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-CBDO         | CORP              | US        |      178548 | PA      | $154032.76    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       69000 | PA      | $71212.16     | 0.00%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co. Inc.                                                                           | KKR & Co. Inc.                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       71214 | NS      | $9473598.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Stock Company Kaspi.Kz                                                             | Joint Stock Company Kaspi.Kz                                                             | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        2624 | NS      | $222751.36    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| KeHE Distributors, LLC                                                                   | KeHE Distributors, LLC                                                                   | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      208000 | PA      | $215473.14    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Upfield BV                                                                               | Upfield BV                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1150000 | PA      | $1565334.69   | 0.06%             | 2025-07-07      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Aenova Group                                                                             | Aenova Group                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1698113 | PA      | $1982370.68   | 0.07%             | 2031-08-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                                                        | IGT Holding IV AB                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1333333 | PA      | $1564428.01   | 0.06%             | 2031-07-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Obol France 25                                                                           | Obol France 25                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1155133.74   | 0.04%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      854471 | PA      | $852334.65    | 0.03%             | 2031-07-31      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust 2024-HT2                                                   | KSL Commercial Mortgage Trust 2024-HT2                                                   | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $623436.25    | 0.02%             | 2026-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LBA Trust 2024-BOLT                                                                      | LBA Trust 2024-BOLT                                                                      | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149000 | PA      | $146631.90    | 0.01%             | 2026-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      592000 | PA      | $563595.21    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                         | LCM Investments Holdings II, LLC                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      366000 | PA      | $355869.26    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                         | LCM Investments Holdings II, LLC                                                         | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      101000 | PA      | $107301.92    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LCM 36 Ltd                                                                               | LCM 36 Ltd                                                                               | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $775709.22    | 0.03%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                                       | Vital Energy, Inc.                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      315000 | PA      | $269017.87    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Latch, Inc.                                                                              | Latch, Inc.                                                                              | CUSIP: 51818V114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52569 | NS      | $5.26         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Latvia, Republic of                                                                      | Latvia, Republic of                                                                      | CUSIP: 518417AD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      200000 | PA      | $199442.20    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      398000 | PA      | $451132.41    | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Pegasus BidCo B.V.                                                                       | Pegasus BidCo B.V.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1333334 | PA      | $1572564.91   | 0.06%             | 2029-07-12      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                        | CPPIB Capital Inc                                                                        | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      768196 | PA      | $765315.64    | 0.03%             | 2031-08-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                                  | Belron Finance 2019 LLC                                                                  | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      764225 | PA      | $766884.50    | 0.03%             | 2031-10-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                                            | Hestiafloor 2                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      588235 | PA      | $693001.88    | 0.03%             | 2030-02-28      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| IFCO Management GmbH                                                                     | IFCO Management GmbH                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1179423.09   | 0.04%             | 2029-11-24      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                                     | Speedster Bidco GmbH                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1110000 | PA      | $1307669.05   | 0.05%             | 2031-10-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| FNZ Group Entities Ltd                                                                   | FNZ Group Entities Ltd                                                                   | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1500000 | PA      | $1631737.31   | 0.06%             | 2031-10-30      | Floating      | 10.21%                | No            |                  3 | On Loan: No      |
| Market Bidco Ltd                                                                         | Market Bidco Ltd                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      429750 | PA      | $498949.85    | 0.02%             | 2030-11-04      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAA9<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $1135823.74   | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184551.66    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Stage Entertainment                                                                      | Stage Entertainment                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1180306.55   | 0.04%             | 2029-06-29      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Parts Europe                                                                             | Parts Europe                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1131512 | PA      | $1332625.38   | 0.05%             | 2031-02-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      128000 | PA      | $116473.25    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98237.52     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      634000 | PA      | $705917.34    | 0.03%             | 2028-01-26      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Airport Finance PLC                                                              | Gatwick Airport Finance PLC                                                              | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |      299000 | PA      | $406096.40    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                             | DNB Bank ASA                                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       14630 | NS      | $405140.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                                           | Finecobank Banca Fineco S.P.A.                                                           | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       11635 | NS      | $258067.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                                                                   | ECL Entertainment, LLC                                                                   | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1732950 | PA      | $1730784.25   | 0.07%             | 2030-08-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Arctera US Holdings LLC                                                                  | Arctera US Holdings LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      303089 | PA      | $303089.48    | 0.01%             | 2029-12-10      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| argenx SE                                                                                | argenx SE                                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        1742 | NS      | $957702.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco S.p.A                                                                    | Dolcetto Holdco S.p.A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      311000 | PA      | $368852.10    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Dolcetto Holdco S.p.A                                                                    | Dolcetto Holdco S.p.A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      110000 | PA      | $129595.30    | 0.00%             | 2032-07-14      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dongyang Life Insurance Co., Ltd.                                                        | Dongyang Life Insurance Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | US        |      300000 | PA      | $308259.00    | 0.01%             | 2035-05-07      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO Bank N.V.                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242952.32    | 0.01%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barrick Mining Corporation                                                               | Barrick Mining Corporation                                                               | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       99356 | NS      | $2068472.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      142904 | PA      | $143101.14    | 0.01%             | 2031-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      626702 | PA      | $627127.68    | 0.02%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      805343 | PA      | $803997.77    | 0.03%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                                        | Ineos Finance PLC                                                                        | CUSIP: G4768PAT8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      540541 | PA      | $618767.92    | 0.02%             | 2031-02-07      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      228000 | PA      | $339566.08    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                                     | Cirsa Finance International S.a r.l.                                                     | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      637000 | PA      | $780751.43    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ineos Finance PLC                                                                        | Ineos Finance PLC                                                                        | CUSIP: G4768PAT8<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      459459 | PA      | $525952.74    | 0.02%             | 2031-02-07      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                              | McAfee, LLC                                                                              | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1165210 | PA      | $1130008.70   | 0.04%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1250100.13   | 0.05%             | 2029-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                                 | J&J Ventures Gaming, LLC                                                                 | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      627240 | PA      | $619255.60    | 0.02%             | 2030-04-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $276932.07    | 0.01%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241185.40    | 0.01%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243541.30    | 0.01%             | 2500-12-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                                        | TeamSystem S.p.A.                                                                        | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      320000 | PA      | $376887.67    | 0.01%             | 2031-07-31      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Afflelou                                                                                 | Afflelou                                                                                 | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      430000 | PA      | $525330.89    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5478000 | PA      | $1516942.53   | 0.06%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                        | Galderma Group AG                                                                        | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |       14499 | NS      | $2105973.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      344000 | PA      | $420746.91    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| A2a S.P.A.                                                                               | A2a S.P.A.                                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      171000 | PA      | $208227.81    | 0.01%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $498862.10    | 0.02%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                                  | Applied Materials, Inc.                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        9796 | NS      | $1793353.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      270120 | PA      | $273096.94    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      174000 | PA      | $177036.32    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                                | Liberty Costa Rica Senior Secured Finance                                                | CUSIP: 530371AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      291000 | PA      | $309871.05    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Match Group, Inc.                                                                        | Match Group, Inc.                                                                        | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      103834 | NS      | $3207432.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      179000 | PA      | $179225.34    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      323000 | PA      | $323983.70    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      251000 | PA      | $257285.12    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| VNDO Trust 2016-350P                                                                     | VNDO Trust 2016-350P                                                                     | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $316433.75    | 0.01%             | 2027-01-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                               | Mauser Packaging Solutions Holding Company                                               | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      357000 | PA      | $363119.50    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                              | McGraw-Hill Education, Inc.                                                              | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $182545.12    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                                | VZ Secured Financing B.V.                                                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | US        |      322000 | PA      | $285972.15    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Group Holding SA                                                                | VistaJet Group Holding SA                                                                | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102711.76    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                                    | Arista Networks, Inc.                                                                    | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       15960 | NS      | $1632867.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                          | Automatic Data Processing, Inc.                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        3409 | NS      | $1051335.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                                     | McKesson Corporation                                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       17223 | NS      | $12620669.94  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MCR 2024-TWA Mortgage Trust                                                              | MCR 2024-TWA Mortgage Trust                                                              | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314000 | PA      | $317347.40    | 0.01%             | 2027-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                         | Ball Corporation                                                                         | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       10087 | NS      | $565779.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      339036 | NS      | $16043183.52  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy Argentina S.A.U.                                                            | Vista Energy Argentina S.A.U.                                                            | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67704.60     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |       88000 | PA      | $80364.75     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | 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              | US        |      263000 | PA      | $243237.32    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                            | Volcan Compania Minera S.A.A.                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |       99000 | PA      | $98187.34     | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                                              | Vivion Investments S.a r.l.                                                              | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      722377 | PA      | $834246.34    | 0.03%             | 2028-08-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Ireland                                                                    | Government of Ireland                                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    15364722 | PA      | $17637362.70  | 0.66%             | 2034-10-18      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2017-2, Ltd.                                                                    | Voya CLO 2017-2, Ltd.                                                                    | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1304404.40   | 0.05%             | 2030-06-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-2 Ltd                                                                      | Voya CLO 2018-2 Ltd                                                                      | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $700673.40    | 0.03%             | 2031-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Company Financing PLC                                                      | Stonegate Pub Company Financing PLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      183000 | PA      | $218526.83    | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3132000 | PA      | $839231.93    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                      | Voyager Parent, LLC                                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      117000 | PA      | $121943.92    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      228000 | PA      | $226247.79    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                  | Berkshire Hathaway Inc.                                                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         357 | NS      | $173419.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                                                       | Best Buy Co., Inc.                                                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       13318 | NS      | $894037.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       78503 | NS      | $16448733.59  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                            | Boston Scientific Corporation                                                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      152267 | NS      | $16354998.47  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                             | CF Industries Holdings, Inc.                                                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       19318 | NS      | $1777256.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                             | Cadence Design Systems, Inc.                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       13368 | NS      | $4119349.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105125.85    | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: —       |
| Waste Management, Inc.                                                                   | Waste Management, Inc.                                                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        4693 | NS      | $1073852.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                                                       | MercadoLibre, Inc.                                                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         932 | NS      | $2435903.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                                                                | Mercer International Inc.                                                                | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      349000 | PA      | $284591.67    | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                               | Agilent Technologies, Inc.                                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1841 | NS      | $217256.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO 17, Ltd.                                                           | Anchorage Capital CLO 17, Ltd.                                                           | CUSIP: 03332PAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249859.75    | 0.01%             | 2038-02-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                        | Merck & Co., Inc.                                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       22699 | NS      | $1796852.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A + N Real Estate & Business Management Corporation                                      | A + N Real Estate & Business Management Corporation                                      | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $172235.72    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                           | AngloGold Ashanti Holdings PLC                                                           | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |      292000 | PA      | $271925.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANSYS, Inc.                                                                              | ANSYS, Inc.                                                                              | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        3754 | NS      | $1318479.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XV                                                                            | Apidos CLO XV                                                                            | CUSIP: 03764QBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74747 | PA      | $74785.14     | 0.00%             | 2031-04-21      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $161750.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $145250.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      266000 | PA      | $264812.38    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                                            | MidOcean Credit CLO XVIII LLC                                                            | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2000000.00   | 0.08%             | 2035-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                    | Minejesa Capital B.V.                                                                    | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191918.38    | 0.01%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257012 | PA      | $206054.92    | 0.01%             | 2030-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                                        | Arches Buyer Inc.                                                                        | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      201000 | PA      | $192418.66    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |      366000 | PA      | $363770.38    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |      128000 | PA      | $130683.09    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      344000 | PA      | $346595.82    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CarMax, Inc.                                                                             | CarMax, Inc.                                                                             | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       32318 | NS      | $2172092.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                                      | Chevron Corporation                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39318 | NS      | $5629944.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                                                            | Summer (BC) Holdco B S.a r.l.                                                            | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      153000 | PA      | $178568.37    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                                              | Progroup AG                                                                              | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      224000 | PA      | $266673.70    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                             | Arcosa, Inc.                                                                             | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207286.23    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                          | Ardagh Packaging Finance Public Limited Company                                          | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |     2899000 | PA      | $2721975.78   | 0.10%             | 2026-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: —       |
| Moderna, Inc.                                                                            | Moderna, Inc.                                                                            | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       14250 | NS      | $393157.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      234000 | PA      | $245069.58    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Cintas Corporation                                                                       | Cintas Corporation                                                                       | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5165 | NS      | $1151123.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      196614 | NS      | $16735783.68  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                                                            | Molson Coors Beverage Company                                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        5903 | NS      | $283875.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-MP                                                   | Morgan Stanley Capital I Trust 2018-MP                                                   | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      338000 | PA      | $319149.03    | 0.01%             | 2028-07-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      627483 | PA      | $625998.98    | 0.02%             | 2028-02-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                                     | Husky Injection Molding Systems Ltd.                                                     | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |      269000 | PA      | $281205.39    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Citigroup Capital XIII                                                                   | Citigroup Capital XIII                                                                   | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       70097 | NS      | $2062253.74   | 0.08%             | 2040-10-30      | Fixed         | 10.91%                | No            |                  1 | On Loan: No      |
| Clorox Company, The                                                                      | Clorox Company, The                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        2100 | NS      | $252147.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $204750.00    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Company, The                                                                      | Mosaic Company, The                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       32930 | NS      | $1201286.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120042.59    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236730.39    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Comerica Incorporated                                                                    | Comerica Incorporated                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        1881 | NS      | $112201.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF                                             | Xtrackers Harvest CSI 300 China A-Shares ETF                                             | CUSIP: 233051879<br>LEI: DNLQXYGHEZ10Q9SIK386 | Long             | EC               | RF                | US        |         471 | NS      | $12971.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      414000 | PA      | $422919.78    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Nationstar Mortgage Holdings Inc.                                                        | Nationstar Mortgage Holdings Inc.                                                        | CUSIP: 63861CAC3<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99884.89     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Power Corporation of Canada                                                              | Power Corporation of Canada                                                              | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        3584 | NS      | $139991.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Teck Resources Limited                                                                   | Teck Resources Limited                                                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       11930 | NS      | $482456.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1139000 | PA      | $1340330.69   | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                                     | Heathrow Finance PLC                                                                     | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      877000 | PA      | $1194111.03   | 0.04%             | 2031-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| argenx SE                                                                                | argenx SE                                                                                | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        1019 | NS      | $561693.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aretec Escrow Issuer 2 Inc                                                               | Aretec Escrow Issuer 2 Inc                                                               | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      537000 | PA      | $589982.46    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Marks and Spencer Group P.L.C.                                                           | Marks and Spencer Group P.L.C.                                                           | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | EC               | CORP              | GB        |      161050 | NS      | $783519.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues                                                                                 | Bouygues                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       16687 | NS      | $755248.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298281.60    | 0.01%             | 2030-03-27      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      677000 | PA      | $951887.21    | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carrefour                                                                                | Carrefour                                                                                | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       39962 | NS      | $562720.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                                | Repsol SA                                                                                | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       56905 | NS      | $832959.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Sanofi                                                                                   | Sanofi                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       72329 | NS      | $6988048.43   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                | Elisa Oyj                                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        8921 | NS      | $494866.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weekley Homes, LLC                                                                       | Weekley Homes, LLC                                                                       | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9678.37      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust 2018-1745                                          | Wells Fargo Commercial Mortgage Trust 2018-1745                                          | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211000 | PA      | $192267.80    | 0.01%             | 2028-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Vopak N.V.                                                                   | Koninklijke Vopak N.V.                                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        4756 | NS      | $236695.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor                                                                                    | Accor                                                                                    | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       85522 | NS      | $4470238.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | Koninklijke KPN N.V.                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      255107 | NS      | $1243169.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                  | STMicroelectronics N.V.                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       38974 | NS      | $1189419.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                           | Wells Fargo Commercial Mortgage Trust 2020-C58                                           | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4800100 | PA      | $336495.66    | 0.01%             | 2053-07-17      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                           | Wells Fargo Commercial Mortgage Trust 2021-C59                                           | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2810739 | PA      | $167641.44    | 0.01%             | 2054-04-17      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      417000 | PA      | $419308.93    | 0.02%             | 2027-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                                       | Whitebox CLO I Ltd                                                                       | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250179.50    | 0.01%             | 2036-07-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    54945400 | PA      | $2666912.39   | 0.10%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                                                                   | CD&R Firefly Bidco PLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      122000 | PA      | $172220.89    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                        | Nationstar Mortgage Holdings Inc.                                                        | CUSIP: 63861CAE9<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      211000 | PA      | $213234.96    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                        | Nationstar Mortgage Holdings Inc.                                                        | CUSIP: 63861CAF6<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207782.84    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Whitebox Clo V Ltd                                                                       | Whitebox Clo V Ltd                                                                       | CUSIP: 96467PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3000000.00   | 0.11%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitebox Clo V Ltd                                                                       | Whitebox Clo V Ltd                                                                       | CUSIP: 96467PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $700000.00    | 0.03%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                        | Nationstar Mortgage Holdings Inc.                                                        | CUSIP: 63861CAG4<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      147000 | PA      | $150072.25    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Escrow Corporation                                                            | NCR Atleos Escrow Corporation                                                            | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      864000 | PA      | $945729.33    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                | Zurich Insurance Group AG                                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        1717 | NS      | $1202915.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corporation                                                            | Accton Technology Corporation                                                            | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |        7000 | NS      | $175122.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WildFire Intermediate Holdings, LLC                                                      | WildFire Intermediate Holdings, LLC                                                      | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      287000 | PA      | $284919.76    | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                                     | WOM Chile Holdco SpA                                                                     | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292288 | PA      | $288823.33    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                                        | Realtek Semiconductor Corporation                                                        | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       70642 | NS      | $1371760.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                                  | Asahi Kasei Corporation                                                                  | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       44300 | NS      | $315275.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc.                                                                          | Ayala Land Inc.                                                                          | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      198400 | NS      | $95214.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Berhad                                                               | CIMB Group Holdings Berhad                                                               | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |       40000 | NS      | $64567.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG US CLO 2023-1 I Ltd                                                                  | ICG US CLO 2023-1 I Ltd                                                                  | CUSIP: 449278AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1300000.00   | 0.05%             | 2038-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203579.72    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204805.03    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LY Corporation                                                                           | LY Corporation                                                                           | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      241900 | NS      | $889465.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                                            | Fortescue Ltd                                                                            | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       18824 | NS      | $191440.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corporation Limited                                                  | Hindustan Petroleum Corporation Limited                                                  | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |       10451 | NS      | $53612.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                 | Trend Micro Incorporated                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       11632 | NS      | $803106.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL (India) Limited                                                                     | GAIL (India) Limited                                                                     | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |       32928 | NS      | $73310.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc.                                                                     | Quanta Computer Inc.                                                                     | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |         639 | NS      | $6017.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                         | ITT Holdings LLC                                                                         | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      313000 | PA      | $297769.78    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                              | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      367000 | PA      | $351216.37    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       77043 | NS      | $1860131.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                               | Canon Inc.                                                                               | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       32800 | NS      | $951933.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371000.00    | 0.01%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                           | Intelsat Jackson Holdings S.A.                                                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | US        |      305000 | PA      | $311080.72    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                              | Navient Private Education Loan Trust 2021-D                                              | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      794487 | PA      | $773131.71    | 0.03%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                              | Navient Private Education Loan Trust 2021-D                                              | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      227543 | PA      | $216101.31    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| KT&G Corporation                                                                         | KT&G Corporation                                                                         | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        6701 | NS      | $631976.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                                              | CSL Limited                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        3807 | NS      | $599823.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| alstria office AG                                                                        | alstria office AG                                                                        | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $359466.95    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kronos International, Inc.                                                               | Kronos International, Inc.                                                               | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      133000 | PA      | $167862.89    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                                    | Aston Martin Capital Holdings Limited                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | US        |      654000 | PA      | $620954.50    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                                                   | Atlas LuxCo 4 S.a r.l.                                                                   | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193865.04    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                               | DigiPlus Interactive Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |       84310 | NS      | $77975.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Holdings Limited                                                              | Transurban Holdings Limited                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |      145459 | NS      | $1337788.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                              | Navient Private Education Loan Trust 2021-D                                              | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      607086 | PA      | $568314.58    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                                         | Navient Private Education Refi Loan Trust 2023-A                                         | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1920188 | PA      | $1947550.54   | 0.07%             | 2034-12-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                 | Intuitive Surgical, Inc.                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       20304 | NS      | $11033396.64  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ion Trading Technologies S.a r.l.                                                        | Ion Trading Technologies S.a r.l.                                                        | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386824.08    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Infosys Limited                                                                          | Infosys Limited                                                                          | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       24914 | NS      | $464706.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       83200 | NS      | $458323.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries, Ltd.                                                                  | Daikin Industries, Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       12927 | NS      | $1524039.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                              | Daiwa Securities Group Inc.                                                              | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       37300 | NS      | $264856.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Ciputra Development                                                                  | PT. Ciputra Development                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |     2756700 | NS      | $162420.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EBARA Corporation                                                                        | EBARA Corporation                                                                        | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       29000 | NS      | $556206.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                           | Helios Software Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |      831000 | PA      | $1010827.53   | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    31410000 | PA      | $565110.79    | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ion Trading Technologies S.a r.l.                                                        | Ion Trading Technologies S.a r.l.                                                        | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | US        |      201000 | PA      | $207647.00    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| IQVIA Holdings Inc                                                                       | IQVIA Holdings Inc                                                                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        3298 | NS      | $519731.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co., Ltd.                                                                 | Fast Retailing Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        1400 | NS      | $478504.02    | 0.02%             |  |  |  | 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        |      167728 | NS      | $2295843.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                            | FUJIFILM Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       49151 | NS      | $1055305.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                                        | FANUC Corporation                                                                        | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       11391 | NS      | $309763.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                                            | MediaTek Inc.                                                                            | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       38760 | NS      | $1660488.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Company                                                              | Harmony Gold Mining Company                                                              | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       63185 | NS      | $878523.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp.                                                                     | Avaya Holdings Corp.                                                                     | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         177 | NS      | $1283.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                              | Avis Budget Car Rental, LLC                                                              | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      206000 | PA      | $198511.11    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WOM Mobile S.A.                                                                          | WOM Mobile S.A.                                                                          | CUSIP: 97810LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102106 | PA      | $100776.95    | 0.00%             | 2031-04-01      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                                            | Workday, Inc.                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        6135 | NS      | $1472400.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corporation                                                                         | Hoya Corporation                                                                         | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        6000 | NS      | $711707.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co., Ltd.                                   | HD Korea Shipbuilding & Offshore Engineering Co., Ltd.                                   | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        1249 | NS      | $338611.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                            | SK Hynix Inc.                                                                            | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        5701 | NS      | $1232432.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mipo Dockyard Co., Ltd.                                                          | Hyundai Mipo Dockyard Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 988400L1JDH871AJTA03       | Long             | EC               | CORP              | KR        |        3794 | NS      | $593350.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                                          | International Container Terminal Services, Inc.                                          | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |       10250 | NS      | $74775.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                                       | Japan Tobacco Inc.                                                                       | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       34800 | NS      | $1024933.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Avis Budget Car Rental, LLC                                                              | Avis Budget Car Rental, LLC                                                              | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104393.71    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BAHA Trust 2024-MAR                                                                      | BAHA Trust 2024-MAR                                                                      | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $865642.69    | 0.03%             | 2029-12-13      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co.,Ltd.                                                                    | Kansai Paint Co.,Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       21644 | NS      | $296381.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha, Ltd.                                                              | Kawasaki Kisen Kaisha, Ltd.                                                              | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |       38600 | NS      | $545304.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      214000 | PA      | $207853.47    | 0.01%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      376000 | PA      | $372663.04    | 0.01%             | 2026-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $715402.70    | 0.03%             | 2027-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BWAY Corporation                                                                         | BWAY Corporation                                                                         | CUSIP: 05604FAN5<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-MBS          | CORP              | US        |      581291 | PA      | $504554.95    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IREN Limited                                                                             | IREN Limited                                                                             | CUSIP: 46270CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      421000 | PA      | $548946.11    | 0.02%             | 2029-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| iShares MSCI China ETF                                                                   | iShares MSCI China ETF                                                                   | CUSIP: 46429B671<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       84298 | NS      | $4644819.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                                                       | BX Trust 2019-OC11                                                                       | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1238000 | PA      | $1156057.65   | 0.04%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                       | BX Trust 2019-OC11                                                                       | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1735000 | PA      | $1584017.00   | 0.06%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      404000 | PA      | $484153.55    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank, The                                                                 | Saudi National Bank, The                                                                 | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        6318 | NS      | $60874.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VINO                                                   | BX Commercial Mortgage Trust 2021-VINO                                                   | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      870800 | PA      | $870527.98    | 0.03%             | 2026-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV4                                                   | BX Commercial Mortgage Trust 2020-VIV4                                                   | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236696 | PA      | $215505.06    | 0.01%             | 2030-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc.                                                               | Palantir Technologies Inc.                                                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        3832 | NS      | $522378.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pampa Energia S.A.                                                                       | Pampa Energia S.A.                                                                       | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62065.51     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                       | BX Trust 2021-MFM1                                                                       | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310800 | PA      | $310705.59    | 0.01%             | 2034-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                                   | BX Commercial Mortgage Trust 2021-SOAR                                                   | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1231193 | PA      | $1231963.39   | 0.05%             | 2038-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                | Panther Escrow Issuer LLC                                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      291000 | PA      | $302386.19    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      201000 | PA      | $200684.60    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                    | BX Commercial Mortgage Trust 2021-XL2                                                    | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143984 | PA      | $143939.18    | 0.01%             | 2038-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                    | BX Commercial Mortgage Trust 2021-XL2                                                    | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1757000 | PA      | $1757548.21   | 0.07%             | 2038-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                          | iShares Broad USD High Yield Corporate Bond ETF                                          | CUSIP: 46435U853<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       81483 | NS      | $3056427.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Athens International Airport SA                                                          | Athens International Airport SA                                                          | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       16611 | NS      | $193363.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                                        | Xerox Corporation                                                                        | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      474000 | PA      | $496115.15    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                               | Xerox Holdings Corporation                                                               | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      177000 | PA      | $135116.25    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Boliden AB                                                                               | Boliden AB                                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       15899 | NS      | $497182.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Global Finance B.V.                                                              | Darling Global Finance B.V.                                                              | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      393000 | PA      | $468813.87    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                                           | Bellis Acquisition Company PLC                                                           | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      318000 | PA      | $375056.54    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                           | Constellium SE                                                                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |      152000 | PA      | $180881.96    | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      739004 | PA      | $739697.21    | 0.03%             | 2026-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      857707 | PA      | $859047.10    | 0.03%             | 2029-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                                                   | BX Commercial Mortgage Trust 2024-KING                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483633 | PA      | $483632.63    | 0.02%             | 2026-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-VLT4                                                                       | BX Trust 2024-VLT4                                                                       | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $407693.55    | 0.02%             | 2026-06-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      109000 | PA      | $105513.36    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                                    | PayPal Holdings, Inc.                                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       21219 | NS      | $1576996.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                                                             | Performance Food Group, Inc.                                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      247000 | PA      | $238269.27    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |       82000 | PA      | $65669.95     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                                                               | Symrise AG                                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        7410 | NS      | $778074.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       30842 | NS      | $865932.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $209043.57    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                          | Prysmian S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       19197 | NS      | $1361315.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4650000 | PA      | $1348729.71   | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| REI Agro Limited                                                                         | REI Agro Limited                                                                         | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2024-VLT4                                                                       | BX Trust 2024-VLT4                                                                       | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $1012373.13   | 0.04%             | 2026-06-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                                    | Ballyrock CLO 14 Ltd.                                                                    | CUSIP: 05874XAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3510097.50   | 0.13%             | 2037-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd                                                                                | RR 28 Ltd                                                                                | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      761550 | PA      | $763568.87    | 0.03%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | US        |      500000 | PA      | $488691.97    | 0.02%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |      600000 | PA      | $608250.00    | 0.02%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                        | Canadian National Railway Company                                                        | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       18339 | NS      | $1910865.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano, S.A. B. De C.V.                                              | Fomento Economico Mexicano, S.A. B. De C.V.                                              | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        5020 | NS      | $51643.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil S.A                                                                      | Banco do Brasil S.A                                                                      | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      252496 | NS      | $1030320.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | EC               | CORP              | MX        |      451954 | NS      | $312871.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                                                 | Grupo Financiero Banorte, S.A.B. de C.V.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      152706 | NS      | $1401286.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                          | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                          | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        4443 | NS      | $141829.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau S.A.                                                                              | Gerdau S.A.                                                                              | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |      149586 | NS      | $440517.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mariner Finance Issuance Trust 2024- A                                                   | Mariner Finance Issuance Trust 2024- A                                                   | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      837000 | PA      | $845570.71    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2024- A                                                   | Mariner Finance Issuance Trust 2024- A                                                   | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      139000 | PA      | $141218.97    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc.                                                                | MarketAxess Holdings Inc.                                                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        6383 | NS      | $1425579.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                                                                  | MasterCard Incorporated                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       23020 | NS      | $12935858.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                                        | Microchip Technology Incorporated                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       15348 | NS      | $1080038.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                                  | Micron Technology, Inc.                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       99092 | NS      | $12213089.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                              | Mozart Debt Merger Sub Inc.                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      755000 | PA      | $749185.86    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Myers Park CLO, Ltd.                                                                     | Myers Park CLO, Ltd.                                                                     | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250453.75    | 0.01%             | 2030-10-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      287000 | PA      | $285771.78    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                  | SS&C Technologies, Inc.                                                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110040.18    | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      225000 | PA      | $306143.77    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 33230000000 | PA      | $2059707.36   | 0.08%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4209000 | PA      | $5024570.72   | 0.19%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8024000 | PA      | $11216801.23  | 0.42%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                               | Geberit AG                                                                               | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        2721 | NS      | $2142018.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                  | DSV A/S                                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       26665 | NS      | $6403228.99   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Alexandre III                                                                       | Nova Alexandre III                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      424000 | PA      | $505739.16    | 0.02%             | 2029-07-15      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                             | Flutter Treasury Designated Activity Company                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | GB        |      186000 | PA      | $256928.97    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                             | Flutter Treasury Designated Activity Company                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      392000 | PA      | $462186.09    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                    | Kongsberg Gruppen ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       29303 | NS      | $1138641.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                  | SS&C Technologies, Inc.                                                                  | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      442000 | PA      | $458879.40    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                                          | SPDR Blackstone Senior Loan ETF                                                          | CUSIP: 78467V608<br>LEI: 549300MAXSRPQ75ICU67 | Long             | EC               | RF                | US        |       32790 | NS      | $1363736.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| INEOS Quattro Finance 2 plc                                                              | INEOS Quattro Finance 2 plc                                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      266000 | PA      | $289214.35    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ICICI Bank Limited                                                                       | ICICI Bank Limited                                                                       | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        3344 | NS      | $56474.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216320 | PA      | $216185.27    | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2016000 | PA      | $2070968.68   | 0.08%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell, S.A.                                                                  | Banco de Sabadell, S.A.                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      356281 | NS      | $1137507.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                             | Jeronimo Martins, SGPS, S.A.                                                             | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        6645 | NS      | $168257.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceTitan, Inc.                                                                       | ServiceTitan, Inc.                                                                       | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49981 | NS      | $5356963.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 720 East CLO VII Ltd                                                                     | 720 East CLO VII Ltd                                                                     | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420000 | PA      | $416445.12    | 0.02%             | 2037-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd                                                                   | Silver Point CLO 8 Ltd                                                                   | CUSIP: 827918AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $149778.60    | 0.01%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 LTD                                                                   | Silver Point CLO 7 LTD                                                                   | CUSIP: 82808UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250802.50    | 0.01%             | 2038-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                               | Bertrand Franchise Finance                                                               | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      464000 | PA      | $535304.31    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                                     | Fressnapf Holding SE                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      209000 | PA      | $248409.87    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AAG FH UK Limited                                                                        | AAG FH UK Limited                                                                        | CUSIP: 00033GAA3<br>LEI: 98450091563BF7M9DC47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184700.39    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                                             | AES Andes SA                                                                             | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205868.34    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      219000 | PA      | $218491.27    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd                                                                  | Sixth Street CLO XX Ltd                                                                  | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3000000.00   | 0.11%             | 2038-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      548215 | PA      | $548070.99    | 0.02%             | 2030-12-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                        | INEOS Finance PLC                                                                        | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      612000 | PA      | $738121.03    | 0.03%             | 2028-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Canada, Government of                                                                    | Canada, Government of                                                                    | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7049000 | PA      | $5159189.89   | 0.19%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      135000 | PA      | $159051.96    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Air Arabia PJSC                                                                          | Air Arabia PJSC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |      110529 | NS      | $103458.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.Front Retailing Co., Ltd.                                                              | J.Front Retailing Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3700 | NS      | $50267.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Osaic Holdings, Inc.                                                                     | Osaic Holdings, Inc.                                                                     | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $300738.94    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 32 Ltd                                                                           | AGL CLO 32 Ltd                                                                           | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250501.75    | 0.01%             | 2037-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      270679 | NS      | $2348147.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                  | Macquarie Group Limited                                                                  | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        4917 | NS      | $740273.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                 | Relx PLC                                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      319240 | NS      | $17283827.77  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                                          | Isetan Mitsukoshi Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       28200 | NS      | $429148.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sixth Street CLO XX Ltd                                                                  | Sixth Street CLO XX Ltd                                                                  | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3000000.00   | 0.11%             | 2038-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      488000 | PA      | $451790.49    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  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        |       20300 | NS      | $453889.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                            | Fresnillo PLC                                                                            | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       42586 | NS      | $846626.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                    | NCR Voyix Corporation                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      534000 | PA      | $528230.87    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                    | NCR Voyix Corporation                                                                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98518.08     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Atlantica Infraestructura Sostenible Sociedad Limitada                                   | Atlantica Infraestructura Sostenible Sociedad Limitada                                   | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | DBT              | CORP              | GB        |      303000 | PA      | $366702.20    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      671000 | PA      | $784619.12    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       14747 | NS      | $2368073.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                                                                 | Flagstar Financial, Inc.                                                                 | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       89348 | NS      | $947088.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      677000 | PA      | $807488.84    | 0.03%             | 2029-01-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola Finance Ireland Designated Activity Company                                    | Iberdrola Finance Ireland Designated Activity Company                                    | CUSIP: N/A<br>LEI: 549300WIM0OBFK073323       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $367905.79    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                          | Transocean Titan Financing Ltd.                                                          | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162857 | PA      | $166580.63    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                     | TRESTLES CLO III LTD                                                                     | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1253733.75   | 0.05%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bper Banca S.P.A.                                                                        | Bper Banca S.P.A.                                                                        | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $241185.40    | 0.01%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Edge Finco PLC                                                                           | Edge Finco PLC                                                                           | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      599000 | PA      | $854374.07    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Pike Corporation                                                                         | Pike Corporation                                                                         | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      179000 | PA      | $178762.51    | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak Clo 4                                                                         | Pikes Peak Clo 4                                                                         | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250003.75    | 0.01%             | 2034-07-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                        | Pitney Bowes Inc.                                                                        | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      934000 | PA      | $942388.40    | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                                    | Pluspetrol Camisea SA                                                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $97565.00     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                       | Pinewood Finco PLC                                                                       | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      828000 | PA      | $1121074.07   | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                                | Goldstory                                                                                | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      669000 | PA      | $815961.68    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XIV, Ltd.                                                                   | Trinitas CLO XIV, Ltd.                                                                   | CUSIP: 89641QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260000 | PA      | $260122.72    | 0.01%             | 2034-01-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV, Ltd.                                                                   | Trinitas CLO XIV, Ltd.                                                                   | CUSIP: 89641QAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260000 | PA      | $260400.40    | 0.01%             | 2034-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |       38000 | PA      | $37795.79     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |       58000 | PA      | $53832.12     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bubbles BidCo S.p.A.                                                                     | Bubbles BidCo S.p.A.                                                                     | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      355000 | PA      | $418716.10    | 0.02%             | 2031-09-30      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Bubbles BidCo S.p.A.                                                                     | Bubbles BidCo S.p.A.                                                                     | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      259000 | PA      | $308558.08    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tronox Incorporated                                                                      | Tronox Incorporated                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      257000 | PA      | $221682.24    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| 1211 Avenue of The Americas                                                              | 1211 Avenue of The Americas                                                              | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      665000 | PA      | $623606.14    | 0.02%             | 2025-08-12      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      339000 | PA      | $407858.85    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bajaj Finance Limited                                                                    | Bajaj Finance Limited                                                                    | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |        3630 | NS      | $39527.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                   | Brookfield Residential Properties Inc.                                                   | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | US        |      166000 | PA      | $149274.92    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                                   | BX Commercial Mortgage Trust 2024-GPA3                                                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1512533 | PA      | $1513954.17   | 0.06%             | 2026-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Industrial Development Authority                                        | Port of Beaumont Industrial Development Authority                                        | CUSIP: 73360CAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1335000 | PA      | $1348773.33   | 0.05%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      395000 | PA      | $393430.70    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                                    | Deutsche Lufthansa Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $702353.07    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| SGL Group ApS                                                                            | SGL Group ApS                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DK        |      225000 | PA      | $262945.09    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151267.41    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                                    | Prestige Brands, Inc.                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      305000 | PA      | $280984.18    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Eni S.P.A.                                                                               | Eni S.P.A.                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      325000 | PA      | $383791.05    | 0.01%             | 2500-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tereos Finance Groupe I                                                                  | Tereos Finance Groupe I                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |      154000 | PA      | $180107.36    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                                | T. Rowe Price Group, Inc.                                                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       16933 | NS      | $1634034.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      335000 | PA      | $335767.05    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                          | Principal Financial Group, Inc.                                                          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       25656 | NS      | $2037856.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prodigy Finance CM2021-1 Designated Activity Company                                     | Prodigy Finance CM2021-1 Designated Activity Company                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-CBDO         | CORP              | US        |       54582 | PA      | $55212.98     | 0.00%             | 2051-07-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                               | IPD 3 B.V.                                                                               | CUSIP: N/A<br>LEI: 969500GGQQ55ITPK6K28       | Long             | DBT              | CORP              | NL        |      339000 | PA      | $404696.19    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque                                                                               | RCI Banque                                                                               | CUSIP: N/A<br>LEI: 8156009DFE7168C3B354       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237357.06    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Prodigy Finance CM2021-1 Designated Activity Company                                     | Prodigy Finance CM2021-1 Designated Activity Company                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-CBDO         | CORP              | US        |       47558 | PA      | $48642.08     | 0.00%             | 2051-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3 Trust                                                     | Progress Residential 2021-SFR3 Trust                                                     | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      419248 | PA      | $412798.04    | 0.02%             | 2026-05-19      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                                        | Arena Luxembourg Finance S.a r.l.                                                        | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      306000 | PA      | $362738.17    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | NL        |      430000 | PA      | $508362.51    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| eToro Group Ltd.                                                                         | eToro Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |       10067 | NS      | $670361.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Grand Harbour CLO 2023-1 Designated Activity Company                            | Fidelity Grand Harbour CLO 2023-1 Designated Activity Company                            | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |      440000 | PA      | $502699.06    | 0.02%             | 2038-02-15      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                             | Flutter Entertainment Public Limited Company                                             | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       15550 | NS      | $4443568.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FWD Group Investments Limited                                                            | FWD Group Investments Limited                                                            | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1750284.16   | 0.07%             | 2029-04-05      | Fixed         | 8.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      725000 | PA      | $727718.75    | 0.03%             | 2500-12-31      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C17                                                   | UBS Commercial Mortgage Trust 2019-C17                                                   | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180096 | PA      | $167363.43    | 0.01%             | 2029-09-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      350000 | PA      | $363215.65    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                                     | Sunrise FinCo I B.V.                                                                     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | US        |      950000 | PA      | $896271.71    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Genius Sports Limited                                                                    | Genius Sports Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      107095 | NS      | $1113788.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest CLO XXXII Designated Activity Company                                            | Harvest CLO XXXII Designated Activity Company                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      322000 | PA      | $382310.61    | 0.01%             | 2037-07-27      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Henley CLO XI Designated Activity Company                                                | Henley CLO XI Designated Activity Company                                                | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      490000 | PA      | $558422.52    | 0.02%             | 2039-04-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Henley CLO XII Designated Activity Company                                               | Henley CLO XII Designated Activity Company                                               | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $371156.61    | 0.01%             | 2038-01-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      528000 | PA      | $544647.45    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| A.C.N. 092 200 854 Ltd                                                                   | A.C.N. 092 200 854 Ltd                                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      505698 | PA      | $58155.27     | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | Yes           |                  3 | On Loan: No      |
| Holland Park CLO Designated Activity Company                                             | Holland Park CLO Designated Activity Company                                             | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | DE        |       64076 | PA      | $75491.01     | 0.00%             | 2032-11-14      | Floating      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Invesco Ltd.                                                                             | Invesco Ltd.                                                                             | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       79965 | NS      | $1261048.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A.C.N. 092 200 854 Ltd                                                                   | A.C.N. 092 200 854 Ltd                                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     7017308 | PA      | $0.07         | 0.00%             | 2028-10-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185300.00    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings Corporation                                                                 | UWM Holdings Corporation                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      402000 | PA      | $402528.65    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       72915 | NS      | $6802969.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Recette CLO, Ltd.                                                                        | Recette CLO, Ltd.                                                                        | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249802.50    | 0.01%             | 2034-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                                                | Regatta XVIII Funding Ltd                                                                | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249451.25    | 0.01%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO 2024-XXIX Designated Activity Company                                        | Jubilee CLO 2024-XXIX Designated Activity Company                                        | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |      540000 | PA      | $635068.60    | 0.02%             | 2039-01-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                          | Medtronic, Inc.                                                                          | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |      111781 | NS      | $9743949.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Majid Al Futtaim Holding LLC                                                             | Majid Al Futtaim Holding LLC                                                             | CUSIP: N/A<br>LEI: 25490092BD1ODAYUIH40       | Long             | DBT              | CORP              | US        |      200000 | PA      | $199382.73    | 0.01%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2024-3 Designated Activity Company                   | Palmer Square European Loan Funding 2024-3 Designated Activity Company                   | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $371351.11    | 0.01%             | 2034-05-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Providus CLO II Designated Activity Company                                              | Providus CLO II Designated Activity Company                                              | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |      346000 | PA      | $409078.94    | 0.02%             | 2038-10-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                       | Zegona Finance PLC                                                                       | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      573000 | PA      | $716705.60    | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2025-1 Designated Activity Company                             | Rockford Tower Europe CLO 2025-1 Designated Activity Company                             | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |      430000 | PA      | $502719.89    | 0.02%             | 2037-10-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Sona Fios Clo III DAC                                                                    | Sona Fios Clo III DAC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      690000 | PA      | $813029.78    | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Limited                                                              | Studio City Finance Limited                                                              | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | US        |      300000 | PA      | $274984.40    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies Public Limited Company                                                | Trane Technologies Public Limited Company                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       33897 | NS      | $14826886.77  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VFU Funding PLC                                                                          | VFU Funding PLC                                                                          | CUSIP: N/A<br>LEI: 213800C9OW7RIPPP6Z96       | Long             | DBT              | CORP              | US        |      160548 | PA      | $153305.24    | 0.01%             | 2027-02-11      | Variable      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Victory Street CLO I Designated Activity Company                                         | Victory Street CLO I Designated Activity Company                                         | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      480000 | PA      | $565519.22    | 0.02%             | 2038-01-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd                                                                   | Regatta 31 Funding Ltd                                                                   | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1600552.00   | 0.06%             | 2038-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-A                                                   | Republic Finance Issuance Trust 2024-A                                                   | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1284000 | PA      | $1300600.45   | 0.05%             | 2027-06-21      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | US        |      300000 | PA      | $294287.59    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| XP Inc.                                                                                  | XP Inc.                                                                                  | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        2634 | NS      | $53206.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |      135000 | PA      | $122044.86    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      428064 | PA      | $428331.85    | 0.02%             | 2037-01-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Limited                                                                | Vedanta Resources Limited                                                                | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | US        |      300000 | PA      | $311792.39    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Garmin Ltd.                                                                              | Garmin Ltd.                                                                              | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        1527 | NS      | $318715.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                                        | RingCentral, Inc.                                                                        | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     1337000 | PA      | $1429968.04   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sesac Finance LLC                                                                        | Sesac Finance LLC                                                                        | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150800 | PA      | $149485.40    | 0.01%             | 2026-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                  | SCG Commercial Mortgage Trust 2025-DLFN                                                  | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $506798.55    | 0.02%             | 2027-03-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                          | S&P Global Inc.                                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        4392 | NS      | $2315857.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | US        |      300000 | PA      | $293809.61    | 0.01%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Scih Salt Holdings Inc.                                                                  | Scih Salt Holdings Inc.                                                                  | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $325792.50    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SLM Private Education Loan Trust 2010-C                                                  | SLM Private Education Loan Trust 2010-C                                                  | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-CBDO         | CORP              | US        |     1382590 | PA      | $1445702.56   | 0.05%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                  | SMB Private Education Loan Trust 2021-A                                                  | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249798 | PA      | $242582.93    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                  | SMB Private Education Loan Trust 2021-A                                                  | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1714543 | PA      | $1494095.21   | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                        | SM Energy Company                                                                        | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149488.80    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SPDR Gold Shares                                                                         | SPDR Gold Shares                                                                         | CUSIP: 78463V107<br>LEI: N/A                  | Long             | EC               | RF                | US        |      131290 | NS      | $40021130.70  | 1.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | GB        |      137000 | PA      | $201201.67    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                                                  | KB Financial Group Inc.                                                                  | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        9211 | NS      | $756296.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                                            | SPDR S&P Regional Banking ETF                                                            | CUSIP: 78464A698<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       16689 | NS      | $991159.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SPDR S&P Homebuilders ETF                                                                | SPDR S&P Homebuilders ETF                                                                | CUSIP: 78464A888<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       12289 | NS      | $1211326.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       56246 | PA      | $34310.06     | 0.00%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       37497 | PA      | $19170.34     | 0.00%             | 2034-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corporation                                                                      | Stryker Corporation                                                                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       31786 | NS      | $12575495.18  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Companies, Inc., The                                                                 | TJX Companies, Inc., The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       88832 | NS      | $10969863.68  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188000 | PA      | $178211.19    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                               | CD 2017-CD6 Mortgage Trust                                                               | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132488 | PA      | $125196.01    | 0.00%             | 2027-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     9724000 | PA      | $2789820.96   | 0.10%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | Suncor Energy Inc.                                                                       | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      135025 | NS      | $5057921.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139061.77    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                        | ASML Holding N.V.                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       21816 | NS      | $17481514.31  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                                  | CDI Escrow Issuer, Inc.                                                                  | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      331000 | PA      | $332152.41    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      157000 | PA      | $151481.01    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    41875120 | PA      | $2175541.60   | 0.08%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes S.A.                                                         | BB Seguridade Participacoes S.A.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      114538 | NS      | $756194.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      136000 | PA      | $116729.98    | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      211000 | PA      | $187022.37    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                               | Vonovia SE                                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       19845 | NS      | $701172.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd                                                                      | Steadfast Group Ltd                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       27710 | NS      | $109712.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                    | Takeda Pharmaceutical Company Limited                                                    | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      541000 | PA      | $635633.51    | 0.02%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MONETA Money Bank, a.s.                                                                  | MONETA Money Bank, a.s.                                                                  | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |       14767 | NS      | $102198.89    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                        | T-Mobile US, Inc.                                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        7129 | NS      | $1698555.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5927700 | PA      | $260441.33    | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PT. Telekomunikasi Indonesia (Persero) Tbk                                               | PT. Telekomunikasi Indonesia (Persero) Tbk                                               | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |      290500 | NS      | $49801.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                         | Edwards Lifesciences Corporation                                                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       15211 | NS      | $1189652.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                                                           | Fortinet, Inc.                                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       29898 | NS      | $3160816.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest S A                                                                         | Grupo Cibest S A                                                                         | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |        2507 | NS      | $115798.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co., Ltd.                                                                  | Weichai Power Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      331000 | NS      | $673833.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Astra International Tbk                                                               | PT Astra International Tbk                                                               | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |      595300 | NS      | $165226.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Company, The                                                            | Procter & Gamble Company, The                                                            | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      369000 | PA      | $455649.36    | 0.02%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                            | Coloplast A/S                                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        5720 | NS      | $543405.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     1062014 | NS      | $15541916.08  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co., Ltd.                                                     | International Games System Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       26000 | NS      | $765259.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co., Ltd.                                                           | Rohto Pharmaceutical Co., Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       23000 | NS      | $325778.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev                                                                     | Anheuser-Busch InBev                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137042.60    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Malaysia, Government of                                                                  | Malaysia, Government of                                                                  | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6312000 | PA      | $1621601.60   | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum                                                                        | Valterra Platinum                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       13677 | NS      | $610608.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        4300 | NS      | $311757.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                            | Samsung Electronics Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       29623 | NS      | $1310271.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co., Ltd.                                                          | Santen Pharmaceutical Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       31317 | NS      | $359377.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204058.16    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      168000 | PA      | $164863.77    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      406000 | PA      | $378615.30    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114389.03    | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       77614 | NS      | $16968748.82  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180512.80    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Santos Limited                                                                           | Santos Limited                                                                           | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      123521 | NS      | $622415.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                                      | Shimizu Corporation                                                                      | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       74800 | NS      | $835325.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      700000 | PA      | $607712.97    | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                        | Star Parent, Inc.                                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      231000 | PA      | $243287.30    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                 | Suzuki Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       95300 | NS      | $1151864.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                       | Taiwan Semiconductor Manufacturing Company Limited                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      571000 | NS      | $20678314.64  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      705000 | PA      | $827598.44    | 0.03%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                                                    | TC Energy Corporation                                                                    | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       44073 | NS      | $2151623.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204553.12    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Stem, Inc.                                                                               | Stem, Inc.                                                                               | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      115000 | PA      | $27554.23     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                 | Ministerio De Hacienda Y Credito Publico                                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8298900000 | PA      | $1872409.79   | 0.07%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135487.39    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                   | Tokyo Electron Limited                                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        1600 | NS      | $305537.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                                | TOTO Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       23700 | NS      | $596964.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STL Holding Company LLC                                                                  | STL Holding Company LLC                                                                  | CUSIP: 861036AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $221690.71    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      828835 | PA      | $848138.32    | 0.03%             | 2031-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners, L.P.                                                          | Suburban Propane Partners, L.P.                                                          | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |      139000 | PA      | $131480.46    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |      482000 | PA      | $475363.49    | 0.02%             | 2500-12-31      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                      | Synchrony Financial                                                                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       31612 | NS      | $2109784.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XXI Ltd                                                                     | Symphony CLO XXI Ltd                                                                     | CUSIP: 87166RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      246810 | PA      | $246191.41    | 0.01%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International                                                      | TotalEnergies Capital International                                                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133466.85    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Alcon AG                                                                                 | Alcon AG                                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       10483 | NS      | $929159.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2023-1 Ltd                                                                       | TCW CLO 2023-1 Ltd                                                                       | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2000000.00   | 0.08%             | 2038-03-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2, Ltd.                                                                 | TICP CLO VI 2016-2, Ltd.                                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250434.75    | 0.01%             | 2034-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                                  | Mazda Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       71100 | NS      | $427490.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                                | Toyota Tsusho Corporation                                                                | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       30300 | NS      | $685880.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                             | Fidelity National Information Services, Inc.                                             | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      579000 | PA      | $670541.16    | 0.03%             | 2027-05-21      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      118000 | PA      | $116588.89    | 0.00%             | 2029-01-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Duomo Bidco S.P.A.                                                                       | Duomo Bidco S.P.A.                                                                       | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |      441000 | PA      | $520307.40    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mobico Group PLC                                                                         | Mobico Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $80471.59     | 0.00%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO XII, Ltd.                                                                       | TICP CLO XII, Ltd.                                                                       | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250624.25    | 0.01%             | 2034-07-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99871.36     | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      475000 | PA      | $508068.06    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      510000 | PA      | $500774.41    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  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        |      263000 | PA      | $348187.51    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VFP4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123932.42    | 0.00%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Unicharm Corporation                                                                     | Unicharm Corporation                                                                     | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       78600 | NS      | $566156.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UOL Group Limited                                                                        | UOL Group Limited                                                                        | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       28593 | NS      | $139042.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195078.91    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Telecom Argentina SA                                                                     | Telecom Argentina SA                                                                     | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67202.84     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mobico Group PLC                                                                         | Mobico Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      366000 | PA      | $347887.37    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Global Switch Finance B.V.                                                               | Global Switch Finance B.V.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      242000 | PA      | $266406.61    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| PCF GmbH                                                                                 | PCF GmbH                                                                                 | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      314900 | PA      | $306593.99    | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| PCF GmbH                                                                                 | PCF GmbH                                                                                 | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      345090 | PA      | $335113.71    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      886000 | PA      | $887106.19    | 0.03%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc.                                                                             | Tenneco Inc.                                                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1075844.41   | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Fiat Chrysler Automobiles N.V.                                                           | Fiat Chrysler Automobiles N.V.                                                           | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       51174 | NS      | $511829.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Bond Co Limited                                                                       | AA Bond Co Limited                                                                       | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |      413636 | PA      | $564915.10    | 0.02%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      648000 | PA      | $765197.40    | 0.03%             | 2027-05-09      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      269000 | PA      | $332423.81    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Republic of Uzbekistan                                                               | The Republic of Uzbekistan                                                               | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      108000 | PA      | $130284.64    | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                             | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                             | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      240000 | PA      | $304369.25    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                 | Woolworths Group Limited                                                                 | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       53839 | NS      | $1102905.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                                                   | Yamaha Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       87920 | NS      | $657503.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Ardagh Packaging Finance Public Limited Company                                          | Ardagh Packaging Finance Public Limited Company                                          | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | NL        |      371000 | PA      | $415094.41    | 0.02%             | 2026-08-15      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding                                                                           | Paprec Holding                                                                           | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      384000 | PA      | $474090.27    | 0.02%             | 2029-11-17      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Yaskawa Electric Corporation                                                             | Yaskawa Electric Corporation                                                             | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        6100 | NS      | $137537.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe d'exploitation Hoteliere                                                         | Societe d'exploitation Hoteliere                                                         | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        8808 | NS      | $541684.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co., Ltd.                                                                   | Asahi Intecc Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       28600 | NS      | $452331.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co., Ltd.                                                               | King Slide Works Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        5000 | NS      | $349387.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                      | AXA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       13304 | NS      | $653316.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                              | Novartis AG                                                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       10200 | NS      | $1239236.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                          | Prysmian S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      525000 | PA      | $634657.72    | 0.02%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    18690000 | PA      | $914808.55    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Limited                                                        | Tata Consultancy Services Limited                                                        | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       26732 | NS      | $1078972.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties (P.J.S.C)                                                               | Emaar Properties (P.J.S.C)                                                               | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |      108079 | NS      | $400597.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      279000 | PA      | $322725.99    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                              | Albion Financing 1 S.a r.l.                                                              | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      345000 | PA      | $414967.87    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      555000 | PA      | $653697.23    | 0.02%             | 2026-07-06      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      581000 | PA      | $612986.99    | 0.02%             | 2030-03-25      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| RTX Corporation                                                                          | RTX Corporation                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        3564 | NS      | $520415.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                                                   | Tractor Supply Company                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       17698 | NS      | $933923.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrum AB                                                                                | Intrum AB                                                                                | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      541000 | PA      | $533874.03    | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                         | Virgin Media Secured Finance PLC                                                         | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      525000 | PA      | $657570.57    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VZ Vendor Financing II B.V.                                                              | VZ Vendor Financing II B.V.                                                              | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1015518.32   | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                                    | Boels Topholding B.V.                                                                    | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      949000 | PA      | $1155972.35   | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | US        |      300000 | PA      | $281704.50    | 0.01%             | 2054-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Nongfu Spring Co., Ltd.                                                                  | Nongfu Spring Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |       50096 | NS      | $256951.16    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $488260.54    | 0.02%             | 2500-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Group Incorporated                                                             | TransDigm Group Incorporated                                                             | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |       12706 | NS      | $19321251.84  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                | Union Pacific Corporation                                                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       45404 | NS      | $10446552.32  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Contourglobal Power Holdings SA                                                          | Contourglobal Power Holdings SA                                                          | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      257000 | PA      | $304876.67    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dassault Systemes                                                                        | Dassault Systemes                                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       39272 | NS      | $1421587.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                       | AMC Networks, Inc.                                                                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       14525 | NS      | $91071.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                                       | AMC Networks, Inc.                                                                       | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      804000 | PA      | $643377.61    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                       | AMC Networks, Inc.                                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      889000 | PA      | $922061.48    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                             | Advanced Micro Devices, Inc.                                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        2403 | NS      | $340985.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275902.59    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                                  | TK Elevator Holdco GmbH                                                                  | CUSIP: N/A<br>LEI: 2549008GCHWX9EEMIS56       | Long             | DBT              | CORP              | DE        |      553500 | PA      | $652380.37    | 0.02%             | 2028-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                             | Airbnb, Inc.                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        4841 | NS      | $640657.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                         | Air Products and Chemicals, Inc.                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       16372 | NS      | $4617886.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                                           | United Airlines Holdings, Inc.                                                           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       38209 | NS      | $3042582.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                                          | Universal Health Services, Inc.                                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        5771 | NS      | $1045416.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                     | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      653787 | PA      | $805185.08    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      211025 | NS      | $1483065.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc.                                                                  | Algoma Steel Group Inc.                                                                  | CUSIP: 015658107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       88032 | NS      | $606540.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                         | Amazon.com, Inc.                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      221286 | NS      | $48547935.54  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      773778 | NS      | $20111246.64  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                                          | British American Tobacco P.L.C.                                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       30318 | NS      | $1438308.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                       | Viper Energy, Inc.                                                                       | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |       17813 | NS      | $679209.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                                             | Walmart Inc.                                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      198043 | NS      | $19364644.54  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Loxama                                                                                   | Loxama                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      949000 | PA      | $1163573.90   | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NetEase, Inc.                                                                            | NetEase, Inc.                                                                            | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       82800 | NS      | $2240276.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                           | Walgreens Boots Alliance, Inc.                                                           | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       33359 | NS      | $382961.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery, Inc.                                                             | Warner Bros. Discovery, Inc.                                                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       99870 | NS      | $1144510.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                                | BP P.L.C.                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      115407 | NS      | $575490.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      619401 | NS      | $652802.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corporation                                                                       | Waters Corporation                                                                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        1532 | NS      | $534729.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      219091 | NS      | $17553570.92  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         893 | NS      | $1048498.09   | 0.04%             | 2500-01-01      | Fixed         | 7.50%                 | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                                              | Western Digital Corporation                                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       10991 | NS      | $703314.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      115444 | NS      | $7251037.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                                        | Yum! Brands, Inc.                                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        6222 | NS      | $921975.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fedrigoni S.P.A.                                                                         | Fedrigoni S.P.A.                                                                         | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      575000 | PA      | $647404.33    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fiber Midco S.p.A.                                                                       | Fiber Midco S.p.A.                                                                       | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      287000 | PA      | $305278.87    | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                          | AstraZeneca PLC                                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        8446 | NS      | $1176655.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99906.77     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                                      | Vertical Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     1621000 | PA      | $1905008.96   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| KBC Groep                                                                                | KBC Groep                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131774.37    | 0.00%             | 2027-09-21      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      139257 | NS      | $8966042.26   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      215000 | PA      | $290692.89    | 0.01%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23682.80     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      362000 | PA      | $357957.85    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Market Bidco Finco PLC                                                                   | Market Bidco Finco PLC                                                                   | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      385000 | PA      | $450594.92    | 0.02%             | 2027-11-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Contego CLO XI Designated Activity Company                                               | Contego CLO XI Designated Activity Company                                               | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $372472.52    | 0.01%             | 2038-11-22      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    34890000 | PA      | $1752619.83   | 0.07%             | 2030-09-30      | Fixed         | 5.00%                 | 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        |     1195000 | PA      | $1250500.86   | 0.05%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd.                                                                           | Credicorp Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        4709 | NS      | $1052555.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Public Limited Company                                                               | CRH Public Limited Company                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       91686 | NS      | $8416774.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Krafton, Inc.                                                                            | Krafton, Inc.                                                                            | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        2771 | NS      | $744647.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                                   | SGS SA                                                                                   | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        7756 | NS      | $786695.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R Designated Activity Company                         | CVC Cordatus Opportunity Loan Fund-R Designated Activity Company                         | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     1030000 | PA      | $1202993.20   | 0.05%             | 2033-09-18      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO 2025-I Designated Activity Company                           | Texas Debt Capital Euro CLO 2025-I Designated Activity Company                           | CUSIP: N/A<br>LEI: 635400XVZA41DT69MQ04       | Long             | ABS-CBDO         | CORP              | IE        |      520000 | PA      | $609848.99    | 0.02%             | 2039-04-16      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TE Connectivity Public Limited Company                                                   | TE Connectivity Public Limited Company                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        4198 | NS      | $708076.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau CLO XII Designated Activity Company                                              | Tikehau CLO XII Designated Activity Company                                              | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |      570000 | PA      | $664744.41    | 0.02%             | 2038-10-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                                        | Altar Bidco, Inc.                                                                        | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2318255 | PA      | $2173364.06   | 0.08%             | 2028-11-09      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| DRI Holdings, Inc                                                                        | DRI Holdings, Inc                                                                        | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      543735 | PA      | $535921.53    | 0.02%             | 2028-12-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies (U.S) AcquisitionCo Inc.                                            | Emerald Technologies (U.S.) AcquisitionCo Inc.                                           | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      629925 | PA      | $434648.25    | 0.02%             | 2029-02-03      | Floating      | 10.73%                | No            |                  3 | On Loan: No      |
| Vaco Holdings, LLC                                                                       | Vaco Holdings, LLC                                                                       | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      651375 | PA      | $595682.44    | 0.02%             | 2029-01-07      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                       | Cameco Corporation                                                                       | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      125582 | NS      | $9321951.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Flourishing Trade And Investment Ltd                                                     | Flourishing Trade And Investment Ltd                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | US        |     3711000 | PA      | $3785220.00   | 0.14%             | 2028-04-02      | Fixed         | 11.04%                | Yes           |                  3 | On Loan: No      |
| Fertitta Entertainment, LLC                                                              | Fertitta Entertainment, LLC                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      970368 | PA      | $968670.22    | 0.04%             | 2029-01-13      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      857320 | PA      | $855253.59    | 0.03%             | 2029-03-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                                                            | Twitter, Inc.                                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      273597 | PA      | $267014.20    | 0.01%             | 2029-10-27      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                                              | Avaya, Inc.                                                                              | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        6502 | PA      | $5062.21      | 0.00%             | 2028-08-01      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                                   | First Brands Group LLC                                                                   | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      984143 | PA      | $1117735.21   | 0.04%             | 2027-03-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Limited                                                        | INEOS Quattro Holdings UK Limited                                                        | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1210105 | PA      | $1351007.29   | 0.05%             | 2029-03-31      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      266000 | PA      | $271596.41    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fox Corporation                                                                          | Fox Corporation                                                                          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       54655 | NS      | $3062866.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      495000 | PA      | $495841.50    | 0.02%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1343396 | PA      | $1340883.85   | 0.05%             | 2031-01-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      331395 | PA      | $340890.83    | 0.01%             | 2032-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                             | Freedom Mortgage Corporation                                                             | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215066.59    | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                             | Freedom Mortgage Corporation                                                             | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110877.75    | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                            | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAB4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206241.83    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                                                           | GoTo Group Inc                                                                           | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       89103 | PA      | $77264.94     | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                                           | GoTo Group Inc                                                                           | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       18588 | PA      | $16118.82     | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                            | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      108000 | PA      | $108990.07    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      155208 | NS      | $6728266.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group Inc                                                                           | GoTo Group Inc                                                                           | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       11908 | PA      | $10326.18     | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                                           | GoTo Group Inc                                                                           | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       73802 | PA      | $26138.45     | 0.00%             | 2028-04-30      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1055409.80   | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      428000 | PA      | $427738.26    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                                                           | GoTo Group Inc                                                                           | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       20625 | PA      | $7304.82      | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Clarios                                                                                  | Clarios                                                                                  | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1500000 | PA      | $1761854.90   | 0.07%             | 2032-01-28      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      610000 | PA      | $618116.14    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60663.65     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                                                     | Nielsen Consumer Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1496250 | PA      | $1753149.73   | 0.07%             | 2028-03-06      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Cegid SAS                                                                                | Cegid SAS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1500000 | PA      | $1763515.81   | 0.07%             | 2030-01-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                                    | Matterhorn Telecom SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1173168.17   | 0.04%             | 2032-01-16      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Banijay                                                                                  | Banijay                                                                                  | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1398305 | PA      | $1643197.63   | 0.06%             | 2032-01-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60811.92     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1462000 | PA      | $1528975.10   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Aviv Group GmbH                                                                          | Aviv Group GmbH                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1337580 | PA      | $1575854.85   | 0.06%             | 2032-01-29      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Aviv Group GmbH                                                                          | Aviv Group GmbH                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |       95541 | PA      | $112561.06    | 0.00%             | 2032-01-29      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1169113.79   | 0.04%             | 2031-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                                 | Full House Resorts, Inc.                                                                 | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       46000 | PA      | $44587.22     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Florida LLC                                                                     | Frontier Florida LLC                                                                     | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1259000 | PA      | $1316321.02   | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Frontier North Inc.                                                                      | Frontier North Inc.                                                                      | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $180157.04    | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Ramsay Sante                                                                             | Ramsay Sante                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      900000 | PA      | $1053232.77   | 0.04%             | 2031-08-13      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                                      | Boxer Parent Co Inc                                                                      | CUSIP: 05988HAK3<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |     1492095 | PA      | $1753466.78   | 0.07%             | 2031-07-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                                    | Jack Ohio Finance LLC                                                                    | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      253365 | PA      | $251148.06    | 0.01%             | 2032-01-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                         | Garda World Security Corporation                                                         | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      282796 | PA      | $282951.15    | 0.01%             | 2029-02-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                        | Pitney Bowes Inc.                                                                        | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      925000 | PA      | $922299.00    | 0.03%             | 2032-01-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                                         | Schoen Klinik SE                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1111111 | PA      | $1299017.67   | 0.05%             | 2031-01-13      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                                   | GS Mortgage Securities Trust 2020-GC47                                                   | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      676292 | PA      | $608366.18    | 0.02%             | 2030-04-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                         | GS Mortgage Securities Corporation Trust 2021-IP                                         | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239381 | PA      | $237884.75    | 0.01%             | 2026-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                   | Arsenal AIC Parent LLC                                                                   | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98321 | PA      | $98100.14     | 0.00%             | 2030-08-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| United Petfood                                                                           | United Petfood                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      711840 | PA      | $835368.20    | 0.03%             | 2032-02-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                   | GS Mortgage Securities Trust 2020-GSA2                                                   | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      935650 | PA      | $63382.15     | 0.00%             | 2053-12-12      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ROSS                                       | GS Mortgage Securities Corporation Trust 2021-ROSS                                       | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $217224.70    | 0.01%             | 2036-06-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| United Petfood                                                                           | United Petfood                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      422992 | PA      | $496394.98    | 0.02%             | 2032-02-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                   | DIRECTV Financing, LLC                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1101680 | PA      | $1048248.52   | 0.04%             | 2031-02-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                       | Nintendo Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |         300 | NS      | $28841.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co., Ltd.                                                          | Nippon Paint Holdings Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |       83095 | NS      | $667600.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd                                                              | Inspired Finco Holdings Ltd                                                              | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      216749 | PA      | $254117.07    | 0.01%             | 2031-02-05      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Tackle Sa rl                                                                             | Tackle Sa rl                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      984375 | PA      | $1155440.38   | 0.04%             | 2028-05-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Pax Holdco Spain Slu                                                                     | Pax Holdco Spain Slu                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1632296 | PA      | $1919168.57   | 0.07%             | 2029-12-31      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Tackle Sa rl                                                                             | Tackle Sa rl                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      890625 | PA      | $1046048.89   | 0.04%             | 2028-05-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                                        | Nidec Corporation                                                                        | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       46700 | NS      | $904101.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corporation                                                              | Nissan Chemical Corporation                                                              | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |       17000 | NS      | $517956.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      386000 | PA      | $385789.78    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV Designated Activity Company                       | Virgin Media Vendor Financing Notes IV Designated Activity Company                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | US        |      559000 | PA      | $547116.31    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Visa Inc.                                                                                | Visa Inc.                                                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        6540 | NS      | $2322027.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93566.78     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100645.54    | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                                             | Vistra Corp.                                                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       60960 | NS      | $11814657.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1614420.83   | 0.06%             | 2027-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19263000000 | PA      | $1207274.56   | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                                    | BG Energy Capital PLC                                                                    | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      267000 | PA      | $366819.98    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      804504 | NS      | $557156.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      148205 | NS      | $1336411.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                               | Airtac International Group                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       18000 | NS      | $536627.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corporation                                                                        | Nikon Corporation                                                                        | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       27400 | NS      | $280478.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       69300 | NS      | $456510.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REI Agro Limited                                                                         | REI Agro Limited                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      628000 | PA      | $0.01         | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       74180 | NS      | $1009403.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                            | Nippon Yusen Kabushiki Kaisha                                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       27400 | NS      | $984588.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk.                                                           | PT Bank Mandiri (Persero) Tbk.                                                           | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |      963100 | NS      | $289769.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                                     | Evonik Industries AG                                                                     | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       28357 | NS      | $585078.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                             | Dai-ichi Life Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      184000 | NS      | $1386882.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95859.18     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      342000 | PA      | $306986.34    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| James Hardie Industries Public Limited Company                                           | James Hardie Industries Public Limited Company                                           | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       23246 | NS      | $633759.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                     | ENEOS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      214700 | NS      | $1064403.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103397.57    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                       | NVIDIA Corporation                                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      393892 | NS      | $62230997.08  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                                      | OCP CLO 2017-13 Ltd                                                                      | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $700987.00    | 0.03%             | 2037-11-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-5, Ltd.                                                                     | OCP CLO 2014-5, Ltd.                                                                     | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $200127.40    | 0.01%             | 2031-04-28      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Edenred                                                                                  | Edenred                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        9640 | NS      | $298364.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                             | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                             | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       67284 | NS      | $1178905.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                 | Rolls-Royce Holdings PLC                                                                 | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |      334188 | NS      | $4435039.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co., Ltd.                                                                          | NEXON Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       60600 | NS      | $1219014.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                                  | OHA Credit Partners Ltd                                                                  | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1303250.00   | 0.05%             | 2038-07-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      270000 | PA      | $271116.83    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                    | Octagon Investment Partners XVI, Ltd.                                                    | CUSIP: 67590BAU4<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2001790.00   | 0.08%             | 2030-07-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc.                                                                  | Offerpad Solutions Inc.                                                                  | CUSIP: 67623L117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34553 | NS      | $176.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oha Credit Partners X Ltd                                                                | Oha Credit Partners X Ltd                                                                | CUSIP: 67707CBC1<br>LEI: 549300R39C7C8ZT3OK12 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249325.50    | 0.01%             | 2038-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190344.69    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Greek Organisation of Football Prognostics S.A.                                          | Greek Organisation of Football Prognostics S.A.                                          | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        4811 | NS      | $109075.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                  | ABB Ltd                                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        6789 | NS      | $405775.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Misto Holdings Corporation                                                               | Misto Holdings Corporation                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3349 | NS      | $88584.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMedia Technology Inc.                                                                  | ASMedia Technology Inc.                                                                  | CUSIP: N/A<br>LEI: 529900CQG67FQMMNX678       | Long             | EC               | CORP              | TW        |        7000 | NS      | $458737.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                                                           | NMC Health PLC                                                                           | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      161633 | NS      | $0.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bloomberry Resorts Corporation                                                           | Bloomberry Resorts Corporation                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      448500 | NS      | $40863.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |        4466 | NS      | $1452445.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                                | Holcim AG                                                                                | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        9836 | NS      | $731987.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136306.86    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       61890 | NS      | $3469876.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP Spolka Akcyjna                                                                       | LPP Spolka Akcyjna                                                                       | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          62 | NS      | $252848.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                         | EssilorLuxottica                                                                         | CUSIP: N/A<br>LEI: 9695005W553B1E61P457       | Long             | EC               | CORP              | FR        |       35118 | NS      | $9637337.36   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $264850.01    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135892.32    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Kondor Finance PLC                                                                       | Kondor Finance PLC                                                                       | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      123877 | PA      | $125657.03    | 0.00%             | 2026-07-19      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      138000 | PA      | $134724.15    | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Lune Holdings S.a r.l.                                                                   | Lune Holdings S.a r.l.                                                                   | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      379000 | PA      | $178858.58    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Nexi Spa                                                                                 | Nexi Spa                                                                                 | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $427633.78    | 0.02%             | 2028-02-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                           | OTP Bank Nyrt.                                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        4616 | NS      | $369107.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain                                                                | Compagnie de Saint-Gobain                                                                | CUSIP: N/A<br>LEI: 213800LNEAQECBWERP38       | Long             | EC               | CORP              | FR        |       69828 | NS      | $8192086.04   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| The Unique Pub Finance Company PLC                                                       | The Unique Pub Finance Company PLC                                                       | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |      499000 | PA      | $709942.27    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                       | Taiwan Semiconductor Manufacturing Company Limited                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        3836 | NS      | $868815.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                                             | JD.com, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       83550 | NS      | $1369279.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                              | Eutelsat SA                                                                              | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107158.17    | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Telecom S.A.                                                                  | Matterhorn Telecom S.A.                                                                  | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |      917421 | PA      | $1078418.05   | 0.04%             | 2026-09-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| PT. Perusahaan Listrik Negara                                                            | PT. Perusahaan Listrik Negara                                                            | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |      300000 | PA      | $307370.91    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129027.70    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                            | Alimentation Couche-Tard Inc.                                                            | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       36498 | NS      | $1814246.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                      | Take-Two Interactive Software, Inc.                                                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        6415 | NS      | $1557882.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                           | Texas Instruments Incorporated                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        4133 | NS      | $858093.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      588000 | PA      | $643471.75    | 0.02%             | 2029-05-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |      481000 | PA      | $565342.09    | 0.02%             | 2025-07-24      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Textron Inc.                                                                             | Textron Inc.                                                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       28258 | NS      | $2268834.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                                                      | Toll Brothers, Inc.                                                                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        9275 | NS      | $1058555.75   | 0.04%             |  |  |  | No            |                  1 | 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        |      591000 | PA      | $725042.14    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                          | Deuce Finco PLC                                                                          | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      971000 | PA      | $1319780.98   | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                         | Virgin Media Secured Finance PLC                                                         | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      956000 | PA      | $1182287.55   | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                    | Cellnex Telecom, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $209663.44    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Intrum AB                                                                                | Intrum AB                                                                                | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      245000 | PA      | $255778.55    | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |     1693000 | PA      | $2028691.56   | 0.08%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.a r.l.                                                       | Dana Financing Luxembourg S.a r.l.                                                       | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      476000 | PA      | $609766.15    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       51254 | NS      | $831850.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apcoa Group GmbH                                                                         | Apcoa Group GmbH                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      263000 | PA      | $311260.18    | 0.01%             | 2031-04-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4676000 | PA      | $5567584.68   | 0.21%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nobian Finance B.V.                                                                      | Nobian Finance B.V.                                                                      | CUSIP: N/A<br>LEI: 254900ZGJ6MMZN9IQQ31       | Long             | DBT              | CORP              | NL        |      423000 | PA      | $495562.52    | 0.02%             | 2026-07-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                      | Investor Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       33477 | NS      | $989966.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1130832.62   | 0.04%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      785000 | PA      | $868701.20    | 0.03%             | 2028-01-20      | Fixed         | 0.16%                 | Yes           |                  2 | On Loan: No      |
| AMS-Osram AG                                                                             | AMS-Osram AG                                                                             | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      700000 | PA      | $774060.82    | 0.03%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Bellis Finco PLC                                                                         | Bellis Finco PLC                                                                         | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |      898000 | PA      | $1229668.75   | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                                                   | Herens Holdco S.a r.l.                                                                   | CUSIP: N/A<br>LEI: 2221002FZ55AMAUX4G64       | Long             | DBT              | CORP              | LU        |      944000 | PA      | $814129.00    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Eicher Motors Limited                                                                    | Eicher Motors Limited                                                                    | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |        1617 | NS      | $106836.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter Sociedad Anonima                                                               | Bankinter Sociedad Anonima                                                               | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $505340.83    | 0.02%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.a r.l.                                                   | Becton Dickinson Euro Finance S.a r.l.                                                   | CUSIP: 07589LAE7<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      926000 | PA      | $1119611.68   | 0.04%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Elo                                                                                      | Elo                                                                                      | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231959.69    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $744759.30    | 0.03%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229405.89    | 0.01%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                   | General Motors Financial Company, Inc.                                                   | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      374000 | PA      | $459153.71    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Vlada NA Republika Severna Makedonija                                                    | Vlada NA Republika Severna Makedonija                                                    | CUSIP: N/A<br>LEI: 529900FA29F5OY2J7P74       | Long             | DBT              | NUSS              | MK        |      115000 | PA      | $141649.63    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      117000 | PA      | $115334.86    | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sampo Oyj                                                                                | Sampo Oyj                                                                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       41783 | NS      | $448035.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| I&M Holdings Limited                                                                     | I&M Holdings Limited                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      125000 | PA      | $151304.82    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                                      | Verisure Holding AB                                                                      | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      485000 | PA      | $566484.24    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                                                   | Verisure Midholding AB                                                                   | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      853000 | PA      | $1009635.00   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Preem Holding AB (publ)                                                                  | Preem Holding AB (publ)                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SE        |      230400 | PA      | $281637.03    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                      | Comcast Corporation                                                                      | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      326000 | PA      | $346094.58    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                          | Deuce Finco PLC                                                                          | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      840000 | PA      | $1141726.08   | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     1913000 | PA      | $2512099.51   | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Elm Company                                                                              | Elm Company                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         425 | NS      | $113518.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | Cooperatieve Rabobank U.A.                                                               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130230.14    | 0.00%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                               | Universal Music Group N.V.                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       10075 | NS      | $326549.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229700.38    | 0.01%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240596.42    | 0.01%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BELIMO Holding AG                                                                        | BELIMO Holding AG                                                                        | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         803 | NS      | $817828.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France - KLM                                                                         | Air France - KLM                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233528.72    | 0.01%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Great Wall Motor Company Limited                                                         | Great Wall Motor Company Limited                                                         | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      450131 | NS      | $1348390.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     7148000 | PA      | $170369.69    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1565907.54   | 0.06%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2024-2 Designated Activity Company                   | Palmer Square European Loan Funding 2024-2 Designated Activity Company                   | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |      380000 | PA      | $443038.95    | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank, The                                                               | Toronto-Dominion Bank, The                                                               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133520.38    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                         | Novo Nordisk A/S                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       83036 | NS      | $5737391.49   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                | Shell PLC                                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      446222 | NS      | $15737259.32  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Financing S.a r.l.                                                                 | ADLER Financing S.a r.l.                                                                 | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     1261785 | PA      | $1554337.84   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eastroc Beverage(Group) Co., Ltd.                                                        | Eastroc Beverage(Group) Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |       19900 | NS      | $872426.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - S.P.A.                                            | Engineering - Ingegneria Informatica - S.P.A.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      215000 | PA      | $271030.60    | 0.01%             | 2030-02-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                         | Industria de Diseno Textil, S.A.                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       17605 | NS      | $916699.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                        | INEOS Finance PLC                                                                        | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      152000 | PA      | $173583.94    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: —       |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      953000 | PA      | $250435.04    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                                        | Axis Bank Limited                                                                        | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        3549 | NS      | $49642.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elo                                                                                      | Elo                                                                                      | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213032.37    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $682893.22    | 0.03%             | 2026-10-06      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                                                            | Summer (BC) Holdco B S.a r.l.                                                            | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      199000 | PA      | $231271.06    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                                    | Aston Martin Capital Holdings Limited                                                    | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | GB        |      611000 | PA      | $778932.37    | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Worldline                                                                                | Worldline                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $513774.95    | 0.02%             | 2030-06-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Perrigo Finance Unlimited Company                                                        | Perrigo Finance Unlimited Company                                                        | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      161000 | PA      | $194241.48    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dynamo NewCo II GmbH                                                                     | Dynamo NewCo II GmbH                                                                     | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      185000 | PA      | $223150.97    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jawbone Inc.                                                                             | Jawbone Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          19 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PrestigeBidCo GmbH                                                                       | PrestigeBidCo GmbH                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      358000 | PA      | $422950.37    | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                    | ZF Friedrichshafen AG                                                                    | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353742.11    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Grand Round, Inc.                                                                        | Grand Round, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      644263 | NS      | $483197.53    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                  | Ziggo Bond Company B.V.                                                                  | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $187785.95    | 0.01%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $260621.58    | 0.01%             | 2500-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                       | Pinnacle Bidco PLC                                                                       | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      273000 | PA      | $395677.21    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     7430000 | PA      | $132315.77    | 0.00%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      155000 | PA      | $184245.68    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                         | TUI Cruises GmbH                                                                         | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      160000 | PA      | $189452.16    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Stena International S.A.                                                                 | Stena International S.A.                                                                 | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1419365.14   | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Puma International Financing S.A.                                                        | Puma International Financing S.A.                                                        | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | US        |      300000 | PA      | $308394.18    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Spotify Technology S.A.                                                                  | Spotify Technology S.A.                                                                  | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        3322 | NS      | $2549103.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      294998 | PA      | $287044.80    | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                                 | Ziggo BV                                                                                 | CUSIP: N9833RAH2<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     6053203 | PA      | $6805371.94   | 0.26%             | 2029-01-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                                                              | ION Trading Finance Limited                                                              | CUSIP: L5582BAW7<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1168067.64   | 0.04%             | 2028-04-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 L.P.                                                                   | Redstone Holdco 2 L.P.                                                                   | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1255450 | PA      | $671665.80    | 0.03%             | 2028-04-27      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      424589 | PA      | $426465.36    | 0.02%             | 2028-05-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Bock Capital Bidco B.V.                                                                  | Bock Capital Bidco B.V.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      912000 | PA      | $1072443.21   | 0.04%             | 2028-06-29      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1994832 | PA      | $2236247.20   | 0.08%             | 2028-06-02      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                   | DirecTV Financing, LLC                                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      110397 | PA      | $110699.36    | 0.00%             | 2027-07-22      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                                      | Bally's Corporation                                                                      | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      659885 | PA      | $581523.32    | 0.02%             | 2028-08-05      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Eircom Limited                                                                           | Eircom Limited                                                                           | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      442000 | PA      | $511193.90    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                     | Thailand, Kingdom of                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    80127000 | PA      | $2577878.86   | 0.10%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                                                | Boost Newco Borrower, LLC                                                                | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      868516 | PA      | $870322.59    | 0.03%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding AS                                                                  | Sector Alarm Holding AS                                                                  | CUSIP: R7722AAE0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      813832 | PA      | $958174.60    | 0.04%             | 2029-06-14      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Applegreen Ireland Invts Fin Ltd                                                         | Applegreen Ireland Invts Fin Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      432349 | PA      | $512341.47    | 0.02%             | 2032-01-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Applegreen Ireland Invts Fin Ltd                                                         | Applegreen Ireland Invts Fin Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      422081 | PA      | $500173.76    | 0.02%             | 2032-01-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance People's Republic of China                                           | Ministry of Finance People's Republic of China                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4110000 | PA      | $593724.79    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     4100000 | PA      | $95918.86     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                                                            | Twitter, Inc.                                                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      279000 | PA      | $271095.93    | 0.01%             | 2199-12-31      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd                                                              | Inspired Finco Holdings Ltd                                                              | CUSIP: G4800AAH7<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      287356 | PA      | $336896.89    | 0.01%             | 2031-02-28      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                            | Aroundtown SA                                                                            | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | GB        |      512000 | PA      | $708067.61    | 0.03%             | 2500-12-31      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      794000 | PA      | $16075.33     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      399371 | PA      | $197258.18    | 0.01%             | 2032-12-18      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                    | Q-Park Holding I B.V.                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      674000 | PA      | $818280.90    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                     | Maxam Prill S.a r.l.                                                                     | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      620000 | PA      | $725764.84    | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Almaviva - The Italian Innovation Company S.P.A. In Breve Almaviva S.P.A.                | Almaviva - The Italian Innovation Company S.P.A. In Breve Almaviva S.P.A.                | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      619000 | PA      | $731098.29    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Thames Water Utilities Limited                                                           | Thames Water Utilities Limited                                                           | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        6240 | PA      | $7044.99      | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | Volkswagen International Finance N.V.                                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237260.46    | 0.01%             | 2500-12-31      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Ball Corporation                                                                         | Ball Corporation                                                                         | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      336000 | PA      | $400869.42    | 0.02%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | Volkswagen International Finance N.V.                                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118606.67    | 0.00%             | 2500-12-31      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                               | Vonovia SE                                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $370644.53    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| GTECH S.p.A.                                                                             | GTECH S.p.A.                                                                             | CUSIP: N/A<br>LEI: 8156005113BD16699393       | Long             | DBT              | CORP              | IT        |      275000 | PA      | $331629.92    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NN Group N.V.                                                                            | NN Group N.V.                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      275000 | PA      | $320292.14    | 0.01%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MTR Corporation (C.I.) Limited                                                           | MTR Corporation (C.I.) Limited                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $303861.00    | 0.01%             | 2500-12-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ocado Group PLC                                                                          | Ocado Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      270000 | PA      | $360367.90    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Amrize AG                                                                                | Amrize AG                                                                                | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |        9836 | NS      | $490653.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                 | Ministerio De Hacienda Y Credito Publico                                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5531900000 | PA      | $1171120.26   | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SES                                                                                      | SES                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      125000 | PA      | $148395.28    | 0.01%             | 2030-06-24      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| SES                                                                                      | SES                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      175000 | PA      | $207765.76    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                                        | TeamSystem S.p.A.                                                                        | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      273000 | PA      | $321017.76    | 0.01%             | 2032-07-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                                        | TeamSystem S.p.A.                                                                        | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      161000 | PA      | $189380.75    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Currenta Group Holdings S.a r.l.                                                         | Currenta Group Holdings S.a r.l.                                                         | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      297000 | PA      | $356446.04    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Currenta Group Holdings S.a r.l.                                                         | Currenta Group Holdings S.a r.l.                                                         | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      304000 | PA      | $360886.57    | 0.01%             | 2032-05-17      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      259000 | PA      | $315349.37    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Xero Limited                                                                             | Xero Limited                                                                             | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |         533 | NS      | $63072.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                     | Mehilainen Yhtiot Oy                                                                     | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $118022.41    | 0.00%             | 2032-06-30      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom BidCo SA                                                                   | Lorca Telecom BidCo SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1773979 | PA      | $2072022.99   | 0.08%             | 2031-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Nobian Fin Bv                                                                            | Nobian Fin Bv                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1894737 | PA      | $2212779.23   | 0.08%             | 2030-07-04      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                     | Mehilainen Yhtiot Oy                                                                     | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      301000 | PA      | $355889.21    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    15160000 | PA      | $2645474.89   | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       88561 | NS      | $1942778.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                     | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      394000 | PA      | $488566.65    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C Designated Activity Company                                      | AB Carval Euro CLO II-C Designated Activity Company                                      | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      380000 | PA      | $448164.66    | 0.02%             | 2037-02-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| AC Energy, Inc.                                                                          | AC Energy, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300ZYHD5YBZVSYZ84       | Long             | DBT              | CORP              | US        |      300000 | PA      | $194443.80    | 0.01%             | 2500-12-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Amcor Pty Ltd                                                                            | Amcor Pty Ltd                                                                            | CUSIP: N/A<br>LEI: 54930002QM8QVWM56E14       | Long             | EC               | CORP              | JE        |      126247 | NS      | $1160209.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbour CLO VI Designated Activity Company                                                | Arbour CLO VI Designated Activity Company                                                | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |      440000 | PA      | $518813.99    | 0.02%             | 2037-11-16      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Aurium CLO XIII Designated Activity Company                                              | Aurium CLO XIII Designated Activity Company                                              | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $264427.17    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Platea BC Bidco AB                                                                       | Platea BC Bidco AB                                                                       | CUSIP: W2468YAC5<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |       65359 | PA      | $77097.26     | 0.00%             | 2031-04-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      544486 | PA      | $545145.03    | 0.02%             | 2031-03-07      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                                         | Tele Columbus AG                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1098639 | PA      | $838772.33    | 0.03%             | 2029-01-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                                      | Maverick Gaming LLC                                                                      | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      296698 | PA      | $268511.82    | 0.01%             | 2028-06-03      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                                      | Maverick Gaming LLC                                                                      | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      521054 | PA      | $313934.96    | 0.01%             | 2028-06-03      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| Entain PLC                                                                               | Entain PLC                                                                               | CUSIP: 36270BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      966856 | PA      | $1140913.14   | 0.04%             | 2028-06-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                                           | Bellis Acquisition Company PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1654231 | PA      | $1840942.20   | 0.07%             | 2031-05-10      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                                        | Ineos Finance PLC                                                                        | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1148501.88   | 0.04%             | 2031-06-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                                                       | Cervantes Bidco SL                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      741599 | PA      | $873226.34    | 0.03%             | 2029-12-31      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                     | Medline Borrower, LP                                                                     | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1686268 | PA      | $1687094.42   | 0.06%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Apleona                                                                                  | Apleona                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1200234 | PA      | $1410875.68   | 0.05%             | 2029-12-31      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AERNNOVA Aerospace SAU                                                                   | AERNNOVA Aerospace SAU                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1302916 | PA      | $1530381.30   | 0.06%             | 2030-02-27      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare GmbH                                                                    | Nidda Healthcare GmbH                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1072260 | PA      | $1262501.46   | 0.05%             | 2030-02-21      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare GmbH                                                                    | Nidda Healthcare GmbH                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      326730 | PA      | $384698.14    | 0.01%             | 2030-02-21      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| HomeVi                                                                                   | HomeVi                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1500000 | PA      | $1758268.04   | 0.07%             | 2029-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Zegona HoldCo Ltd                                                                        | Zegona HoldCo Ltd                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      515745 | PA      | $604988.79    | 0.02%             | 2029-07-09      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company                      | Virgin Media Vendor Financing Notes III Designated Activity Company                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | GB        |     1382000 | PA      | $1803119.24   | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LyondellBasell Industries N.V.                                                           | LyondellBasell Industries N.V.                                                           | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |       13873 | NS      | $802691.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |      203280 | PA      | $198089.97    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | Volkswagen International Finance N.V.                                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136909.45    | 0.01%             | 2025-10-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Marcolin S.p.A.                                                                          | Marcolin S.p.A.                                                                          | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |      926000 | PA      | $1090149.65   | 0.04%             | 2026-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                                                  | NXP Semiconductors N.V.                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       17663 | NS      | $3859188.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao S/A                                                                    | Samarco Mineracao S/A                                                                    | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | US        |       16602 | PA      | $16330.27     | 0.00%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| IREN Limited                                                                             | IREN Limited                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       25218 | NS      | $367426.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quintis Limited                                                                          | Quintis Limited                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     3770716 | NS      | $2.48         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADLER Financing S.a r.l.                                                                 | ADLER Financing S.a r.l.                                                                 | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      160000 | PA      | $198119.52    | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239712.96    | 0.01%             | 2500-12-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     3579000 | PA      | $613137.47    | 0.02%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dell Bank International Designated Activity Company                                      | Dell Bank International Designated Activity Company                                      | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |      298000 | PA      | $342081.56    | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1272000 | PA      | $1489662.78   | 0.06%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea GmbH                                                                     | Wintershall Dea GmbH                                                                     | CUSIP: N/A<br>LEI: 529900PP4O3OCBMO9C52       | Long             | DBT              | CORP              | NL        |      460000 | PA      | $552694.44    | 0.02%             | 2500-12-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Centrica PLC                                                                             | Centrica PLC                                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      513000 | PA      | $711210.98    | 0.03%             | 2055-05-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica S.p.A.                                                                       | Lottomatica S.p.A.                                                                       | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |      207000 | PA      | $244623.37    | 0.01%             | 2031-06-01      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica S.p.A.                                                                       | Lottomatica S.p.A.                                                                       | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |      137000 | PA      | $167656.89    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Thomson Reuters Corporation                                                              | Thomson Reuters Corporation                                                              | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       11648 | NS      | $2342345.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | US        |      450000 | PA      | $456750.00    | 0.02%             | 2500-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Market Bidco Finco PLC                                                                   | Market Bidco Finco PLC                                                                   | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      833000 | PA      | $1118948.06   | 0.04%             | 2027-11-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      556000 | PA      | $653977.80    | 0.02%             | 2026-10-27      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                         | TUI Cruises GmbH                                                                         | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      521000 | PA      | $638328.29    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                                          | Fibercop S.P.A.                                                                          | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      127000 | PA      | $149747.84    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                                          | Fibercop S.P.A.                                                                          | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      132000 | PA      | $156451.97    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Renewable Power (Mauritius) Pte. Ltd                                               | Clean Renewable Power (Mauritius) Pte. Ltd                                               | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | US        |      241500 | PA      | $234487.93    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Diamond II Limited                                                                       | Diamond II Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $302182.45    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| India Cleantech Energy                                                                   | India Cleantech Energy                                                                   | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | US        |      237000 | PA      | $233156.43    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      148000 | PA      | $175693.04    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| City Of Ulaanbaataar Mongolia                                                            | City Of Ulaanbaataar Mongolia                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |      300000 | PA      | $299625.00    | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Axis Bank Limited                                                                        | Axis Bank Limited                                                                        | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | US        |      300000 | PA      | $291121.70    | 0.01%             | 2500-12-31      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                                          | Continuum Energy Aura Pte. Ltd.                                                          | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | US        |      300000 | PA      | $309432.80    | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Far East Horizon Limited                                                                 | Far East Horizon Limited                                                                 | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | US        |      250000 | PA      | $249340.23    | 0.01%             | 2028-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                               | Medco Maple Tree Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | US        |      300000 | PA      | $312212.44    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                  | LG Energy Solution Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      200000 | PA      | $200730.12    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                  | LG Energy Solution Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      200000 | PA      | $199840.66    | 0.01%             | 2030-04-02      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Muangthai Capital Public Company Limited                                                 | Muangthai Capital Public Company Limited                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $298866.42    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PT. Indofood Cbp Sukses Makmur                                                           | PT. Indofood Cbp Sukses Makmur                                                           | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | US        |      300000 | PA      | $242068.32    | 0.01%             | 2051-06-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |      347000 | PA      | $346959.92    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |      300000 | PA      | $293905.50    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero), Tbk.                                                 | PT Bank Negara Indonesia (Persero), Tbk.                                                 | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |      300000 | PA      | $287355.67    | 0.01%             | 2500-12-31      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SMC Global Power Holdings Corp.                                                          | SMC Global Power Holdings Corp.                                                          | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | US        |      300000 | PA      | $294283.03    | 0.01%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     6325000 | PA      | $115030.84    | 0.00%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     2850000 | PA      | $51599.94     | 0.00%             | 2025-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    20825000 | PA      | $372108.32    | 0.01%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| I.M.A. Industria Macchine Automatiche S.P.A. In Sigla Ima S.P.A.                         | I.M.A. Industria Macchine Automatiche S.P.A. In Sigla Ima S.P.A.                         | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      516000 | PA      | $610235.59    | 0.02%             | 2029-04-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| MAHLE GmbH                                                                               | MAHLE GmbH                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      767000 | PA      | $915161.21    | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                                              | Progroup AG                                                                              | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      188000 | PA      | $219105.09    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      642000 | PA      | $753408.40    | 0.03%             | 2031-02-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                                | Goldstory                                                                                | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      502000 | PA      | $595789.86    | 0.02%             | 2030-02-01      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Luna 2.5 S.a r.l.                                                                        | Luna 2.5 S.a r.l.                                                                        | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |      143000 | PA      | $171696.28    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch+Lomb Netherlands B.V.                                                             | Bausch+Lomb Netherlands B.V.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |      181000 | PA      | $214319.89    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 27570000000 | PA      | $1728920.05   | 0.06%             | 2038-06-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group                                                                              | Ontex Group                                                                              | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $120125.05    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Itelyum Regeneration S.p.A.                                                              | Itelyum Regeneration S.p.A.                                                              | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      111000 | PA      | $131798.54    | 0.00%             | 2030-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      151000 | PA      | $179321.97    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      256000 | PA      | $303660.22    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      328000 | PA      | $375383.38    | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Northern Data AG                                                                         | Northern Data AG                                                                         | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |        7272 | NS      | $206329.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                                             | Shopify Inc.                                                                             | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        6510 | NS      | $750843.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                    | Cellnex Telecom, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      159567 | NS      | $6202020.66   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Instructure Holdings, Inc.                                                               | Instructure Holdings, Inc.                                                               | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1992008 | PA      | $1993640.95   | 0.07%             | 2031-09-11      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                                            | Froneri International Limited                                                            | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1157996.16   | 0.04%             | 2031-09-30      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure                                                            | Solaris Energy Infrastructure                                                            | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3009000 | PA      | $2933775.00   | 0.11%             | 2029-08-31      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| Belron Finance US LLC                                                                    | Belron Finance US LLC                                                                    | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1325301 | PA      | $1557938.83   | 0.06%             | 2031-10-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                         | GoTo Group, Inc.                                                                         | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      189250 | PA      | $155867.09    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                         | GoTo Group, Inc.                                                                         | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      204250 | PA      | $67469.20     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                         | Gray Media, Inc.                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      136000 | PA      | $146138.54    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust 2024-1                                                   | GreenSky Home Improvement Trust 2024-1                                                   | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1076026 | PA      | $1091907.36   | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust 2024-1                                                   | GreenSky Home Improvement Trust 2024-1                                                   | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $163287.12    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                       | Greystone CRE Notes 2021-FL3, Ltd.                                                       | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310041 | PA      | $309847.07    | 0.01%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                                         | GS Finance Corp.                                                                         | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4464278.80   | 0.17%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $204000.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      260000 | PA      | $277225.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust 2024-ORL                                                  | HILT Commercial Mortgage Trust 2024-ORL                                                  | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      821000 | PA      | $821513.70    | 0.03%             | 2026-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust 2024-ORL                                                  | HILT Commercial Mortgage Trust 2024-ORL                                                  | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      867000 | PA      | $865374.20    | 0.03%             | 2026-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |       68000 | PA      | $68170.00     | 0.00%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                                 | HP, Inc.                                                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      123266 | NS      | $3015086.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       26542 | NS      | $3677128.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                       | Hewlett Packard Enterprise Company                                                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       33198 | NS      | $678899.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                      | Hilton Grand Vacations Borrower LLC                                                      | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |       57000 | PA      | $54798.37     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                      | Hilton Grand Vacations Borrower LLC                                                      | CUSIP: 43284MAB4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |      337000 | PA      | $310500.81    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                           | Hilton Worldwide Holdings Inc.                                                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       19844 | NS      | $5285250.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc.                                                                  | Home Point Capital Inc.                                                                  | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      141000 | PA      | $140827.31    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $315519.55    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC                                                                  | Howden UK Refinance PLC                                                                  | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207058.33    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      515000 | PA      | $538281.91    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards 2016-10HY Mortgage Trust                                                    | Hudson Yards 2016-10HY Mortgage Trust                                                    | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137645 | PA      | $130158.30    | 0.00%             | 2026-08-12      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                                         | Rossini S.a r.l.                                                                         | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      214000 | PA      | $265708.96    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                                         | Rossini S.a r.l.                                                                         | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      129402 | PA      | $153823.63    | 0.01%             | 2029-12-31      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Straumann Holding AG                                                                     | Straumann Holding AG                                                                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        1105 | NS      | $144319.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                            | Aroundtown SA                                                                            | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      402000 | PA      | $496029.13    | 0.02%             | 2500-12-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque                                                                               | RCI Banque                                                                               | CUSIP: N/A<br>LEI: 8156009DFE7168C3B354       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $742992.37    | 0.03%             | 2034-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UnipolSai Assicurazioni S.p.A.                                                           | UnipolSai Assicurazioni S.p.A.                                                           | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $246351.89    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $523010.09    | 0.02%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| True Corporation Public Company Limited                                                  | True Corporation Public Company Limited                                                  | CUSIP: N/A<br>LEI: 529900XJSWQEQFFF7B09       | Long             | EC               | CORP              | TH        |      316300 | NS      | $107992.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                      | Ardonagh Finco Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |     1475000 | PA      | $1781869.75   | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Seche Environnement                                                                      | Seche Environnement                                                                      | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118772.76    | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    44544400 | PA      | $2344970.28   | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | 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        |      640000 | PA      | $799807.76    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Eurobank Ergasias Services And Holdings S.A                                              | Eurobank Ergasias Services And Holdings S.A                                              | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |      421000 | PA      | $485378.98    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      471000 | PA      | $581634.50    | 0.02%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| I&M Holdings Limited                                                                     | I&M Holdings Limited                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120524.38    | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      506000 | PA      | $629934.03    | 0.02%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                         | Pacific National Finance Pty Ltd                                                         | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      290000 | PA      | $189351.92    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                              | International Business Machines Corporation                                              | CUSIP: 459200LA7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      531000 | PA      | $634586.45    | 0.02%             | 2027-02-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cidron Aida Finco SARL                                                                   | Cidron Aida Finco SARL                                                                   | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |      168000 | PA      | $202053.50    | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cidron Aida Finco SARL                                                                   | Cidron Aida Finco SARL                                                                   | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | GB        |      173000 | PA      | $242329.37    | 0.01%             | 2031-10-27      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Greece SA                                                               | National Bank of Greece SA                                                               | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      200000 | PA      | $250903.49    | 0.01%             | 2035-06-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      567000 | PA      | $784783.33    | 0.03%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EDP, S.A.                                                                                | EDP, S.A.                                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      400000 | PA      | $476481.04    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Hygon Information Technology Co., Ltd.                                                   | Hygon Information Technology Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       25928 | NS      | $511151.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                             | Nasdaq, Inc.                                                                             | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      390000 | PA      | $489243.43    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 S.A.                                                                  | Lion/Polaris Lux 4 S.A.                                                                  | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |      459000 | PA      | $541895.88    | 0.02%             | 2029-07-01      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Motion Finco S.a r.l.                                                                    | Motion Finco S.a r.l.                                                                    | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      294000 | PA      | $323592.14    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      493000 | PA      | $593070.18    | 0.02%             | 2028-06-06      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                                    | Boels Topholding B.V.                                                                    | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      178000 | PA      | $217238.20    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                                         | AIB Group Public Limited Company                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      250000 | PA      | $292167.10    | 0.01%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Stonegate Pub Company Financing PLC                                                      | Stonegate Pub Company Financing PLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      578000 | PA      | $820168.48    | 0.03%             | 2029-07-31      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Shiba Bidco S.P.A.                                                                       | Shiba Bidco S.P.A.                                                                       | CUSIP: N/A<br>LEI: 815600658C215B62EA21       | Long             | DBT              | CORP              | IT        |     1589000 | PA      | $1868881.06   | 0.07%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hindustan Aeronautics Limited                                                            | Hindustan Aeronautics Limited                                                            | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        5721 | NS      | $325657.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta CLO 17 Designated Activity Company                                                 | Penta CLO 17 Designated Activity Company                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      350000 | PA      | $412406.41    | 0.02%             | 2038-08-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    57033522 | NS      | $57033521.97  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | HU        |  1060638826 | PA      | $107314.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     3905301 | PA      | $-206100.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | JP        |   143035377 | PA      | $4797.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      369000 | PA      | $-11619.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | TW        |   393029639 | PA      | $160413.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | AUSTRALIAN DOLLAR                                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | AU        |     6700000 | PA      | $39683.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                                             | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |   305528821 | PA      | $75625.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      147236 | PA      | $4991.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1091468 | PA      | $-24903.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |    11933450 | PA      | $28088.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | GB        |     6913108 | PA      | $153473.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     3255212 | PA      | $-42531.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EGYPTIAN POUND                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | EG        |    16796179 | PA      | $15613.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | US        |      369399 | PA      | $-7428.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | HONG KONG DOLLAR                                                                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | HK        |    12819168 | PA      | $-1300.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | NIGERIA NAIRA                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | NG        |   130311280 | PA      | $-402.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CA        |      402431 | PA      | $1910.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 549300WHU4EIHRP28H10       | N/A              | DFE              | CORP              | US        |     8493407 | PA      | $-138760.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      152662 | PA      | $-5371.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      846116 | PA      | $-17116.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     4365954 | PA      | $-20287.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |    58936257 | PA      | $-29982.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      490015 | PA      | $-1494.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |    25915698 | PA      | $15663.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      503231 | PA      | $-15143.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     3245554 | PA      | $-57165.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |       81356 | PA      | $-2861.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |    18069749 | PA      | $45851.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      340822 | PA      | $13674.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | NORWEGIAN KRONE                                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | NO        |     2827238 | PA      | $1537.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | DANISH KRONE                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | DK        |    72293725 | PA      | $334248.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | MALAYSIAN RINGGIT                                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | MY        |    19508668 | PA      | $39388.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |    39085248 | PA      | $-637494.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | GB        |     9517453 | PA      | $211576.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     3402916 | PA      | $19590.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | SINGAPORE DOLLAR                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | SG        |      477018 | PA      | $6163.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     3148698 | PA      | $-177165.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1637288 | PA      | $-71644.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | N/A              | DFE              | CORP              | CA        |    40985112 | PA      | $101829.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      369000 | PA      | $-5849.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | US        |      170000 | PA      | $-5259.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      110515 | PA      | $-3906.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland                                                                   | SWISS FRANC                                                                              | CUSIP: N/A<br>LEI: 549300WHU4EIHRP28H10       | N/A              | DFE              | CORP              | CH        |    55111110 | PA      | $2333756.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | TR        |    33697153 | PA      | $9857.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       36289 | PA      | $-69.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | MX        |     7005890 | PA      | $2236.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      183713 | PA      | $-10989.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | AUSTRALIAN DOLLAR                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | AU        |    56910665 | PA      | $346327.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | COLOMBIAN PESO                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CO        |  7019038835 | PA      | $-6415.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      226000 | PA      | $-17951.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | TR        |    22764611 | PA      | $6659.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      407654 | PA      | $-963.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      564767 | PA      | $3223.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | NIGERIA NAIRA                                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NG        |   134910600 | PA      | $2775.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |    65969461 | PA      | $93561.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     2060586 | PA      | $-99008.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      140059 | PA      | $-4926.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     4445154 | PA      | $-92264.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      111220 | PA      | $-3912.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |     2600009 | PA      | $-86720.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      159852 | PA      | $-6296.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     1972501 | PA      | $-16781.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                                             | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |   276389400 | PA      | $2679.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | ID        | 63395340185 | PA      | $40627.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | US        |     7654079 | PA      | $266522.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      272354 | PA      | $-9577.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      392661 | PA      | $-25567.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | COLOMBIAN PESO                                                                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CO        |  2752370730 | PA      | $-2617.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    15425602 | PA      | $-465415.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      131478 | PA      | $-416.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      367000 | PA      | $-8797.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ZA        |   124829985 | PA      | $-197527.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | GB        |     4590373 | PA      | $-85588.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | N/A              | DFE              | CORP              | CA        |    21536098 | PA      | $55018.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     5256000 | PA      | $18472.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | CZECH KORUNA                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CZ        |    53893991 | PA      | $81534.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | NORWEGIAN KRONE                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NO        |   144217404 | PA      | $-448414.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | MX        |   198806607 | PA      | $-120921.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | SINGAPORE DOLLAR                                                                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | SG        |     7160312 | PA      | $65917.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      369000 | PA      | $-11335.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1563369 | PA      | $-32449.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       50434 | PA      | $-2286.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      689849 | PA      | $-17416.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      633028 | PA      | $-12651.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |       99076 | PA      | $-3484.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      394013 | PA      | $-6819.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      816692 | PA      | $-44776.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | JP        | 25105086778 | PA      | $785981.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | TR        |    40462158 | PA      | $11836.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      123017 | PA      | $-4331.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     6000471 | PA      | $-166114.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |     3099675 | PA      | $10693.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                                             | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      309020 | PA      | $-3784.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      163538 | PA      | $-5777.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      113507 | PA      | $-4007.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      859693 | PA      | $-17391.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      218000 | PA      | $-14534.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      387944 | PA      | $-6714.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1735675 | PA      | $-44910.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |       98902 | PA      | $-3494.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      101700 | PA      | $-3812.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | US        |     9737231 | PA      | $339060.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     4537221 | PA      | $28502.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     2149776 | PA      | $-30051.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | JP        |    83133818 | PA      | $13583.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      230150 | PA      | $-6712.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | NEW ZEALAND DOLLAR                                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | NZ        |     2413593 | PA      | $11670.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | US        |     5008815 | PA      | $-17728.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     1228328 | PA      | $-19230.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ZA        |    54024100 | PA      | $5918.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    11885407 | PA      | $-34439.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |       46939 | PA      | $-1658.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     3381422 | PA      | $-49362.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | US        |      425627 | PA      | $-5442.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | SOUTH KOREAN WON                                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | KR        |   953245080 | PA      | $10442.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | IN        |   332727887 | PA      | $36774.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |    12734034 | PA      | $-60338.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      101700 | PA      | $-4711.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     4739313 | PA      | $-170570.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 549300WHU4EIHRP28H10       | N/A              | DFE              | CORP              | US        |     1794008 | PA      | $-107044.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MX        |     2754000 | PA      | $1107.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      183779 | PA      | $-1108.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     6792621 | PA      | $184011.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | NIGERIA NAIRA                                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NG        |   187909400 | PA      | $7150.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | SWEDISH KRONA                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | SE        |    96248607 | PA      | $150423.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      300000 | PA      | $-2461.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | BR        |    16572369 | PA      | $162484.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | CN        |    24989921 | PA      | $9082.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       98100 | PA      | $-5077.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | ZA        |     6816566 | PA      | $763.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      544000 | PA      | $-6689.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | MALAYSIAN RINGGIT                                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | MY        |    15653529 | PA      | $72692.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | NIGERIA NAIRA                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | NG        |   130311280 | PA      | $-402.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |    74824454 | PA      | $50512.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | DANISH KRONE                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | DK        |     8741164 | PA      | $40455.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      174548 | PA      | $68.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |     1272230 | PA      | $-39723.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1390731 | PA      | $-35112.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | JP        |  2831670021 | PA      | $-501766.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | SOUTH KOREAN WON                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | KR        | 17501202784 | PA      | $148674.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ZA        |    59722782 | PA      | $82121.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      226000 | PA      | $-16806.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | PL        |    18190690 | PA      | $165682.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | THAI BAHT                                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TH        |   135544241 | PA      | $67764.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | HU        |   487923456 | PA      | $54690.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | PL        |     9437780 | PA      | $87604.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | US        |      201120 | PA      | $6066.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |     9639000 | PA      | $3790.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     5921796 | PA      | $-148858.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                    | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | US        |     1904080 | PA      | $12232.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | US        |      347213 | PA      | $-17383.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      518047 | PA      | $651.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     6381721 | PA      | $-232783.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | MALAYSIAN RINGGIT                                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MY        |     3436140 | PA      | $13335.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | HONG KONG DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | HK        |    44538118 | PA      | $-55811.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | US        |    20783907 | PA      | $723924.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     5755000 | PA      | $43682.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         120 | NC      | $1560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         128 | NC      | $18688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         116 | NC      | $32480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -244 | NC      | $-37576.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -106 | NC      | $-30740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         251 | NC      | $206447.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -251 | NC      | $-119225.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -35 | NC      | $-6195.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -173 | NC      | $-90392.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -129 | NC      | $-73530.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -80 | NC      | $-11720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          10 | NC      | $5800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -12 | NC      | $-4320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | OPTION                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          57 | NC      | $110010.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | OPTION                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -57 | NC      | $-34428.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -68 | NC      | $-36720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -52 | NC      | $-28340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         892 | NC      | $181522.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -890 | NC      | $-59630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -225 | NC      | $-19687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    15924520 | PA      | $2285642.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                  | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |     2335000 | PA      | $79495.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |      210000 | PA      | $-3315.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     -337000 | PA      | $7436.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    11820000 | PA      | $-98222.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      120000 | PA      | $19266.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       80000 | PA      | $291.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       70000 | PA      | $254.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |       40000 | PA      | $145.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |       60000 | PA      | $218.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DCR              | CORP              | US        |      115000 | PA      | $418.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |   134798300 | PA      | $-430065.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      645000 | PA      | $-11540.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       68182 | PA      | $-747.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       63409 | PA      | $-695.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | GG        |     1120000 | PA      | $-26299.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    10155000 | PA      | $456713.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    44673604 | PA      | $294447.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    22336802 | PA      | $148874.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    22336802 | PA      | $147306.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    27934491 | PA      | $-379991.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |    26801769 | PA      | $-364234.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |      149586 | PA      | $-2034.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |    19706968 | PA      | $-276646.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    22621005 | PA      | $-318555.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     2536900 | PA      | $-95098.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    15436000 | PA      | $264801.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     8126980 | PA      | $409309.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    37186300 | PA      | $-47288.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     9357515 | PA      | $199410.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     9372000 | PA      | $200533.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     7380899 | PA      | $195784.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                         | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |     1300000 | PA      | $-18116.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    36885895 | PA      | $547431.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    36885895 | PA      | $-164917.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |     4784038 | PA      | $-63489.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    45463535 | PA      | $531894.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    23857414 | PA      | $783798.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |   440457500 | PA      | $-462881.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |   304463651 | PA      | $48176.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |   440457500 | PA      | $-461992.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |   115151417 | PA      | $29953.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |  4330862728 | PA      | $48236.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |    94214796 | PA      | $23063.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |    38723736 | PA      | $15333.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |    38723736 | PA      | $15651.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    30809735 | PA      | $-11043.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       50000 | PA      | $368.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CONTRACT FOR DIFFERENCE                                                                  | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | VG        |      -10067 | PA      | $-62214.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         171 | NC      | $17442.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -42 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -61 | NC      | $-2135.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       80000 | PA      | $590.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   206450600 | PA      | $4207290.41   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   172694300 | PA      | $1278431.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   265429800 | PA      | $10195688.37  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   203665800 | PA      | $10611920.18  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     8103300 | PA      | $149854.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    26622864 | PA      | $776367.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    37974000 | PA      | $825646.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    38002000 | PA      | $168099.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    44840727 | PA      | $-20712.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1300000 | PA      | $-18607.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      225000 | PA      | $-33451.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      112000 | PA      | $-16651.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    45463535 | PA      | $490167.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    19265894 | PA      | $548921.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |    11514248 | PA      | $-23411.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    16523522 | PA      | $87112.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |      981908 | PA      | $-1132.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |     7160327 | PA      | $219.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | CO        |   257662268 | PA      | $864.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | IT        |      275000 | PA      | $1821.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    17380141 | PA      | $-4224.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    18554287 | PA      | $187787.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    12495182 | PA      | $-5074.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | BR        |    11744603 | PA      | $-10834.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | FR        |     -161000 | PA      | $9633.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    59861617 | PA      | $220892.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    74211400 | PA      | $3648283.95   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      -65000 | PA      | $11439.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     7500000 | PA      | $-550454.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | OPTION STRUCTURED BARRIER OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      865560 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   368829139 | PA      | $404510.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   135896940 | PA      | $355376.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |     5495801 | PA      | $-493.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | INTEREST RATE SWAP                                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |     2269042 | PA      | $9721.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     7061698 | PA      | $-12106.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     2298720 | PA      | $17051.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     1379233 | PA      | $9439.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     9217897 | PA      | $-23147.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |         950 | PA      | $-16943.54    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    21606460 | PA      | $-11285.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    16913000 | PA      | $29492.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |         808 | PA      | $-325.87      | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     -120000 | PA      | $21118.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     5872424 | PA      | $-15991.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     3523455 | PA      | $-9418.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    43903781 | PA      | $-16771.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    32421080 | PA      | $-48166.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |         463 | PA      | $-7650.33     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    55300000 | PA      | $365249.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |         995 | PA      | $-5535.68     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    20892500 | PA      | $415183.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    20892500 | PA      | $515040.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |    -1138000 | PA      | $119950.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                         | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DE               | CORP              | US        |        1296 | PA      | $1455.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | DE        |     -319552 | PA      | $3488.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | DE        |     -319552 | PA      | $3870.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | DE        |      639104 | PA      | $-8578.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |      345901 | PA      | $2699.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |      695025 | PA      | $5866.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |    18218220 | PA      | $-6407.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                                                       | OPTION STRUCTURED DUAL DIGITAL OPTION                                                    | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | JP        |       79651 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 |  |