# EDGAR Filing Document

**Accession Number:** 0000915845
**File Stem:** 0001410368-25-042033
**Filing Date:** 2025-12
**Character Count:** 556373
**Document Hash:** a111881b3d67d8dbb18f9a0a73710ef9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042033.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000915845

**ORGANIZATION NAME:**
- **EIN:** 133747683
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08188
- **FILM NUMBER:** 251597241

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN HIGH INCOME FUND INC
- **DATE OF NAME CHANGE:** 20080130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN EMERGING MARKET DEBT FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE EMERGING MARKET DEBT FUND INC
- **DATE OF NAME CHANGE:** 19931207

## Series and Classes Contracts Data

### AB HIGH INCOME FUND INC (Series ID: S000009981)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000027601 | Class A       | AGDAX           |
| C000027603 | Class C       | AGDCX           |
| C000068506 | Advisor Class | AGDYX           |
| C000068509 | Class I       | AGDIX           |
| C000135461 | Class Z       | AGDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB HIGH INCOME FUND INC

- **b. Investment Company Act file number:** 811-08188

- **c. CIK number of Registrant:** 0000915845

- **d. LEI of Registrant:** 2NEZ4DLQSXZQH9D3RU96

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB HIGH INCOME FUND INC

- **b. EDGAR series identifier (if any):** S000009981

- **c. LEI of Series:** 2NEZ4DLQSXZQH9D3RU96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3210336429.89

**Total Liabilities:** $97886424.73

**Net Assets:** $3112450005.16

**Delayed Delivery Securities:** $21750250.95

**Cash Not Reported:** $14326010.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1386.43000000 | **1-Year:** -14788.90000000 | **5-Year:** -69814.83000000 | **10-Year:** -54644.68000000 | **30-Year:** -14390.23000000

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

- **3-Month:** -10818.93000000 | **1-Year:** -230542.02000000 | **5-Year:** -478954.32000000 | **10-Year:** -125212.82000000 | **30-Year:** -24606.06000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027601 | 1.13%                | 0.56%                | 0.32%                |
| Class ID C000027603 | 1.05%                | 0.49%                | 0.25%                |
| Class ID C000068506 | 1.15%                | 0.58%                | 0.34%                |
| Class ID C000068509 | 0.99%                | 0.71%                | 0.33%                |
| Class ID C000135461 | 1.16%                | 0.72%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5448695.96             | $24488748.39                               |
| Month 2  | $-1031802.68             | $2539311.78                                |
| Month 3  | $-2621962.30             | $-9359678.19                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global High Yield Hedged in USD

- **Index Identifier:** LG30TRUU:IND

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5739000 | PA      | $5460525.53   | 0.18%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4115000 | PA      | $3903587.68   | 0.13%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1518671.98   | 0.05%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2450857.63   | 0.08%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1895714 | PA      | $1922367.85   | 0.06%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      991000 | PA      | $1024148.95   | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1654000 | PA      | $1731250.00   | 0.06%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                 | AG Issuer LLC                                                                                                                                        | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5114000 | PA      | $5115959.48   | 0.16%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       94000 | PA      | $80772.64     | 0.00%             | 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        |     5114000 | PA      | $5370722.39   | 0.17%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                | ANGI Group LLC                                                                                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8847000 | PA      | $8168547.19   | 0.26%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                        | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1097000 | PA      | $1130189.25   | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP UNIFRAX HLDGS INC                                                                                                                                | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    12049713 | PA      | $11147694.74  | 0.36%             | 2029-09-30      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP Unifrax Holdings Inc                                                                                                                             | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     7986778 | PA      | $3023863.88   | 0.10%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1793129 | PA      | $1796166.78   | 0.06%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    11509707 | PA      | $11592704.99  | 0.37%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1227000 | PA      | $1201104.62   | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     4574000 | PA      | $4734086.57   | 0.15%             | 2033-03-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1249345.22   | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3788000 | PA      | $3947887.09   | 0.13%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1502000 | PA      | $1555021.71   | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2678919.25   | 0.09%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                               | AdaptHealth LLC                                                                                                                                      | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2068000 | PA      | $1962950.75   | 0.06%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                               | AdaptHealth LLC                                                                                                                                      | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1914783.88   | 0.06%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      685000 | PA      | $701197.43    | 0.02%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1362000 | PA      | $1408163.82   | 0.05%             | 2033-01-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    14604000 | PA      | $14780277.73  | 0.47%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     2757000 | PA      | $2791031.88   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      284000 | PA      | $299925.55    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1272444.25   | 0.04%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      213000 | PA      | $219968.15    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      379000 | PA      | $388983.00    | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                                                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5818000 | PA      | $5732128.12   | 0.18%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2705000 | PA      | $2693717.74   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                    | Akbank TAS                                                                                                                                           | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1051000 | PA      | $1102262.53   | 0.04%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1018000 | PA      | $971335.52    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4998000 | PA      | $5091668.12   | 0.16%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     4486000 | PA      | $4521089.04   | 0.15%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2988550.11   | 0.10%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1397000 | PA      | $1447578.05   | 0.05%             | 2030-05-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      675000 | PA      | $656857.61    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     3049000 | PA      | $3213823.51   | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                           | Allegiant Travel Co                                                                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     2833000 | PA      | $2864964.12   | 0.09%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     8199000 | PA      | $8750838.45   | 0.28%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2189000 | PA      | $2234644.68   | 0.07%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2224000 | PA      | $2238860.08   | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                                     | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    75929435 | NS      | $75929435.24  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1185712.13   | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1487192.55   | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1397000 | PA      | $1364763.47   | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5360000 | PA      | $5248931.26   | 0.17%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2813604.24   | 0.09%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    10614000 | PA      | $10399039.75  | 0.33%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      993000 | PA      | $924148.78    | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3182384.48   | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      496000 | PA      | $504597.66    | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1515556 | PA      | $1542879.99   | 0.05%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3014171 | PA      | $2949002.09   | 0.09%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      934901 | PA      | $892027.01    | 0.03%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    19226316 | PA      | $18416499.92  | 0.59%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     5743405 | PA      | $5515951.80   | 0.18%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                                      | Altice France Lux 3 / Altice Holdings 1                                                                                                              | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2487062 | PA      | $2338771.45   | 0.08%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-HY12                                                                                                                     | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1484910 | PA      | $1388679.95   | 0.04%             | 2036-08-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1802992 | PA      | $878127.80    | 0.03%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344720 | PA      | $167892.12    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-7T2                                                                                                                      | CUSIP: 02147BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2040448 | PA      | $664685.05    | 0.02%             | 2037-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-26CB                                                                                                                     | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184622 | PA      | $85620.06     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-26CB                                                                                                                     | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697669 | PA      | $323549.44    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-42                                                                                                                       | CUSIP: 02148YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      795788 | PA      | $432688.99    | 0.01%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-15CB                                                                                                                     | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331997 | PA      | $187540.69    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-16CB                                                                                                                     | CUSIP: 02152AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305548 | PA      | $223821.78    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     7503000 | PA      | $5458120.75   | 0.18%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     4042000 | PA      | $4142247.91   | 0.13%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     3059000 | PA      | $3165362.65   | 0.10%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                              | Ambipar Lux Sarl                                                                                                                                     | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     3765000 | PA      | $696525.00    | 0.02%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                          | Amentum Holdings Inc                                                                                                                                 | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     6972000 | PA      | $7254716.41   | 0.23%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      701000 | PA      | $690635.97    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      337000 | PA      | $321522.32    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1858000 | PA      | $2026923.02   | 0.07%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                      | AmeriTex HoldCo Intermediate LLC                                                                                                                     | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4957000 | PA      | $5184472.57   | 0.17%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                          | Amkor Technology Inc                                                                                                                                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1914457.99   | 0.06%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                      | Amneal Pharmaceuticals LLC                                                                                                                           | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     1902000 | PA      | $1993286.45   | 0.06%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1110000 | PA      | $1062580.36   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2999817.24   | 0.10%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1598112.06   | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4460000 | PA      | $4777775.00   | 0.15%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                          | Aramark Services Inc                                                                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     3832000 | PA      | $3825290.63   | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1337000 | PA      | $1299283.64   | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1120794.76   | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     2171000 | PA      | $2271075.44   | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                        | Ardonagh Group Finance Ltd                                                                                                                           | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     4366000 | PA      | $4553589.47   | 0.15%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     7777158 | PA      | $6365603.50   | 0.20%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4460204 | PA      | $3126603.00   | 0.10%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2333750.83   | 0.07%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     6737000 | PA      | $7326397.43   | 0.24%             | 2030-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                              | Aris Mining Corp                                                                                                                                     | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |      532000 | PA      | $553240.93    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                                       | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3303380.47   | 0.11%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                     | Arko Corp                                                                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4612000 | PA      | $3864733.37   | 0.12%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     6598000 | PA      | $6408029.13   | 0.21%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      340000 | PA      | $327159.08    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                               | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $782635.35    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                      | Aston Martin Capital Holdings Ltd                                                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     6808000 | PA      | $6072083.39   | 0.20%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                              | Armor Holdco Inc                                                                                                                                     | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     8586000 | PA      | $8601093.67   | 0.28%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5902000 | PA      | $5782762.78   | 0.19%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      424000 | PA      | $422599.36    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2823000 | PA      | $2720833.43   | 0.09%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14896000 | PA      | $14282863.66  | 0.46%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     7031000 | PA      | $7248309.86   | 0.23%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     4357000 | PA      | $4518567.15   | 0.15%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3445000 | PA      | $3110653.62   | 0.10%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA                                                                                                                                              | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1434000 | PA      | $1528119.61   | 0.05%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1673000 | PA      | $1751631.00   | 0.06%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1973000 | PA      | $2061785.00   | 0.07%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      468000 | PA      | $457704.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                      | Baiterek National Managing Holding JSC                                                                                                               | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     1578000 | PA      | $1607982.00   | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7200000 | PA      | $7990501.97   | 0.26%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2367716.12   | 0.08%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                                     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      467519 | PA      | $494256.92    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                                                                                         | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2695000 | PA      | $3016253.65   | 0.10%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                                            | Battalion Oil Corp                                                                                                                                   | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         135 | NS      | $156.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                                            | Bausch + Lomb Corp                                                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    11521000 | PA      | $12039445.00  | 0.39%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4331000 | PA      | $3959583.23   | 0.13%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    15711000 | PA      | $16534536.53  | 0.53%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BBFI LIQUIDATING TRUST                                                        | BBFI Liquidating Trust                                                                                                                               | CUSIP: 07335VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2173974 | PA      | $0.02         | 0.00%             | 2099-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEACON MOBILITY CORP                                                          | Beacon Mobility Corp                                                                                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     4262000 | PA      | $4438119.56   | 0.14%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-3                                                                                                                        | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254304 | PA      | $228543.04    | 0.01%             | 2047-05-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-4                                                                                                                        | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1145004 | PA      | $1024688.80   | 0.03%             | 2047-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                         | Belron UK Finance PLC                                                                                                                                | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     4372000 | PA      | $4431223.46   | 0.14%             | 2029-10-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $324210.04    | 0.01%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     5150000 | PA      | $5727525.74   | 0.18%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $165412.64    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $686351.85    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     5839000 | PA      | $6302948.20   | 0.20%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3007000 | PA      | $3192613.60   | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1496000 | PA      | $1570252.72   | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $65466.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                 | Boyne USA Inc                                                                                                                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1527000 | PA      | $1495600.96   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                      | Brandywine Operating Partnership LP                                                                                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      939000 | PA      | $1020683.98   | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      967000 | PA      | $386800.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4404000 | PA      | $4400168.34   | 0.14%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5889000 | PA      | $5460409.06   | 0.18%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                     | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1820000 | PA      | $1792162.46   | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      840000 | PA      | $831712.61    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      739219 | PA      | $798171.68    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1850128.12   | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     5168000 | PA      | $5353219.72   | 0.17%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3124025.51   | 0.10%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1939000 | PA      | $1840560.01   | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16819000 | PA      | $15735177.92  | 0.51%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2542000 | PA      | $2303141.96   | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3993000 | PA      | $4031507.65   | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2038568.15   | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1144881.06   | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    11502000 | PA      | $11387540.38  | 0.37%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1152650.55   | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     7452000 | PA      | $6258432.76   | 0.20%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                                                                                        | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      104383 | NS      | $20.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                           | CitiMortgage Alternative Loan Trust Series 2007-A3                                                                                                   | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430348 | PA      | $380753.46    | 0.01%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNG HLDGS INC                                                                 | CNG HLDGS INC                                                                                                                                        | CUSIP: 12612DAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4598880 | PA      | $4116705.14   | 0.13%             | 2031-06-30      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2012-CCRE3 Mortgage Trust                                                                                                                       | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      241667 | PA      | $14096.41     | 0.00%             | 2045-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4961000 | PA      | $4613730.00   | 0.15%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $6191919.82   | 0.20%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2183000 | PA      | $1491493.51   | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    17385000 | PA      | $6519550.59   | 0.21%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    11668000 | PA      | $4156241.01   | 0.13%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      330000 | PA      | $115517.77    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $2117284.41   | 0.07%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $1651715.22   | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     4714000 | PA      | $4738695.18   | 0.15%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      350000 | PA      | $361972.58    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     3043000 | PA      | $3172775.22   | 0.10%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                      | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3051000 | PA      | $3047113.91   | 0.10%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      548000 | PA      | $569802.79    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9105000 | PA      | $9569012.20   | 0.31%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J1                                                                                                                       | CUSIP: 12668BKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      585955 | PA      | $394816.47    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J5                                                                                                                       | CUSIP: 12668EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575466 | PA      | $296993.21    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     3306000 | PA      | $3687596.44   | 0.12%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1742000 | PA      | $1790174.26   | 0.06%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                       | Caixa Economica Federal                                                                                                                              | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     2318000 | PA      | $2346619.65   | 0.08%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                        | Calderys Financing LLC                                                                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     6939000 | PA      | $7339071.93   | 0.24%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                      | California Resources Corp                                                                                                                            | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      963000 | PA      | $958647.28    | 0.03%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1522174.63   | 0.05%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1484427.60   | 0.05%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                  | Calpine Corp                                                                                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      686000 | PA      | $681487.06    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1724000 | PA      | $1775720.00   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2848000 | PA      | $2937000.00   | 0.09%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5556000 | PA      | $5625407.77   | 0.18%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                                  | Cars.com Inc                                                                                                                                         | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     4403000 | PA      | $4389017.52   | 0.14%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1443764.48   | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     7228503 | PA      | $7553925.80   | 0.24%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                          | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                                       | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28847.51     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      631000 | PA      | $625644.66    | 0.02%             | 2030-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2104000 | PA      | $2073317.43   | 0.07%             | 2033-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                                   | Cencosud SA                                                                                                                                          | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |      675000 | PA      | $707231.25    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $3572883.23   | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2409000 | PA      | $2074479.68   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2052000 | PA      | $1761146.32   | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                      | Champion Iron Canada Inc                                                                                                                             | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2678000 | PA      | $2806539.53   | 0.09%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     4614000 | PA      | $4424583.72   | 0.14%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $1879550.89   | 0.06%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                               | ChaseFlex Trust Series 2007-1                                                                                                                        | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463825 | PA      | $153929.76    | 0.00%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-13                                                                                                              | CUSIP: 17025JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      299746 | PA      | $104087.25    | 0.00%             | 2037-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                             | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288563 | PA      | $258624.75    | 0.01%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2523000 | PA      | $2500764.65   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1288592.90   | 0.04%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                                                 | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     2387000 | PA      | $2388467.93   | 0.08%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                             | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                               | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182422 | PA      | $152235.47    | 0.00%             | 2037-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     5582000 | PA      | $5764942.91   | 0.19%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2386000 | PA      | $2451615.00   | 0.08%             | 2031-06-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3545000 | PA      | $3799673.23   | 0.12%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                      | Clarios Global LP / Clarios US Finance Co                                                                                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4307000 | PA      | $4426390.04   | 0.14%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5201000 | PA      | $5012582.96   | 0.16%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2131255.15   | 0.07%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                             | Clean Harbors Inc                                                                                                                                    | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     4542000 | PA      | $4641305.65   | 0.15%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                      | Clear Channel Outdoor Holdings Inc                                                                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3593776.43   | 0.12%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5437759.96   | 0.17%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2680000 | PA      | $2354380.00   | 0.08%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2610000 | PA      | $2848162.50   | 0.09%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3612000 | PA      | $3873870.00   | 0.12%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1558000 | PA      | $1648753.50   | 0.05%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2363000 | PA      | $2326373.50   | 0.07%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                 | CommScope LLC                                                                                                                                        | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       96000 | PA      | $97779.63     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                      | Cia de Minas Buenaventura SAA                                                                                                                        | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1612000 | PA      | $1674465.00   | 0.05%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                      | Compass Group Diversified Holdings LLC                                                                                                               | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     7363647 | PA      | $6673561.42   | 0.21%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                      | Connect Finco SARL / Connect US Finco LLC                                                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      679000 | PA      | $718891.25    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | Constellium SE                                                                                                                                       | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2293961.18   | 0.07%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                                                                                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1475000 | PA      | $1552496.50   | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                           | Cosan Luxembourg SA                                                                                                                                  | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     1032000 | PA      | $1014198.00   | 0.03%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                      | Cougar JV Subsidiary LLC                                                                                                                             | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7797000 | PA      | $8321391.99   | 0.27%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2442000 | PA      | $2484812.44   | 0.08%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                                         | Crown Americas LLC / Crown Americas Capital Corp V                                                                                                   | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $680188.08    | 0.02%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                                          | CURO GROUP HLDGS LLC                                                                                                                                 | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      610655 | NS      | $4732576.25   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| DCLI BIDCO LLC                                                                | Dcli Bidco LLC                                                                                                                                       | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1847974.97   | 0.06%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    18628000 | PA      | $17975272.09  | 0.58%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1715440.00   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                       | Dealer Tire LLC / DT Issuer LLC                                                                                                                      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4369000 | PA      | $4246051.75   | 0.14%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $380641.97    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5504000 | PA      | $5584938.69   | 0.18%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5208000 | PA      | $4904345.69   | 0.16%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1397000 | PA      | $1531767.39   | 0.05%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                           | Diebold Nixdorf Inc                                                                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     2614000 | PA      | $2778408.52   | 0.09%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                        | Digicel Group Holdings Ltd                                                                                                                           | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      681462 | PA      | $6814.62      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2722000 | PA      | $2720255.58   | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4361000 | PA      | $4360911.47   | 0.14%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                                                                                         | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     4172000 | PA      | $3869326.45   | 0.12%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6580000 | PA      | $6147335.13   | 0.20%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10429000 | PA      | $9006397.84   | 0.29%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8369000 | PA      | $8234506.91   | 0.26%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6716000 | PA      | $6445981.47   | 0.21%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                         | Directv Financing LLC                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1635000 | PA      | $1626395.32   | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    10093012 | PA      | $10419211.99  | 0.33%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     7196879 | PA      | $7924559.68   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1604000 | PA      | $1226739.20   | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4787000 | PA      | $5163976.25   | 0.17%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1116000 | PA      | $1154892.60   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                                       | Efesto Bidco SpA Efesto US LLC                                                                                                                       | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     6093000 | PA      | $6094121.84   | 0.20%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                      | Elanco Animal Health Inc                                                                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $6187449.05   | 0.20%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                      | Electricite de France SA                                                                                                                             | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1365000 | PA      | $1579711.73   | 0.05%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                         | Element Solutions Inc                                                                                                                                | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     8518000 | PA      | $8243777.30   | 0.26%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                         | Ellucian Holdings Inc                                                                                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     1627000 | PA      | $1648217.80   | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                  | Embecta Corp                                                                                                                                         | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     6541000 | PA      | $6203820.41   | 0.20%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                         | Emergent BioSolutions Inc                                                                                                                            | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     7811000 | PA      | $6916407.97   | 0.22%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     5103000 | PA      | $5380628.72   | 0.17%             | 2029-03-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     3148000 | PA      | $3314841.04   | 0.11%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2736360.84   | 0.09%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                         | Encompass Health Corp                                                                                                                                | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      682000 | PA      | $676870.13    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                                                   | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4164000 | PA      | $4443250.29   | 0.14%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                       | EnerSys                                                                                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4989191.33   | 0.16%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                           | Energuate Trust 2 0                                                                                                                                  | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      548000 | PA      | $549631.81    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                        | Engie Energia Chile SA                                                                                                                               | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2849000 | PA      | $3028857.37   | 0.10%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2753757.53   | 0.09%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     5072000 | PA      | $5316181.90   | 0.17%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                  | Entegris Inc                                                                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2924000 | PA      | $2965916.86   | 0.10%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-21463.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $71027.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                          | Excelerate Energy LP                                                                                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     4136000 | PA      | $4356743.70   | 0.14%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2160000 | PA      | $2150189.13   | 0.07%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     3197000 | PA      | $3095908.08   | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      154000 | PA      | $159100.32    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     5645000 | PA      | $5876259.39   | 0.19%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     7590102 | PA      | $0.08         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    18493278 | PA      | $0.18         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                                                                                                   | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4527000 | PA      | $4485012.44   | 0.14%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                                                                                                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4672000 | PA      | $4623296.97   | 0.15%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |     1684000 | PA      | $1513074.00   | 0.05%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3963963 | PA      | $4086092.47   | 0.13%             | 2028-08-25      | Floating      | 16.05%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2863878 | PA      | $2980087.95   | 0.10%             | 2028-09-25      | Floating      | 16.55%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3914891 | PA      | $4113081.88   | 0.13%             | 2028-10-25      | Floating      | 17.05%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3314261 | PA      | $3509015.83   | 0.11%             | 2029-01-25      | Floating      | 14.55%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4956378 | PA      | $5255000.72   | 0.17%             | 2029-01-25      | Floating      | 15.05%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8399182 | PA      | $8972601.75   | 0.29%             | 2029-04-25      | Floating      | 13.55%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3984756 | PA      | $4275726.50   | 0.14%             | 2029-05-25      | Floating      | 13.80%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-HQA2                                                                                                               | CUSIP: 3137G0HM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6940582 | PA      | $6975433.93   | 0.22%             | 2028-05-25      | Floating      | 14.80%                | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                       | Fideicomiso PA Pacifico Tres                                                                                                                         | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 61581323580 | PA      | $14897406.07  | 0.48%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320454.61    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2006-AA3                                                                                         | CUSIP: 320516AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      201369 | PA      | $158936.88    | 0.01%             | 2036-06-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      900424 | PA      | $200872.70    | 0.01%             | 2037-04-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| New Cotai Participation Corp                                                  | New Cotai Participation Corp CLASS B RESTRICTED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      859000 | PA      | $909289.00    | 0.03%             | 2029-02-21      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     4036000 | PA      | $4287996.10   | 0.14%             | 2033-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $3266070.74   | 0.10%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                       | Five Point Operating Co LP                                                                                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              |  | US        |     2690000 | PA      | $2751772.60   | 0.09%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | UNITED GROUP BV /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1531000 | PA      | $1769161.40   | 0.06%             | 2029-02-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                           | PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2585000 | PA      | $3187243.05   | 0.10%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1325000 | PA      | $1347841.86   | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                      | Focus Financial Partners LLC                                                                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      941000 | PA      | $970698.45    | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    14888000 | PA      | $12973958.97  | 0.42%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                                                                                             | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4854000 | PA      | $5045149.89   | 0.16%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| APCOA GROUP GMBH                                                              | APCOA GROUP GMBH /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     3023000 | PA      | $3550419.15   | 0.11%             | 2031-03-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO VERWALTUNGS GMBH /EUR/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2189000 | PA      | $2678516.31   | 0.09%             | 2029-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                | EDGE FINCO PLC /GBP/ REGD 144A P/P                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1631000 | PA      | $2268306.52   | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       17933 | NS      | $421425.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G-1 PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       12389 | NS      | $291141.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| KAPLA HOLDING SAS                                                             | KAPLA HOLDING SAS /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3189000 | PA      | $3722057.84   | 0.12%             | 2031-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD 144A P/P                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      770000 | PA      | $948709.35    | 0.03%             | 2030-01-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP                                                            | MPT OPER PARTNERSP/FINL /EUR/ REGD 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $461744.87    | 0.01%             | 2032-01-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     1418000 | PA      | $1652326.79   | 0.05%             | 2030-01-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | MILLER HOMES GROUP FIN /EUR/ REGD V/R 144A P/P                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1541000 | PA      | $1791588.54   | 0.06%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                             | CLARIOS GLOBAL LP/US FIN /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2475000 | PA      | $2911887.47   | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                          | Fortrea Holdings Inc                                                                                                                                 | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1417012.75   | 0.05%             | 2030-06-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                         | Fortress Intermediate 3 Inc                                                                                                                          | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3941282.63   | 0.13%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD                                                              | TOUCAN FINCO LTD/CAN/US /EUR/ REGD 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      739000 | PA      | $784655.82    | 0.03%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1466000 | PA      | $1943784.30   | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                    | AG TRACKER                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      251120 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PAYSAFE LTD                                                                   | PAYSAFE LTD /RESTRICTED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       46899 | NS      | $516357.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $5022081.28   | 0.16%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                       | Frontier Communications Holdings LLC                                                                                                                 | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $3086331.83   | 0.10%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US LONG BOND(CBT) DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -170 | NC      | $-530734.37   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1598 | NC      | $503485.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1000 | NC      | $-675781.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 1.000% 07/22/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -2182900 | PA      | $-2182900.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| DEEPOCEAN LTD                                                                 | DEEPOCEAN LTD /EUR/ REGD 144A P/P                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1002000 | PA      | $1173926.22   | 0.04%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | ALTICE FRANCE SA 144A                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        9218 | PA      | $140782.94    | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                                           | SAMMAAN CAPITAL LTD REGD 144A P/P                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1376000 | PA      | $1388466.56   | 0.04%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US ULTRA BOND CBT DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         140 | NC      | $659812.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE REPO CONTRACT U S_____ THE BANK                                                                                                              | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -781565 | PA      | $-781565.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies LLC                                                                 | REVERSE REPO CONTRACT U S_____ JEFFERIES LLC                                                                                                         | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |    -1067000 | PA      | $-1067000.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 3.000% 08/20/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -305250 | PA      | $-305250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNYMEL 1.000% 08/19/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -498750 | PA      | $-498750.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNY ME 3.750% 08/20/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |    -2278500 | PA      | $-2278500.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNY ME 3.750% 08/19/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -578305 | PA      | $-578305.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INPOST SA                                                                     | INPOST NA /EUR/ REGD 144A P/P                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2892000 | PA      | $3347324.65   | 0.11%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE RC THE BA 2.750% 09/24/27                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -4170000 | PA      | $-4170000.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies LLC                                                                 | REV RC JEFFER 1.750% 11/01/27                                                                                                                        | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |     -533750 | PA      | $-533750.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNYMEL 3.250% 11/01/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -525000 | PA      | $-525000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | GFL Environmental Inc                                                                                                                                | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $669921.85    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     3918000 | PA      | $4159428.30   | 0.13%             | 2028-05-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     4139000 | PA      | $4238669.19   | 0.14%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2011-GC5                                                                                                                | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7936509 | PA      | $7173900.17   | 0.23%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2013-GC13                                                                                                               | CUSIP: 36198EBB0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1085868.00   | 0.03%             | 2046-07-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| GTCR W DUT/W-2 MERGER SU                                                      | GTCR W DUT/W-2 MERGER SU /GBP/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      369000 | PA      | $516264.38    | 0.02%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1046585.99   | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      998000 | PA      | $912464.24    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2243000 | PA      | $2225443.77   | 0.07%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3875000 | PA      | $3784800.89   | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2493000 | PA      | $2551286.59   | 0.08%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3046000 | PA      | $3100529.00   | 0.10%             | 2032-07-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2884000 | PA      | $2933102.61   | 0.09%             | 2032-10-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                                         | Neogen Food Safety Corp                                                                                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3395000 | PA      | $3582258.63   | 0.12%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                          | Gates Corp/DE                                                                                                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     1249000 | PA      | $1296230.09   | 0.04%             | 2029-05-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                      | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3019302.24   | 0.10%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                      | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2888571.02   | 0.09%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                      | Genting New York LLC / GENNY Capital Inc                                                                                                             | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1358455.35   | 0.04%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4627530.61   | 0.15%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                      | Globo Comunicacao e Participacoes S/A                                                                                                                | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |      391000 | PA      | $379637.54    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                       | Global Medical Response Inc                                                                                                                          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1372084.52   | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                               | Goat Holdco LLC                                                                                                                                      | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1851192.68   | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     3755000 | PA      | $3891111.95   | 0.13%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1862000 | PA      | $1877561.81   | 0.06%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $786697.70    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     2268000 | PA      | $2262833.25   | 0.07%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3079726.69   | 0.10%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     3542000 | PA      | $3220990.84   | 0.10%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     4137000 | PA      | $4109518.49   | 0.13%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     1909677 | PA      | $1592319.60   | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     2637173 | PA      | $923098.13    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                        | Gran Tierra Energy Inc                                                                                                                               | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2143344.16   | 0.07%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $3979504.95   | 0.13%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1508000 | PA      | $1426972.57   | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $2058777.92   | 0.07%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1197844.75   | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                       | Great Canadian Gaming Corp/Raptor LLC                                                                                                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     3567000 | PA      | $3487144.18   | 0.11%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     2455000 | PA      | $2490352.00   | 0.08%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                           | Griffon Corp                                                                                                                                         | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299839.53    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     4361000 | PA      | $4231717.37   | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      403000 | PA      | $440402.43    | 0.01%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1527000 | PA      | $1518792.38   | 0.05%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                         | Guatemala Government Bond                                                                                                                            | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1520000 | PA      | $1585010.40   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                       | Gulfport Energy Operating Corp                                                                                                                       | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     1454000 | PA      | $1485676.52   | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      986000 | PA      | $931667.03    | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | Harbour Energy PLC                                                                                                                                   | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     1499000 | PA      | $1534650.22   | 0.05%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                   | Enviri Corp                                                                                                                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1137020.30   | 0.04%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                              | Hawaiian Electric Co Inc                                                                                                                             | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     4084000 | PA      | $4125100.76   | 0.13%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                      | Hazine Mustesarligi Varlik Kiralama AS                                                                                                               | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     4205000 | PA      | $4372580.18   | 0.14%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | Herc Holdings Inc                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2117000 | PA      | $2216599.85   | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | Herc Holdings Inc                                                                                                                                    | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      519000 | PA      | $547330.06    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     3786000 | PA      | $3678127.81   | 0.12%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1207775.25   | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2128000 | PA      | $2074012.60   | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                         | Hightower Holding LLC                                                                                                                                | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     5609000 | PA      | $6010701.94   | 0.19%             | 2030-07-23      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1468223.45   | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1684267.52   | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      318000 | PA      | $301755.23    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5423000 | PA      | $5610274.09   | 0.18%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4398000 | PA      | $4233075.00   | 0.14%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1568564.78   | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     6167000 | PA      | $5687827.68   | 0.18%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3551531.83   | 0.11%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9171000 | PA      | $8795797.33   | 0.28%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      964000 | PA      | $890819.40    | 0.03%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1237286.99   | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2890138.74   | 0.09%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $200344.41    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     3195000 | PA      | $3323387.53   | 0.11%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1030000 | PA      | $1073892.97   | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $536248.20    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1243000 | PA      | $1265650.37   | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                       | ILFC E-Capital Trust II                                                                                                                              | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     1500000 | PA      | $1281270.92   | 0.04%             | 2065-12-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      211000 | PA      | $195010.26    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                              | ITT Holdings LLC                                                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     8899000 | PA      | $8628812.48   | 0.28%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1688381 | PA      | $1556801.52   | 0.05%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      137950 | PA      | $115820.87    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     2942857 | PA      | $3248190.65   | 0.10%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1871000 | PA      | $1812842.66   | 0.06%             | 2032-03-19      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      705000 | PA      | $665911.44    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                       | India Clean Energy Holdings                                                                                                                          | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     1261000 | PA      | $1233258.00   | 0.04%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                 | Ingevity Corp                                                                                                                                        | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $3168416.99   | 0.10%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                       | InRetail Shopping Malls                                                                                                                              | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              |  | PE        |     1135000 | PA      | $1138484.45   | 0.04%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3439000 | PA      | $3263116.78   | 0.10%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $852997.25    | 0.03%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                           | Inversiones CMPC SA                                                                                                                                  | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     1706000 | PA      | $1723571.80   | 0.06%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     1321000 | PA      | $1312083.25   | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                                       | Inversion Escrow Issuer LLC                                                                                                                          | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     4778000 | PA      | $4662929.90   | 0.15%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      767000 | PA      | $781248.28    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3592073.98   | 0.12%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                            | JSW Infrastructure Ltd                                                                                                                               | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      564000 | PA      | $566994.84    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                                                     | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     4095000 | PA      | $4100021.08   | 0.13%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2338101.14   | 0.08%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3643000 | PA      | $3798401.60   | 0.12%             | 2033-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                           | Jazz Securities DAC                                                                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     7888000 | PA      | $7730822.53   | 0.25%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7413000 | PA      | $7020503.44   | 0.23%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2556982.06   | 0.08%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                       | K Hovnanian Enterprises Inc                                                                                                                          | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2127071.86   | 0.07%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 10 Ltd                                                                                                                                       | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3792710 | PA      | $3739676.54   | 0.12%             | 2034-04-23      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                             | Republic of Kenya Government International Bond                                                                                                      | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     3150000 | PA      | $3079125.00   | 0.10%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                             | Republic of Kenya Government International Bond                                                                                                      | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1600000 | PA      | $1560000.00   | 0.05%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                      | Kingston Airport Revenue Finance Ltd                                                                                                                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     1545000 | PA      | $1568175.00   | 0.05%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                          | Kioxia Holdings Corp                                                                                                                                 | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     4842000 | PA      | $5001609.17   | 0.16%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $42787.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     6018000 | PA      | $6244318.63   | 0.20%             | 2029-02-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | Kontoor Brands Inc                                                                                                                                   | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     3898000 | PA      | $3708401.32   | 0.12%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                      | Korn Ferry                                                                                                                                           | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2385021.62   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6766680.17   | 0.22%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1530573.50   | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                 | LGI Homes Inc                                                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     2559000 | PA      | $2454895.71   | 0.08%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                      | LCM Investments Holdings II LLC                                                                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     5229000 | PA      | $5093898.43   | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                           | LCM 28 Ltd                                                                                                                                           | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $492570.50    | 0.02%             | 2030-10-20      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     8724000 | PA      | $5453307.23   | 0.18%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     5026000 | PA      | $3035635.24   | 0.10%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                                | LSB Industries Inc                                                                                                                                   | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     5922000 | PA      | $5850151.99   | 0.19%             | 2028-10-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                         | Lehman Mortgage Trust 2007-1                                                                                                                         | CUSIP: 52521FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2837571 | PA      | $377720.43    | 0.01%             | 2037-02-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                         | Lehman Mortgage Trust 2007-1                                                                                                                         | CUSIP: 52521FAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2837570 | PA      | $328030.75    | 0.01%             | 2037-02-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                               | Lehman XS Trust Series 2007-16N                                                                                                                      | CUSIP: 52525BAD4<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |      282964 | PA      | $261493.16    | 0.01%             | 2047-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                             | Levi Strauss & Co                                                                                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      858000 | PA      | $795639.20    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                                                                                             | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    12355000 | PA      | $14212145.78  | 0.46%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     5388000 | PA      | $5939764.12   | 0.19%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $4147519.91   | 0.13%             | 2032-01-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | Limak Yenilenebilir Enerji AS                                                                                                                        | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      706000 | PA      | $697395.63    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      360000 | PA      | $375428.50    | 0.01%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                      | Lindblad Expeditions LLC                                                                                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     3102000 | PA      | $3160504.65   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      685000 | PA      | $679191.10    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     2932000 | PA      | $2801135.90   | 0.09%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                                                                                             | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      838000 | PA      | $881949.30    | 0.03%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                              | Sekisui House US Inc                                                                                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     9963000 | PA      | $9383253.23   | 0.30%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                              | MGM Resorts International                                                                                                                            | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2443357.18   | 0.08%             | 2029-09-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     8457000 | PA      | $8414715.00   | 0.27%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3498500 | PA      | $3003251.89   | 0.10%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     2861690 | PA      | $3079758.22   | 0.10%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3145999 | PA      | $2857653.81   | 0.09%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                        | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9523793.89   | 0.31%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1534000 | PA      | $1612071.07   | 0.05%             | 2032-01-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                               | MV24 Capital BV                                                                                                                                      | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2324384 | PA      | $2309251.94   | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1364304.56   | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2121000 | PA      | $2130369.01   | 0.07%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | Madison IAQ LLC                                                                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     4259000 | PA      | $4174085.21   | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    13331000 | PA      | $12221947.58  | 0.39%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1604000 | PA      | $1223048.25   | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    19858000 | PA      | $15934037.36  | 0.51%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1409736.79   | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     3047000 | PA      | $2685816.88   | 0.09%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                      | Magnetation LLC / Mag Finance Corp                                                                                                                   | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16121000 | PA      | $0.16         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1288239.49   | 0.04%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     4607000 | PA      | $4538425.31   | 0.15%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                               | Masterbrand Inc                                                                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     3662000 | PA      | $3804988.76   | 0.12%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                          | Matador Resources Co                                                                                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      445000 | PA      | $448956.23    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      685000 | PA      | $675220.84    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                            | Mattamy Group Corp                                                                                                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     5478000 | PA      | $5316918.31   | 0.17%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                                      | Matthews International Corp                                                                                                                          | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1538042.66   | 0.05%             | 2027-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2701776.14   | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      869000 | PA      | $875919.85    | 0.03%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                              | Maxam Prill Sarl                                                                                                                                     | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     4183000 | PA      | $4270974.47   | 0.14%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                                        | Medco Cypress Tree Pte Ltd                                                                                                                           | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      271000 | PA      | $287056.75    | 0.01%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1436000 | PA      | $1503319.68   | 0.05%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3599000 | PA      | $3589102.75   | 0.12%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     6251000 | PA      | $6136919.25   | 0.20%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3277000 | PA      | $3272084.50   | 0.11%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                      | MetLife Capital Trust IV                                                                                                                             | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8479000 | PA      | $9488024.57   | 0.30%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      942000 | PA      | $1260804.33   | 0.04%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | Millennium Escrow Corp                                                                                                                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13793000 | PA      | $13307456.06  | 0.43%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      931000 | PA      | $972025.19    | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                        | AthenaHealth Group Inc                                                                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     4979000 | PA      | $4877227.00   | 0.16%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                       | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1348757.93   | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                 | ModivCare Inc                                                                                                                                        | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |       97000 | PA      | $300.12       | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                 | ModivCare Inc                                                                                                                                        | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     3342150 | PA      | $4177.69      | 0.00%             | 2029-10-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2744000 | PA      | $2847123.28   | 0.09%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3907000 | PA      | $4094439.18   | 0.13%             | 2031-03-18      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                                | MONITRONICS INTERNATIONAL, INC                                                                                                                       | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |     6914000 | PA      | $0.07         | 0.00%             | 2025-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                      | Moss Creek Resources Holdings Inc                                                                                                                    | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1674302.77   | 0.05%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                        | Mueller Water Products Inc                                                                                                                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      533000 | PA      | $514272.76    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     8330000 | PA      | $8092469.88   | 0.26%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     9369000 | PA      | $9329819.40   | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                               | Murphy Oil Corp                                                                                                                                      | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     2101000 | PA      | $2072257.37   | 0.07%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5106000 | PA      | $5105918.36   | 0.16%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1710000 | PA      | $1727927.21   | 0.06%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                               | NCL Finance Ltd                                                                                                                                      | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      324000 | PA      | $330925.62    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                             | NFE Financing LLC                                                                                                                                    | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21139357 | PA      | $4999066.22   | 0.16%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     3973000 | PA      | $4062228.93   | 0.13%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     4424000 | PA      | $4522353.39   | 0.15%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301314.87    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3924000 | PA      | $3733287.71   | 0.12%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3572000 | PA      | $3918553.90   | 0.13%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7963000 | PA      | $7997930.58   | 0.26%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                         | Nabors Industries Ltd                                                                                                                                | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     3831000 | PA      | $3847126.25   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | Nabors Industries Inc                                                                                                                                | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     1808000 | PA      | $1831021.70   | 0.06%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                       | Nationwide Building Society                                                                                                                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1184615.23   | 0.04%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 63883KAB1<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      548000 | PA      | $520000.47    | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1141522.18   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     6959000 | PA      | $6808364.30   | 0.22%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1192159.80   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1702600.14   | 0.05%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3411868.59   | 0.11%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                       | New Fortress Energy Inc                                                                                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      157134 | NS      | $202702.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                                                  | New Gold Inc                                                                                                                                         | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     1710000 | PA      | $1785254.40   | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1203935.91   | 0.04%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $3169521.56   | 0.10%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | Newmark Group Inc                                                                                                                                    | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     8300000 | PA      | $8891490.79   | 0.29%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                             | Nexa Resources SA                                                                                                                                    | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     2633000 | PA      | $2811605.61   | 0.09%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                             | Nexstar Media Inc                                                                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1248000 | PA      | $1228235.15   | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                            | Niagara Energy SAC                                                                                                                                   | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     1563000 | PA      | $1606373.25   | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                         | Nickel Industries Ltd                                                                                                                                | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     1022000 | PA      | $1053925.20   | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     5326000 | PA      | $4991320.55   | 0.16%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3027083.77   | 0.10%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1412419.10   | 0.05%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     6832000 | PA      | $7281734.44   | 0.23%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                 | Nordstrom Inc                                                                                                                                        | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $1642418.16   | 0.05%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | Novelis Corp                                                                                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3813254.99   | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     3349000 | PA      | $3377394.03   | 0.11%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300961.78    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1212313.57   | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1492000 | PA      | $1616582.00   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                             | Chord Energy Corp                                                                                                                                    | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2159000 | PA      | $2164009.18   | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                          | Oleoducto Central SA                                                                                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      610000 | PA      | $599709.30    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      889000 | PA      | $890989.24    | 0.03%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     2599000 | PA      | $2576147.04   | 0.08%             | 2033-02-28      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                                                                                       | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     2016000 | PA      | $2045544.98   | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5650000 | PA      | $5547665.51   | 0.18%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3132000 | PA      | $3092075.99   | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6521000 | PA      | $6166075.99   | 0.20%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5137379.05   | 0.17%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | OneMain Finance Corp                                                                                                                                 | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      723000 | PA      | $744141.65    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                | 1261229 BC Ltd                                                                                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5396000 | PA      | $5645897.72   | 0.18%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                    | OPAL BIDCO                                                                                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     1270000 | PA      | $1307486.96   | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      820000 | PA      | $830803.52    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     6199000 | PA      | $6286720.81   | 0.20%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                        | Orbia Advance Corp SAB de CV                                                                                                                         | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     3878000 | PA      | $3843098.00   | 0.12%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                                         | Orazul Energy Peru SA                                                                                                                                | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      784000 | PA      | $794137.12    | 0.03%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      714000 | PA      | $558328.55    | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12011000 | PA      | $11419032.58  | 0.37%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7607000 | PA      | $5840551.14   | 0.19%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10703.32     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      866000 | PA      | $659152.89    | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1412899.50   | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2774000 | PA      | $2787910.81   | 0.09%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                                | PHH Alternative Mortgage Trust Series 2007-1                                                                                                         | CUSIP: 69337BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      284278 | PA      | $210030.08    | 0.01%             | 2037-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                                | PHH Alternative Mortgage Trust Series 2007-2                                                                                                         | CUSIP: 69337HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147851 | PA      | $133526.55    | 0.00%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                      | PM General Purchaser LLC                                                                                                                             | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8677000 | PA      | $7545724.06   | 0.24%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                                            | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     3771000 | PA      | $2014098.34   | 0.06%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                                         | Indika Energy Tbk PT                                                                                                                                 | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     1398000 | PA      | $1399747.50   | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                         | Freeport Indonesia PT                                                                                                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      696000 | PA      | $698303.76    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                  | Pagaya AI Debt Grantor Trust 2024-S1                                                                                                                 | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3569679 | PA      | $3598682.90   | 0.12%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                                                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1416000 | PA      | $1572468.00   | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                       | Park River Holdings Inc                                                                                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1339978.39   | 0.04%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                 | Parkland Corp                                                                                                                                        | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     1060000 | PA      | $1025148.22   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                        | Patrick Industries Inc                                                                                                                               | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147564.50    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                       | Penske Automotive Group Inc                                                                                                                          | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      521000 | PA      | $498689.64    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2490229.44   | 0.08%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3429000 | PA      | $3491611.96   | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2245000 | PA      | $1732870.60   | 0.06%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2872000 | PA      | $2328043.20   | 0.07%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $3058487.50   | 0.10%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1644000 | PA      | $1677192.36   | 0.05%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4646601 | PA      | $5017864.42   | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2932190.70   | 0.09%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3334045.14   | 0.11%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                    | Phinia Inc                                                                                                                                           | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2128142.82   | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                         | Playtika Holding Corp                                                                                                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     5315000 | PA      | $4799872.22   | 0.15%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      414000 | PA      | $401416.85    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     5969000 | PA      | $5612062.28   | 0.18%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                      | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                             | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $739369.59    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9327000 | PA      | $9070507.50   | 0.29%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3651000 | PA      | $3664691.25   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                             | PROG Holdings Inc                                                                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $4951226.84   | 0.16%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1341000 | PA      | $957138.75    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                                          | Sorik Marapi Geothermal Power PT                                                                                                                     | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     1459656 | PA      | $1495691.26   | 0.05%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                           | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     7240000 | PA      | $6747985.53   | 0.22%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1859396.85   | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2107290.45   | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                         | QXO Building Products Inc                                                                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4921861.86   | 0.16%             | 2032-04-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | Quikrete Holdings Inc                                                                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3944653.80   | 0.13%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                          | RLJ Lodging Trust LP                                                                                                                                 | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     1492000 | PA      | $1403586.29   | 0.05%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                       | Rfna LP                                                                                                                                              | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     1027000 | PA      | $1022032.59   | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                         | Rackspace Finance LLC                                                                                                                                | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    11100960 | PA      | $4438468.97   | 0.14%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2075000 | PA      | $1757038.77   | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2505000 | PA      | $2095913.41   | 0.07%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1218000 | PA      | $1043173.81   | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                      | Raven Acquisition Holdings LLC                                                                                                                       | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4351000 | PA      | $4449152.56   | 0.14%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QA10 Trust                                                                                                                          | CUSIP: 761118GD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1032233 | PA      | $683790.55    | 0.02%             | 2035-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QS14 Trust                                                                                                                          | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      558591 | PA      | $494365.58    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2006-A8                                                                                                       | CUSIP: 761119AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494588 | PA      | $207266.17    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2007-A1                                                                                                       | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860930 | PA      | $264076.61    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2007-A5                                                                                                       | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209863 | PA      | $104412.14    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      651000 | PA      | $623590.08    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2271209.07   | 0.07%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $812202.52    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4947963.18   | 0.16%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $912093.10    | 0.03%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                                                                      | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2659480.26   | 0.09%             | 2033-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | Rocket Software Inc                                                                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5306353.07   | 0.17%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | ROCKIES EXPRESS PIPELINE                                                                                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      192000 | PA      | $201149.49    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1114000 | PA      | $1140379.52   | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4562000 | PA      | $4459355.00   | 0.14%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4664000 | PA      | $4772438.00   | 0.15%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                      | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7442000 | PA      | $7440818.66   | 0.24%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1656187.74   | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                      | SLM Corp                                                                                                                                             | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1414908.69   | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1160406.44   | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1487000 | PA      | $1450674.52   | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                            | Saavi Energia Sarl                                                                                                                                   | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     1605000 | PA      | $1722509.67   | 0.06%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                        | Sable International Finance Ltd                                                                                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     2467000 | PA      | $2462407.70   | 0.08%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      859000 | PA      | $816040.28    | 0.03%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     7716000 | PA      | $7293730.56   | 0.23%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                      | Saks Global Enterprises LLC                                                                                                                          | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     1519100 | PA      | $655753.63    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1740000 | PA      | $1711764.92   | 0.05%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      810000 | PA      | $766829.54    | 0.02%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $620541.00    | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $2630596.85   | 0.08%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                 | EW Scripps Co/The                                                                                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $2845312.98   | 0.09%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                      | SeaWorld Parks & Entertainment Inc                                                                                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     4269000 | PA      | $4189908.02   | 0.13%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                      | Service Properties Trust                                                                                                                             | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     4234000 | PA      | $4212873.95   | 0.14%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                      | SGUS LLC                                                                                                                                             | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      753272 | PA      | $651881.45    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4530000 | PA      | $4435956.75   | 0.14%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3259888.88   | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                        | SierraCol Energy Andina LLC                                                                                                                          | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      971000 | PA      | $951580.00    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1315449.04   | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $3731128.38   | 0.12%             | 2033-01-27      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1187376.63   | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     9128000 | PA      | $8873618.25   | 0.29%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                         | Six Flags Entertainment Corp                                                                                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     8346000 | PA      | $8362488.19   | 0.27%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                      | Snap Inc                                                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     5488000 | PA      | $5617837.35   | 0.18%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    14548000 | PA      | $14961657.83  | 0.48%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                      | Solstice Advanced Materials Inc                                                                                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     2093000 | PA      | $2090930.63   | 0.07%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $9600144.38   | 0.31%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      790000 | PA      | $752956.80    | 0.02%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                       | Sotera Health Holdings LLC                                                                                                                           | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     4478000 | PA      | $4709747.96   | 0.15%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                                        | ESC SOUTHEASTERN GROCE                                                                                                                               | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      508189 | NS      | $20327.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                      | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3703000 | PA      | $3722938.99   | 0.12%             | 2029-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                  | Spirit Aviation Holdings Inc                                                                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      184617 | NS      | $66462.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     5412000 | PA      | $5525948.69   | 0.18%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                        | Standard Chartered PLC                                                                                                                               | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $3389271.41   | 0.11%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1350776.10   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     3615000 | PA      | $3487614.20   | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2354828.48   | 0.08%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     9996000 | PA      | $9752311.61   | 0.31%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2486541 | PA      | $1917742.21   | 0.06%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FIXED / Short: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1300000 | OU      | $-455884.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                           | Station Casinos LLC                                                                                                                                  | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     1517000 | PA      | $1493646.07   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                                        | Stena International SA                                                                                                                               | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      293000 | PA      | $298491.83    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $2009420.63   | 0.06%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                            | Studio City Co Ltd                                                                                                                                   | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     1338000 | PA      | $1343191.44   | 0.04%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                      | Summit Midstream Holdings LLC                                                                                                                        | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3768000 | PA      | $3834007.90   | 0.12%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      283000 | PA      | $291631.05    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     7155000 | PA      | $7433897.61   | 0.24%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     4787000 | PA      | $4868030.55   | 0.16%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1725891.69   | 0.06%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2908000 | PA      | $2850385.60   | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                       | Surgery Center Holdings Inc                                                                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3026000 | PA      | $3118614.03   | 0.10%             | 2032-03-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4836000 | PA      | $5000278.92   | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     9869000 | PA      | $10450859.96  | 0.34%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2928000 | PA      | $3026752.95   | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      614000 | PA      | $609014.74    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $273230.92    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2473644.84   | 0.08%             | 2029-01-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     2371000 | PA      | $2439095.97   | 0.08%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     3423000 | PA      | $3503641.16   | 0.11%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      294000 | PA      | $296875.70    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      989000 | PA      | $1000823.10   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      212000 | PA      | $211516.78    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      925000 | PA      | $917145.42    | 0.03%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     2362000 | PA      | $2337682.24   | 0.08%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     2280000 | PA      | $2539322.91   | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                      | Telecommunications co Telekom Srbija AD Belgrade                                                                                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      623000 | PA      | $625996.63    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     2824000 | PA      | $2921086.69   | 0.09%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     3827000 | PA      | $4075048.54   | 0.13%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                           | Somnigroup International Inc                                                                                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      685000 | PA      | $659545.47    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                   | Tenneco Inc                                                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     8316000 | PA      | $8297451.08   | 0.27%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                  | Terawulf Inc                                                                                                                                         | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      169000 | PA      | $175129.23    | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1363000 | PA      | $1363040.89   | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2251000 | PA      | $2261703.51   | 0.07%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEXTRON FINANCIAL CORP                                                        | Textron Financial Corp                                                                                                                               | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      125000 | PA      | $112325.65    | 0.00%             | 2042-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      666000 | PA      | $657675.00    | 0.02%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                               | Thor Industries Inc                                                                                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     3624000 | PA      | $3452683.12   | 0.11%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THREELANDS LTD SA RL                                                          | Threelands Energy Ltd Sarl                                                                                                                           | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      750000 | PA      | $751593.75    | 0.02%             | 2035-10-20      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                       | Titan International Inc                                                                                                                              | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     6965000 | PA      | $6981822.49   | 0.22%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3532371.47   | 0.11%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3709652.55   | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    13090000 | PA      | $13366562.64  | 0.43%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4009000 | PA      | $4160680.72   | 0.13%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1372000 | PA      | $1408855.99   | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2376000 | PA      | $2456644.60   | 0.08%             | 2032-02-12      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     8340000 | PA      | $8504506.50   | 0.27%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     5224000 | PA      | $5398852.61   | 0.17%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                       | TransMontaigne Partners LLC                                                                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2203000 | PA      | $2306969.92   | 0.07%             | 2030-05-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     4870000 | PA      | $5142427.80   | 0.17%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                         | Transocean Aquila Ltd                                                                                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2825785 | PA      | $2905484.06   | 0.09%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      320000 | PA      | $329599.60    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     3050250 | PA      | $3198824.38   | 0.10%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     5268000 | PA      | $5110387.66   | 0.16%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                            | Tricolor Auto Securitization Trust 2024-3                                                                                                            | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3074809 | PA      | $2721205.66   | 0.09%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                                      | Continuum Green Energy India Pvt / Co-Issuers                                                                                                        | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1201767 | PA      | $1267119.09   | 0.04%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                                            | Trinidad Generation UnLtd                                                                                                                            | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      999000 | PA      | $1046952.00   | 0.03%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                        | Trinity Industries Inc                                                                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     3072000 | PA      | $3183661.27   | 0.10%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                        | Turkiye Government International Bonds                                                                                                               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1155000 | PA      | $1140273.75   | 0.04%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                           | Turkiye Government International Bond                                                                                                                | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2058000 | PA      | $2083725.00   | 0.07%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAK7<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     1389000 | PA      | $1461015.91   | 0.05%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     2616000 | PA      | $2691210.00   | 0.09%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      612000 | PA      | $643120.20    | 0.02%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     1400000 | PA      | $1436400.00   | 0.05%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                      | Turkiye Vakiflar Bankasi TAO                                                                                                                         | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1411000 | PA      | $1523997.96   | 0.05%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      895000 | PA      | $974338.19    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      233968 | PA      | $129852.24    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      436932 | PA      | $239657.20    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS36GY9   CDS US91087BAC46 01.000 BP 12/20/2030 MSNYUS33XXX FLOAT / Short: IS36GY9   CDS US91087BAC46 01.000 BP 12/20/2030 MSNYUS33XXX FIXED   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7980000 | OU      | $-39945.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | United Airlines Inc                                                                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1869851.96   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                                                                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1870000 | PA      | $1871870.00   | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS36UO7   CDX 2I667KMH8 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS36UO7   CDX 2I667KMH8 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    37210000 | OU      | $4700130.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    33530000 | OU      | $2624050.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9762900 | PA      | $10228162.71  | 0.33%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12053800 | PA      | $11884293.44  | 0.38%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4978200 | PA      | $5021564.60   | 0.16%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     5716000 | PA      | $5373805.32   | 0.17%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1104000 | PA      | $1109019.34   | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $1074529.76   | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                       | VF Corp                                                                                                                                              | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     7097000 | PA      | $6230394.56   | 0.20%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                          | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3095000 | PA      | $3354500.28   | 0.11%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                         | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                                 | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3852000 | PA      | $4031270.92   | 0.13%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                       | VZ Secured Financing BV                                                                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     5761000 | PA      | $5230967.84   | 0.17%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4260000 | PA      | $4914851.55   | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2768000 | PA      | $2882439.89   | 0.09%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1249000 | PA      | $1327239.82   | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3141966.75   | 0.10%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1550000 | PA      | $1602005.17   | 0.05%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $810826.63    | 0.03%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                                        | Velocity Vehicle Group LLC                                                                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4874000 | PA      | $4781357.10   | 0.15%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2732000 | PA      | $2587732.42   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3905000 | PA      | $3982043.35   | 0.13%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     6837000 | PA      | $7043130.56   | 0.23%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2811000 | PA      | $2885728.05   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2769000 | PA      | $2981358.90   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    11363000 | PA      | $12133505.94  | 0.39%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     5856000 | PA      | $5473309.46   | 0.18%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      675000 | PA      | $642230.28    | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                       | Versant Media Group Inc                                                                                                                              | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4414000 | PA      | $4500914.57   | 0.14%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1183831.99   | 0.04%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4613718.14   | 0.15%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1377000 | PA      | $1475332.38   | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     8413000 | PA      | $8541962.71   | 0.27%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                      | Virgin Media Secured Finance PLC                                                                                                                     | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     3049000 | PA      | $2834268.63   | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                  | Virtusa Corp                                                                                                                                         | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $3377738.26   | 0.11%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP                                                            | Vistra Energy Corp Exp 31Dec46                                                                                                                       | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |       45881 | NS      | $56204.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     4495000 | PA      | $4606828.95   | 0.15%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3752582.77   | 0.12%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300115.86    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1405000 | PA      | $1283357.43   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    12630000 | PA      | $11696375.50  | 0.38%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                        | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     9196000 | PA      | $9554788.19   | 0.31%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                                                | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     1851000 | PA      | $1880430.90   | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                 | VoltaGrid LLC                                                                                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     5519000 | PA      | $5612549.37   | 0.18%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2014-C20                                                                                                             | CUSIP: 92890FAC0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     2481262 | PA      | $99300.10     | 0.00%             | 2047-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                            | Voyager Parent LLC                                                                                                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     6443000 | PA      | $6759269.15   | 0.22%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                              | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1603994 | PA      | $1551912.79   | 0.05%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      763000 | PA      | $698201.49    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2569000 | PA      | $2548808.56   | 0.08%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      761000 | PA      | $762657.77    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2422072.83   | 0.08%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                             | WBI Operating LLC                                                                                                                                    | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2502927.65   | 0.08%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                             | WBI Operating LLC                                                                                                                                    | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2204464.85   | 0.07%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust                                                                       | CUSIP: 93935WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1510072 | PA      | $406401.07    | 0.01%             | 2036-10-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                      | Weatherford International Ltd                                                                                                                        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     2759000 | PA      | $2819546.67   | 0.09%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                               | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     1111961 | PA      | $1166290.79   | 0.04%             | 2025-11-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                               | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |      533439 | PA      | $560266.95    | 0.02%             | 2025-11-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                  | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                                | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      817293 | PA      | $739988.16    | 0.02%             | 2037-12-28      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      842000 | PA      | $771401.63    | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     3064000 | PA      | $3036394.52   | 0.10%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      625000 | PA      | $609919.09    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                           | White Cap Buyer LLC                                                                                                                                  | CUSIP: 96350RAA2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     2257000 | PA      | $2257000.00   | 0.07%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                      | White Cap Supply Holdings LLC                                                                                                                        | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     1759000 | PA      | $1778417.95   | 0.06%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                                | William Carter Co/The                                                                                                                                | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     3388000 | PA      | $3374549.13   | 0.11%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                      | Windstream Services LLC / Windstream Escrow Finance Corp                                                                                             | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4218000 | PA      | $4308447.67   | 0.14%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     2148000 | PA      | $2205193.21   | 0.07%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     5613000 | PA      | $5865936.26   | 0.19%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    10068000 | PA      | $9766217.94   | 0.31%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                      | Wyndham Hotels & Resorts Inc                                                                                                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     4394000 | PA      | $4315302.36   | 0.14%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                       | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                                     | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2353000 | PA      | $2357230.20   | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                      | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2217000 | PA      | $2217741.36   | 0.07%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1099450.00   | 0.04%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2333000 | PA      | $2290422.75   | 0.07%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2442000 | PA      | $2438337.00   | 0.08%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1928000 | PA      | $1947184.31   | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                          | YPF SA                                                                                                                                               | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1338437 | PA      | $1375244.02   | 0.04%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1635000.00   | 0.05%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     3090000 | PA      | $3177292.50   | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     4588000 | PA      | $4615086.50   | 0.15%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1500799.34   | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2346733.21   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     3499000 | PA      | $3338038.69   | 0.11%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                              | Ziggo Bond Co BV                                                                                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     1796000 | PA      | $1585700.74   | 0.05%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                                         | Zorlu Enerji Elektrik Uretim AS                                                                                                                      | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     1770000 | PA      | $1586256.30   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                         | K201640219 SOUTH AFRICA B      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    10275684 | NS      | $10.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                         | K201640219 SOUTH AFRICA A      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    64873855 | NS      | $64.87        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Industries Holdings Ltd                                                       | Industries Holdings Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300L6O0HBD3F72080 | Long             | EC               | CORP              | US        |     5004988 | NS      | $5.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EXIDE COMMON STOCK                                                            | EXIDE COMMON STOCK                                                                                                                                   | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |        4045 | NS      | $1516875.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                         | Southern Gas Corridor CJSC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3785000 | PA      | $3814106.65   | 0.12%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                            | K2016470219 South Africa Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |     5622018 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      732000 | PA      | $755096.48    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                             | Trinidad & Tobago Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      558000 | PA      | $552592.98    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     2519000 | PA      | $2519251.90   | 0.08%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UniCredit SpA                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3049000 | PA      | $3097578.41   | 0.10%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1709000 | PA      | $1657160.55   | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1305278.00   | 0.04%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5188000 | PA      | $5164654.00   | 0.17%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      270000 | PA      | $267804.90    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                      | Israel Electric Corp Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     4664000 | PA      | $4604953.76   | 0.15%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      837000 | PA      | $810006.75    | 0.03%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                                       | Panama Notas del Tesoro                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1503000 | PA      | $1493305.65   | 0.05%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                        | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      426000 | PA      | $428183.25    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | Adani Electricity Mumbai Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     2256000 | PA      | $2118113.28   | 0.07%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                      | Empresas Publicas de Medellin ESP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     5114000 | PA      | $4832730.00   | 0.16%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      702066 | PA      | $481617.28    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      215520 | PA      | $119613.60    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5985000 | PA      | $5729318.41   | 0.18%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                   | INEOS Styrolution Ludwigshafen GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |      111000 | PA      | $123507.15    | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      752000 | PA      | $856662.96    | 0.03%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                      | Tengizchevroil Finance Co International Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     3441000 | PA      | $3159268.13   | 0.10%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3704000 | PA      | $3563248.00   | 0.11%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                               | ZF Finance GmbH                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $110419.96    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1735000 | PA      | $1944446.57   | 0.06%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                        | BCP V Modular Services Finance PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     5428000 | PA      | $3784667.91   | 0.12%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     3266000 | PA      | $3524229.79   | 0.11%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     6477000 | PA      | $7258893.64   | 0.23%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      410000 | PA      | $407232.50    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAB                                                                           | CAB SELAS                                                                                                                                            | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     2809000 | PA      | $2983919.51   | 0.10%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1001409 | PA      | $911080.71    | 0.03%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     7393446 | PA      | $5654621.36   | 0.18%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      471227 | PA      | $542036.63    | 0.02%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     4761000 | PA      | $5064175.68   | 0.16%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     2376000 | PA      | $2211907.50   | 0.07%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      538000 | PA      | $584785.52    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      513000 | PA      | $612774.57    | 0.02%             | 2030-05-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      826000 | PA      | $919489.36    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1482000 | PA      | $1649737.57   | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1105000 | PA      | $1253923.47   | 0.04%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3580000 | PA      | $4560004.63   | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                        | Neopharmed Gentili SPA                                                                                                                               | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |     1890000 | PA      | $2272231.38   | 0.07%             | 2030-04-08      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      663000 | PA      | $761586.61    | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     9720000 | PA      | $9554760.00   | 0.31%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                        | IMA Industria Macchine Automatiche SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     2560000 | PA      | $2970807.85   | 0.10%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | Miller Homes Group Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $3805968.72   | 0.12%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                  | Luna 2 5SARL                                                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      730000 | PA      | $853005.19    | 0.03%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      858000 | PA      | $886700.10    | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     2127000 | PA      | $2498904.38   | 0.08%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                          | Bank Leumi Le-Israel BM                                                                                                                              | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     1500000 | PA      | $1563974.97   | 0.05%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1299000 | PA      | $1552115.71   | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                      | TAV Havalimanlari Holding AS                                                                                                                         | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     1470000 | PA      | $1535694.30   | 0.05%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1030000 | PA      | $1087618.20   | 0.03%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                | Opal Bidco SAS                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     3589000 | PA      | $4293265.60   | 0.14%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                           | Boels Topholding BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     1872000 | PA      | $2231056.38   | 0.07%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                            | CT Investment GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1681000 | PA      | $2013170.56   | 0.06%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      602000 | PA      | $612969.85    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                          | Aramark International Finance Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      486000 | PA      | $561898.94    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                                       | IRB Infrastructure Developers Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     1480000 | PA      | $1539644.00   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                                       | Avis Budget Finance Plc                                                                                                                              | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |      568000 | PA      | $668589.96    | 0.02%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                            | Vivion Investments Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |       17170 | PA      | $19695.23     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                              | Gruenenthal GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     3233000 | PA      | $3912833.04   | 0.13%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1750821 | PA      | $2116425.34   | 0.07%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                      | Brazil Notas do Tesouro Nacional Serie F                                                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    56885000 | PA      | $8649061.98   | 0.28%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2302492.69   | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                          | Boots Group Finco LP                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $2354506.59   | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                       | Summer BC Holdco B SARL                                                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      541000 | PA      | $597100.77    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                            | Iceland Bondco PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      414000 | PA      | $575136.66    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                       | Titanium 2l Bondco Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     1310400 | PA      | $372421.61    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                      | Almaviva-The Italian Innovation Co SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     4266000 | PA      | $4978275.52   | 0.16%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                       | Beach Acquisition Bidco LLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $3060951.78   | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     4016000 | PA      | $4631089.52   | 0.15%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                      | IPD 3 BV                                                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     2533000 | PA      | $2968956.20   | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2529000 | PA      | $3010145.63   | 0.10%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                         | Lottomatica Group Spa                                                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     1181000 | PA      | $1404366.77   | 0.05%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     5000000 | PA      | $5785327.76   | 0.19%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                | TeamSystem SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     3109000 | PA      | $3621642.85   | 0.12%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                          | Mehilainen Yhtiot Oy                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     1619000 | PA      | $1895022.86   | 0.06%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA REGS                                                         | ALTICE FRANCE SA REGS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        1181 | PA      | $18036.96     | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2736000 | PA      | $2778230.16   | 0.09%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                         | Gruppo San Donato SPA                                                                                                                                | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     3315000 | PA      | $3923682.58   | 0.13%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      310000 | PA      | $311343.85    | 0.01%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     1151000 | PA      | $1152151.00   | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      395000 | PA      | $280450.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5861000 | PA      | $5861000.00   | 0.19%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-5642.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                        | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                               | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |      229567 | PA      | $0.00         | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CURO SVP LLC REGD                                                             | CURO SVP LLC REGD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9207885 | PA      | $9115806.30   | 0.29%             | 2027-08-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| CROSSGATES INC                                                                | CROSSGATES SENIOR LOAN REGD                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7073753 | PA      | $6964876.85   | 0.22%             | 2026-07-24      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD CLASS B VARIABLE REGD P/P                     | CCO IIA CREDIT BACKED LOANS LTD CLASS B VARIABLE REGD P/P                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      750003 | PA      | $749651.54    | 0.02%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ASPHALT ATD HOLDCO (AMERICAN TIRE)                                            | ASPHALT ATD HOLDCO (AMERICAN TIRE)                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12070 | NS      | $299456.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2811000 | PA      | $2539297.79   | 0.08%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | ALLWYN ENTERTAINMENT FIN /EUR/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1431000 | PA      | $1736221.14   | 0.06%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                                       | Biocon Biologics Global PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     2529000 | PA      | $2498608.45   | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $1468500.00   | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                           | CSN Inova Ventures                                                                                                                                   | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    10378000 | PA      | $9604839.00   | 0.31%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                      | CT Trust                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1688000 | PA      | $1596004.00   | 0.05%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                      | Lima Metro Line 2 Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     1497341 | PA      | $1447494.90   | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                               | MARB BondCo PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     3232000 | PA      | $2924960.00   | 0.09%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                                                 | ZHONGSHENG GROUP REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1570000 | PA      | $1588352.47   | 0.05%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      493000 | PA      | $499671.91    | 0.02%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1016000 | PA      | $1001784.02   | 0.03%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $40006.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-257531.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $277667.25    | 0.01%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      291000 | PA      | $307318.08    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      313000 | PA      | $326792.57    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2804000 | PA      | $2262509.27   | 0.07%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1697000 | PA      | $1453420.32   | 0.05%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                        | Rede D'or Finance Sarl                                                                                                                               | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      604000 | PA      | $582105.00    | 0.02%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |           1 | NC      | $-60771.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES /EUR                                                            | LUXCO3 SHARES /EUR                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      288132 | NS      | $4832278.26   | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B Loan (First Lien)                                                                                                               | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     6346086 | PA      | $5461251.44   | 0.18%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B-1 Loan (Second Lien)                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5973571 | PA      | $2975614.71   | 0.10%             | 2029-02-01      | Floating      | 12.05%                | No            |                  2 | On Loan: No      |
| LTR Intermediate Holdings, Inc.                                               | LTR Intermediate Holdings, Inc. Initial Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5507377 | PA      | $5507376.56   | 0.18%             | 2028-05-05      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                     | ACProducts Holdings, Inc. Initial Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5086949 | PA      | $4423509.43   | 0.14%             | 2028-05-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Polaris Newco, LLC                                                            | Polaris Newco, LLC Dollar Term Loan (First Lien)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7683446 | PA      | $7337691.33   | 0.24%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                                        | Hertz Corporation, The Initial Term B Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1697823 | PA      | $1404795.84   | 0.05%             | 2028-06-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                                        | Hertz Corporation, The Initial Term C Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334177 | PA      | $276501.28    | 0.01%             | 2028-06-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Inizio Group Limited                                                          | Inizio Group Limited Initial Dollar Term Loan (First Lien)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     4669000 | PA      | $4645655.00   | 0.15%             | 2028-08-19      | Floating      | 8.35%                 | No            |                  3 | On Loan: No      |
| American Tire Distributors, Inc.                                              | American Tire Distributors, Inc. Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |     1996644 | PA      | $978355.56    | 0.03%             | 2028-10-20      | Floating      | 14.25%                | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                     | Specialty Building Products Holdings, LLC Initial Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3110000 | PA      | $2975337.00   | 0.10%             | 2028-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                         | Loyalty Ventures Inc. TLB                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     5904518 | PA      | $44283.88     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Gray Television, Inc.                                                         | Gray Television, Inc. Term D Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4410071 | PA      | $4412629.25   | 0.14%             | 2028-12-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                         | Neptune BidCo US Inc. Dollar Term B Loan (First Lien)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7658810 | PA      | $7388837.09   | 0.24%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                                                  | Asurion, LLC New B-11 Term Loan                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     6074250 | PA      | $6092169.04   | 0.20%             | 2028-08-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) | Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2024 Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4583787 | PA      | $4581769.94   | 0.15%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2030 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      434888 | PA      | $349406.22    | 0.01%             | 2030-03-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc.                                                          | Agiliti Health, Inc. Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4671333 | PA      | $4437766.65   | 0.14%             | 2030-05-01      | Floating      | 6.86%                 | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                         | RealTruck Group, Inc. Second Amendment Incremental Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3533098 | PA      | $3113542.83   | 0.10%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2029 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2173000 | PA      | $1805393.59   | 0.06%             | 2029-04-02      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2024 Refinancing Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2997240 | PA      | $3000057.88   | 0.10%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Modivcare, Inc.                                                               | Modivcare, Inc. Term Loan                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4871573 | PA      | $1997344.84   | 0.06%             | 2031-07-01      | Floating      | 12.75%                | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                | US Radiology Specialists, Inc. TLB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4584336 | PA      | $4599052.16   | 0.15%             | 2027-12-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                   | JetBlue Airways Corporation Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3646540 | PA      | $3458743.19   | 0.11%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                               | Zacapa S.a r.l. Seventh Amendment Incremental Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     7436334 | PA      | $7449347.36   | 0.24%             | 2029-03-22      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Clover Holding 2, LLC                                                         | Clover Holding 2, LLC (Fixed) Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8078405 | PA      | $8083494.40   | 0.26%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                      | Project Alpha Intermediate Holding, Inc. Incremental 2nd Lien TL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4500000 | PA      | $4376250.00   | 0.14%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  3 | On Loan: No      |
| Veritas US Inc.                                                               | Veritas US Inc. Dollar Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1411511 | PA      | $1418568.68   | 0.05%             | 2029-12-09      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                        | Jane Street Group, LLC 1st Lien Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5512130 | PA      | $5457339.31   | 0.18%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                                   | Clover Holdings SPV III LLC Dollar Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      588072 | PA      | $604244.34    | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Commscope, LLC                                                                | Commscope, LLC Initial Term Loan                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7860894 | PA      | $7922837.61   | 0.25%             | 2029-12-17      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)           | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) Initial Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4233509 | PA      | $3773114.67   | 0.12%             | 2029-05-01      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| ModivCare, Inc.                                                               | ModivCare, Inc. Amendment No. 5 Incremental Term Loan                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700610 | PA      | $284916.96    | 0.01%             | 2026-01-12      | Floating      | 15.44%                | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                     | Boxer Parent Company Inc. 2031 Replacement Dollar Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5416138 | PA      | $5376546.47   | 0.17%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2025 Incremental Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1820000 | PA      | $1794975.00   | 0.06%             | 2031-02-17      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC Exchange First Out Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      663223 | PA      | $661704.44    | 0.02%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| HP PHRG Borrower, LLC                                                         | HP PHRG Borrower, LLC Closing Date Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2912700 | PA      | $2834435.75   | 0.09%             | 2032-02-20      | Floating      | 8.00%                 | No            |                  3 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                  | Orbit Private Holdings I Ltd 2025 Incremental Term Loan (First Lien)                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      866497 | PA      | $869530.23    | 0.03%             | 2028-12-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Subordinated Notes                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1006685 | PA      | $1006213.63   | 0.03%             | 2036-10-30      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Class A Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     2100000 | PA      | $2099015.97   | 0.07%             | 2036-10-30      | Floating      | 7.04%                 | No            |                  3 | On Loan: No      |
| Colossus Acquireco LLC                                                        | Colossus Acquireco LLC Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2490000 | PA      | $2477550.00   | 0.08%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                          | CP Atlas Buyer, Inc. 2025 Term B Loan                                                                                                                | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     1480000 | PA      | $1456690.00   | 0.05%             | 2030-07-08      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                           | Radiate Holdco, LLC First Out Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4917156 | PA      | $3829235.35   | 0.12%             | 2029-09-25      | Floating      | 7.58%                 | No            |                  3 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                     | Crown Subsea Communications Holding, Inc. 2025 Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6840900 | PA      | $6875104.50   | 0.22%             | 2031-01-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure, LLC                                               | Third Coast Infrastructure, LLC 2025 Refinancing Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6104842 | PA      | $6097211.22   | 0.20%             | 2030-09-25      | Floating      | 7.71%                 | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                       | AS Mileage Plan IP Ltd. Initial Term Loan (2025)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     2395800 | PA      | $2401789.50   | 0.08%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                               | Nexus Buyer LLC Amendment No.3 Incremental Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5140000 | PA      | $5114300.00   | 0.16%             | 2032-02-16      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc.                                                            | Icon Parent I Inc. 2025 Term Loan (First Lien)                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4648350 | PA      | $4644584.84   | 0.15%             | 2031-11-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc.                                                                | ModivCare Inc. Closing Date Term Loan (DIP)                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      555312 | PA      | $538652.39    | 0.02%             | 2026-02-22      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| ModivCare Inc.                                                                | ModivCare Inc. Delayed Draw Term Loan (DIP)                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      317132 | PA      | $307618.04    | 0.01%             | 2026-02-22      | Floating      | 11.11%                | No            |                  3 | On Loan: No      |
| Weber-Stephen Products LLC                                                    | Weber-Stephen Products LLC Term Loan B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2230000 | PA      | $2222574.10   | 0.07%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Nord Security Inc.                                                            | Nord Security Inc. Term Loan B                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1000630.00   | 0.03%             | 2032-10-08      | Floating      | 7.94%                 | No            |                  3 | On Loan: No      |
| MJH Healthcare Holdings, LLC                                                  | MJH Healthcare Holdings, LLC 2025-2 Incremental Term B Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5210000 | PA      | $4923450.00   | 0.16%             | 2029-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolis Technologies, Inc.                                                 | Metropolis Technologies, Inc. Term Loan B                                                                                                            | CUSIP: 000000000<br>LEI: 2549007G4NS5EM5X7O93 | Long             | LON              | CORP              | US        |     6202479 | PA      | $6140454.67   | 0.20%             | 2032-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal US LLC                                                                   | Opal US LLC Facility B4                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3150000 | PA      | $3162316.50   | 0.10%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIRACILIK VE MALT SANAYII A                                      | ANADOLU EFES BIR REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1008000 | PA      | $933972.48    | 0.03%             | 2028-06-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     3495424 | PA      | $3511808.80   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | LIMAK YENILENEBILIR REGD                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      808000 | PA      | $798152.50    | 0.03%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK REGD                                                    | ZORLU ENERJI ELEKTRIK REGD REG S                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     1661000 | PA      | $1488571.59   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     7115000 | PA      | $3192856.25   | 0.10%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3749000 | PA      | $1499600.00   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $-222515.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                           | Minejesa Capital BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     2662478 | PA      | $2652494.11   | 0.09%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     6509000 | PA      | $5911148.35   | 0.19%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1361000 | PA      | $1424565.45   | 0.05%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                       | El Salvador Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3166000 | PA      | $3373373.00   | 0.11%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                    | El Salvador Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1067000 | PA      | $1156339.91   | 0.04%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     5657000 | PA      | $3648765.00   | 0.12%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1948036 | PA      | $2103391.85   | 0.07%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                 | Telecomunicaciones Digitales SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      219000 | PA      | $209145.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      434000 | PA      | $435362.76    | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                             | Cometa Energia SA de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |      885675 | PA      | $921801.68    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1253000 | PA      | $1325987.25   | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2956000 | PA      | $2910182.00   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      832000 | PA      | $843440.00    | 0.03%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                             | Corp. Nacional del Cobre de Chile                                                                                                                    | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1748000 | PA      | $1839839.92   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                            | Dominican Republic International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8497334 | PA      | $8815983.78   | 0.28%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |     1389000 | PA      | $1248016.50   | 0.04%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                      | Globo Comunicacao e Participacoes S/A                                                                                                                | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     1218000 | PA      | $1182604.92   | 0.04%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |     2076000 | PA      | $1969928.79   | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      764000 | PA      | $760760.64    | 0.02%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1223000 | PA      | $1313202.37   | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     3999000 | PA      | $3906523.13   | 0.13%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $714162.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                                            | K2016470260 SA LTD 25% PIK 31/12/2022 USD1'A1'                                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | ABS-O            | CORP              | ZA        |     3941905 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-113559.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                           | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $-164497.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1624405.03   | 0.05%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     5653000 | PA      | $5746044.82   | 0.18%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1105131.88   | 0.04%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                           | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $3276276.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                                                        | Azure Power Energy Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |     2216145 | PA      | $2169867.79   | 0.07%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1460169 | PA      | $1462899.81   | 0.05%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      658000 | PA      | $667475.20    | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENEGAL                                                                       | REPUBLIC OF SENEGAL REGD REG S SER 7Y                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |    11448000 | PA      | $9021024.00   | 0.29%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     3847000 | PA      | $3750825.00   | 0.12%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      745000 | PA      | $664679.69    | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | ADANI ELECTRICITY MUMBAI REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      357000 | PA      | $326655.00    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                                           | GENM Capital Labuan Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     2056000 | PA      | $1861708.00   | 0.06%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                 | JSW Steel Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     2171000 | PA      | $2116725.00   | 0.07%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                                          | LLPL Capital Pte Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      799217 | PA      | $834934.43    | 0.03%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                              | Lenovo Group Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     2591000 | PA      | $2677529.04   | 0.09%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      935000 | PA      | $978832.80    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** AB HIGH INCOME FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller