# EDGAR Filing Document

**Accession Number:** 0001221845
**File Stem:** 0002071691-26-004239
**Filing Date:** 2026-2
**Character Count:** 459580
**Document Hash:** 571534a26fa201188d0dd84ed87c3677
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004239.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-004239

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK ALLOCATION TARGET SHARES
- **CENTRAL INDEX KEY:** 0001221845

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21457
- **FILM NUMBER:** 26675622

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BOND ALLOCATION TARGET SHARES
- **DATE OF NAME CHANGE:** 20030306

## Series and Classes Contracts Data

### BATS: High Income Taxable Series (Series ID: S000084041)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000248219 | BATS: High Income Taxable Series |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Allocation Target Shares

- **b. Investment Company Act file number:** 811-21457

- **c. CIK number of Registrant:** 0001221845

- **d. LEI of Registrant:** 549300R5YFYF3PL2MC94

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BATS: High Income Taxable Series

- **b. EDGAR series identifier (if any):** S000084041

- **c. LEI of Series:** 529900DDJ5HBW49XWV44

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $97066194.08

**Total Liabilities:** $18867015.27

**Net Assets:** $78199178.81

**Cash Not Reported:** $11980.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3346.63000000 | **1-Year:** 1665.45000000 | **5-Year:** 6639.08000000 | **10-Year:** 2601.52000000 | **30-Year:** 2034.34000000

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

- **3-Month:** 906.68000000 | **1-Year:** 1246.43000000 | **5-Year:** 8646.08000000 | **10-Year:** 714.86000000 | **30-Year:** 185.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248219 | 0.39%                | 0.56%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $84155.49                | $-698121.50                                |
| Month 2  | $219689.88               | $-40061.92                                 |
| Month 3  | $-47441.52               | $377699.40                                 |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                          | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      81863 | PA      | $82408.14     | 0.11%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101840.80    | 0.13%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                         | AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2                                          | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251032.25    | 0.32%             | 2037-07-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                  | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     105000 | PA      | $104886.13    | 0.13%             | 2029-12-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                                      | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98090.04     | 0.13%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101833.90    | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2024-NQM4, Class A1                                          | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-MBS          | CORP              | US        |      76791 | PA      | $77087.04     | 0.10%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ACRES LLC                                                                 | ACRES LLC, Series 2025-FL3, Class A                                                     | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $200264.66    | 0.26%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100397.00    | 0.13%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                   | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102141.58    | 0.13%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103747.54    | 0.13%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                             | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105387.87    | 0.13%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3633205 | PA      | $-3358585.78  | -4.29%            | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3833205 | PA      | $3543468.60   | 4.53%             | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5733205 | PA      | $5281939.05   | 6.75%             | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     366000 | PA      | $357268.03    | 0.46%             | 2056-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3402776 | PA      | $3493723.59   | 4.47%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                        | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53681.33     | 0.07%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                     | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      62000 | PA      | $62019.34     | 0.08%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $106529.10    | 0.14%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                             | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      79000 | PA      | $46872.83     | 0.06%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                             | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36100.24     | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2023-6, Class A2                                       | CUSIP: 03464UAB2<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |      61697 | PA      | $62095.08     | 0.08%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2020-2, Class A2                                       | CUSIP: 03464XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77326 | PA      | $75575.51     | 0.10%             | 2065-01-26      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-2, Class A1                                       | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29602 | PA      | $25796.08     | 0.03%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-5, Class A1                                       | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77670 | PA      | $67758.67     | 0.09%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-5, Class A2                                       | CUSIP: 03465HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38850 | PA      | $34040.75     | 0.04%             | 2066-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-3, Class A1                                       | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76806 | PA      | $76643.96     | 0.10%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-2, Class A1                                       | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      44792 | PA      | $45202.09     | 0.06%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-8, Class A1                                       | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47057 | PA      | $47416.53     | 0.06%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-12, Class A1                                      | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      79037 | PA      | $79711.21     | 0.10%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-1, Class A1                                       | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |     119075 | PA      | $120402.78    | 0.15%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $100002.57    | 0.13%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54323.96     | 0.07%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                     | ARES1, Series 2024-IND2, Class A                                                        | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100061.67    | 0.13%             | 2034-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-B, Class A3                                          | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102134.00    | 0.13%             | 2032-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                     | Arroyo Mortgage Trust, Series 2019-1, Class A1                                          | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10507 | PA      | $10278.48     | 0.01%             | 2049-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97179.79     | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Assurant CLO II Ltd.                                                      | Assurant CLO II Ltd., Series 2018-2A, Class D                                           | CUSIP: 04623TAG0<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250004.55    | 0.32%             | 2031-04-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                 | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $51001.92     | 0.07%             | 2029-11-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                 | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30541.23     | 0.04%             | 2029-11-10      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                   | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99456.65     | 0.13%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                              | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102771.25    | 0.13%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2024-BHP, Class A                                                   | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $90148.61     | 0.12%             | 2039-08-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class A                                                    | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $93152.57     | 0.12%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                    | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104750.56    | 0.13%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                                | BINOM Securitization Trust, Series 2021-INV1, Class A1                                  | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45603 | PA      | $41960.39     | 0.05%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                | BFLD Trust, Series 2025-FPM, Class C                                                    | CUSIP: 05556HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100605.89    | 0.13%             | 2040-10-10      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                          | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140174.79    | 0.18%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class AV                                                     | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79081 | PA      | $79016.72     | 0.10%             | 2036-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class A                                                     | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $124924.05    | 0.16%             | 2039-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-IND, Class A                                                      | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94865 | PA      | $94952.70     | 0.12%             | 2037-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                   | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110682 | PA      | $110784.19    | 0.14%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                  | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84127 | PA      | $84178.52     | 0.11%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                     | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108182 | PA      | $108281.74    | 0.14%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                 | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86538 | PA      | $86592.48     | 0.11%             | 2037-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $135668.53    | 0.17%             | 2041-10-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                      | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $214121.80    | 0.27%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56332.19     | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57073 | PA      | $57488.90     | 0.07%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1                                | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90809 | PA      | $91416.76     | 0.12%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                             | Barings Equipment Finance LLC, Series 2025-A, Class A4                                  | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63000 | PA      | $64890.19     | 0.08%             | 2050-06-13      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $104375.00    | 0.13%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class A5                                         | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $21027.95     | 0.03%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class AS                                         | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15680.10     | 0.02%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class D                                          | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29000 | PA      | $23997.32     | 0.03%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                    | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $285253.68    | 0.36%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                               | Bell Telephone Co. of Canada or Bell Canada                                             | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $103173.30    | 0.13%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXV Ltd.                                     | Benefit Street Partners CLO XXXV Ltd., Series 2024-35A, Class D                         | CUSIP: 08182YAG3<br>LEI: 254900U0SNDVHNBLRW07 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250971.53    | 0.32%             | 2037-04-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                     | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                        | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249881.68    | 0.32%             | 2038-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                               | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60037.46     | 0.08%             | 2041-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR                                        | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250469.03    | 0.32%             | 2038-01-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-3A, Class A1R                                        | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      85837 | PA      | $85842.43     | 0.11%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-3A, Class BR                                         | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100149.88    | 0.13%             | 2030-10-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                        | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      75000 | PA      | $54544.28     | 0.07%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1                             | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |     105526 | PA      | $106270.98    | 0.14%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1                             | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61360 | PA      | $61277.49     | 0.08%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                             | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88835 | PA      | $89704.69     | 0.11%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class A1                             | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125063 | PA      | $126275.43    | 0.16%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM4, Class A1                             | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83139 | PA      | $84020.82     | 0.11%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                           | Breakwater Energy Holdings Sarl                                                         | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $261788.75    | 0.33%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                          | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      48000 | PA      | $36186.90     | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                 | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93145.40     | 0.12%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                              | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103613.54    | 0.13%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class C                                 | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80266 | PA      | $80464.73     | 0.10%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-TAIL, Class E                                                     | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99932.73     | 0.13%             | 2035-06-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     346392 | PA      | $347038.18    | 0.44%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                  | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89501 | PA      | $89584.05     | 0.11%             | 2040-12-09      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99862.54     | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99208.75     | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $95504.85     | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $85027.43     | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2020-13A, Class A                                                     | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250377.88    | 0.32%             | 2034-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CENT                                                                      | CENT, Series 2025-CITY, Class A                                                         | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101216.26    | 0.13%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                          | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      90000 | PA      | $98229.60     | 0.13%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-3A, Class A1R                                            | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250664.23    | 0.32%             | 2038-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2021-R6, Class A1                                                     | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38973 | PA      | $36159.99     | 0.05%             | 2061-07-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class M1                                                     | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101310.90    | 0.13%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                       | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      51246 | PA      | $51503.61     | 0.07%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-INV2, Class B1                                    | CUSIP: 12622SAE1<br>LEI: 2138001M5YM45SK1QW14 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101952.98    | 0.13%             | 2069-05-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104904.81    | 0.13%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-CBM, Class A2                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $203582.94    | 0.26%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class A                                    | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47000 | PA      | $47138.52     | 0.06%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class E                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19992.16     | 0.03%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                       | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100612.64    | 0.13%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                             | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102442.42    | 0.13%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cali                                                                      | Cali, Series 2024-SUN, Class A                                                          | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100123.54    | 0.13%             | 2041-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                             | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57914.93     | 0.07%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                             | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26863.81     | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      61000 | PA      | $62603.14     | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VIII-C Ltd.                                                    | CarVal CLO VIII-C Ltd., Series 2022-2A, Class A1R                                       | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250829.25    | 0.32%             | 2037-10-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CarVal CLO X-C Ltd.                                                       | CarVal CLO X-C Ltd., Series 2024-2A, Class A                                            | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250877.75    | 0.32%             | 2037-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class AR                                   | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250849.65    | 0.32%             | 2037-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99475.33     | 0.13%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94749.93     | 0.12%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                    | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $43926.09     | 0.06%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                         | Chase Home Lending Mortgage Trust, Series 2024-3, Class A4                              | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62052 | PA      | $62699.65     | 0.08%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                      | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97251.03     | 0.12%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                   | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103692.70    | 0.13%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                      | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4073.93      | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A                          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103055.41    | 0.13%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     260000 | PA      | $257716.94    | 0.33%             | 2030-09-09      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     132000 | PA      | $132000.00    | 0.17%             | 2030-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56262.24     | 0.07%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class A                          | CUSIP: 17328QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90111.94     | 0.12%             | 2042-11-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                       | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102537.50    | 0.13%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21990.02     | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                  | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102500.05    | 0.13%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16817815 | PA      | $96.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     784500 | PA      | $-5389.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101667.90    | 0.13%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      69641 | PA      | $348.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2023-A, Class A2                               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75947 | PA      | $76845.47     | 0.10%             | 2055-05-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-A, Class A1                               | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34245 | PA      | $34174.09     | 0.04%             | 2051-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-C, Class A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107337 | PA      | $98193.26     | 0.13%             | 2055-07-26      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2021-3, Class A1                                       | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107268 | PA      | $92346.01     | 0.12%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-1, Class A1                                       | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56768 | PA      | $56821.62     | 0.07%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-3, Class A2                                       | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |      57383 | PA      | $57972.49     | 0.07%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                       | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      79983 | PA      | $80427.65     | 0.10%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-7, Class A1                                       | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91808 | PA      | $92715.08     | 0.12%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-7, Class B1                                       | CUSIP: 19689CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100726.34    | 0.13%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2                            | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39000 | PA      | $39234.33     | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100222.10    | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                                   | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $184711.64    | 0.24%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      69641 | PA      | $-39.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16817815 | PA      | $90.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29176 | PA      | $5.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7045326 | PA      | $32.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     193000 | PA      | $-46.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132529 | PA      | $35.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14916088 | PA      | $60.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      30837 | PA      | $-11.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3470666 | PA      | $13.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     325052 | PA      | $-735.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1305565 | PA      | $-2026.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     500079 | PA      | $-1131.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     279304 | PA      | $-727.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      61288 | PA      | $4.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                         | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91652.00     | 0.12%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6897797 | PA      | $27.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H2, Class A1                                          | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68074 | PA      | $68719.68     | 0.09%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H7, Class A1                                          | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78752 | PA      | $79355.13     | 0.10%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H5, Class A1                                          | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140123 | PA      | $141453.55    | 0.18%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H1, Class A1                                          | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116800 | PA      | $117945.09    | 0.15%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H1, Class M1                                          | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $141728.58    | 0.18%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                            | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                               | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $70445.29     | 0.09%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65962945 | PA      | $810.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  118922160 | PA      | $-870.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      51000 | PA      | $648.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  118051227 | PA      | $-830.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65769488 | PA      | $774.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  234375291 | PA      | $-1461.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  128979388 | PA      | $1386.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -508000 | PA      | $-319.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2024-SPBX, Class D                                                     | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100092.35    | 0.13%             | 2034-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -605333 | PA      | $-120.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1534000 | PA      | $-452.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -824000 | PA      | $-278.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  119115000 | PA      | $-22.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      -5296 | PA      | $-39.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -205000 | PA      | $-906.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -928000 | PA      | $-1759.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     760000 | PA      | $7812.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3250747 | PA      | $3391.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1368735 | PA      | $-6404.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3250747 | PA      | $-2094.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3250747 | PA      | $-1066.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2087000 | PA      | $-5576.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101633.10    | 0.13%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92387.33     | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DC Trust                                                                  | DC Trust, Series 2024-HLTN, Class D                                                     | CUSIP: 24022FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100093.17    | 0.13%             | 2040-04-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                           | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71797 | PA      | $72340.24     | 0.09%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                             | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7143.14      | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                   | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      74000 | PA      | $75330.75     | 0.10%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                   | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      59000 | PA      | $60626.42     | 0.08%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                   | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93613.04     | 0.12%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      35000 | PA      | $27204.39     | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                   | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101344.08    | 0.13%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                            | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92063.26     | 0.12%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19224.09     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                               | Dreyfus Treasury Securities Cash Management                                             | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |    4915311 | NS      | $4915310.73   | 6.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2024-NQM1, Class A1A                         | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      73492 | PA      | $74118.68     | 0.09%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110580.12    | 0.14%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. LLC                            | EDvestinU Private Education Loan Issue No. LLC, Series 2021-A, Class A                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      48774 | PA      | $45787.01     | 0.06%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                            | ELFI Graduate Loan Program LLC, Series 2024-A, Class A                                  | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71268 | PA      | $72672.54     | 0.09%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                            | ELFI Graduate Loan Program LLC, Series 2023-A, Class A                                  | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74064 | PA      | $77497.15     | 0.10%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104151.21    | 0.13%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                      | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99669.12     | 0.13%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                            | Enterprise Fleet Financing LLC, Series 2022-3, Class A3                                 | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132000 | PA      | $132199.93    | 0.17%             | 2029-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                           | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      37000 | PA      | $25278.54     | 0.03%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103918.10    | 0.13%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                               | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79150.57     | 0.10%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                         | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99956.96     | 0.13%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 413, Class F26             | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78391 | PA      | $78671.80     | 0.10%             | 2054-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2023-35, Class FC     | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44787 | PA      | $44912.74     | 0.06%             | 2053-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2023-68, Class FB     | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47522 | PA      | $47642.23     | 0.06%             | 2054-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-38, Class FE     | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110074 | PA      | $110365.66    | 0.14%             | 2054-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-75, Class FC     | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138893 | PA      | $139041.46    | 0.18%             | 2054-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-63, Class FH     | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34244 | PA      | $34340.33     | 0.04%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association, Series 2024-88, Class FC                         | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30575 | PA      | $30805.38     | 0.04%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-94, Class FB     | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21294 | PA      | $21472.79     | 0.03%             | 2054-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-96, Class FA     | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40454 | PA      | $40769.37     | 0.05%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-91, Class FA     | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92411 | PA      | $92725.98     | 0.12%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-13, Class FB     | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277850 | PA      | $279595.61    | 0.36%             | 2055-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-21, Class FB     | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48900 | PA      | $49172.84     | 0.06%             | 2053-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-2, Class FG      | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50119 | PA      | $50575.91     | 0.06%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-9, Class FG      | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15673 | PA      | $15782.77     | 0.02%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-35, Class FJ     | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69736 | PA      | $70507.17     | 0.09%             | 2055-05-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-32, Class FA     | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137033 | PA      | $137694.59    | 0.18%             | 2055-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-31, Class FA     | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180058 | PA      | $181125.62    | 0.23%             | 2054-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-63, Class DF     | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10431 | PA      | $10527.20     | 0.01%             | 2055-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5386, Class FD             | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19696 | PA      | $19784.87     | 0.03%             | 2054-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5444, Class FC             | CUSIP: 3137HFD77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197209 | PA      | $197818.54    | 0.25%             | 2054-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5448, Class CF             | CUSIP: 3137HFLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117407 | PA      | $117666.13    | 0.15%             | 2054-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class DF             | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     208810 | PA      | $209237.75    | 0.27%             | 2054-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class FB             | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109936 | PA      | $110244.95    | 0.14%             | 2054-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5470, Class AF             | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175573 | PA      | $175908.22    | 0.22%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5471, Class FM             | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     203400 | PA      | $204975.38    | 0.26%             | 2054-11-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5480, Class FA             | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63350 | PA      | $63883.31     | 0.08%             | 2054-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5482, Class FB             | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39697 | PA      | $40088.57     | 0.05%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp., Series 5478, Class FD                                 | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26703 | PA      | $26910.00     | 0.03%             | 2054-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH             | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63595 | PA      | $64139.33     | 0.08%             | 2054-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class FB             | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48686 | PA      | $49172.46     | 0.06%             | 2055-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class JF             | CUSIP: 3137HJ6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118820 | PA      | $119891.86    | 0.15%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp., Series 5500, Class DF                                 | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32816 | PA      | $33057.36     | 0.04%             | 2054-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FE             | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32799 | PA      | $33149.68     | 0.04%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5502, Class EF             | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19526 | PA      | $19689.90     | 0.03%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5511, Class QF             | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     190207 | PA      | $191624.79    | 0.25%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Class FH                          | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27165 | PA      | $27439.14     | 0.04%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5563, Class FA             | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18458 | PA      | $18606.54     | 0.02%             | 2055-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5574, Class FB             | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27099 | PA      | $27313.67     | 0.03%             | 2055-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2022-2, Class A1                             | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72393 | PA      | $72156.14     | 0.09%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                             | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70839 | PA      | $70611.76     | 0.09%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                               | FIGRE Trust, Series 2024-SL1, Class A1                                                  | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103279 | PA      | $104989.06    | 0.13%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                     | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140306.22    | 0.18%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2024-2A, Class B                                       | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84702 | PA      | $84972.15     | 0.11%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                           | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104884.80    | 0.13%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                    | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101212.66    | 0.13%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $98332.71     | 0.13%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                       | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $103718.60    | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                            | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100370.99    | 0.13%             | 2028-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1                         | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82402 | PA      | $80881.98     | 0.10%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GSAT Trust                                                                | GSAT Trust, Series 2025-BMF, Class A                                                    | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100124.97    | 0.13%             | 2040-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2024-RVR, Class D                            | CUSIP: 36272JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $40227.94     | 0.05%             | 2041-08-10      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                              | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $98069.20     | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2024-INV4, Class A2                                                  | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79274 | PA      | $79778.94     | 0.10%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                      | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $105327.60    | 0.13%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.                                 | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class DR                    | CUSIP: 38138TAY7<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249835.88    | 0.32%             | 2037-10-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                    | Goldman Sachs Bank USA                                                                  | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     260000 | PA      | $259064.00    | 0.33%             | 2030-09-12      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                       | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR                          | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249777.85    | 0.32%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                      | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37739 | PA      | $38268.01     | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98805.45     | 0.13%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-51, Class TF  | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22024 | PA      | $22073.79     | 0.03%             | 2054-03-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-96, Class FL  | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35314 | PA      | $35411.98     | 0.05%             | 2054-06-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-125, Class HF | CUSIP: 38384VMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77241 | PA      | $77460.66     | 0.10%             | 2054-08-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                        | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103776.84    | 0.13%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                  | Green Lakes Park CLO LLC, Series 2025-1A, Class ARR                                     | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249948.83    | 0.32%             | 2038-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A2                         | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15195 | PA      | $15234.57     | 0.02%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                        | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     170000 | PA      | $169546.44    | 0.22%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140173.91    | 0.18%             | 2037-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                               | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      45000 | PA      | $36749.74     | 0.05%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                                     | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98525 | PA      | $98770.45     | 0.13%             | 2041-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                     | Harvest Commercial Capital Loan Trust, Series 2024-1, Class A                           | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87363 | PA      | $89522.49     | 0.11%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                     | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102105.50    | 0.13%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102341.50    | 0.13%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                     | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97132.79     | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM5, Class B1                                                 | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100669.31    | 0.13%             | 2070-09-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84732.97     | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2019-30HY, Class A                                  | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $95708.47     | 0.12%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2019-55HY, Class A                                  | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $94255.81     | 0.12%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                       | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215249.80    | 0.28%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                        | INV Mortgage Trust, Series 2024-IND, Class A                                            | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $79401.44     | 0.10%             | 2041-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                              | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96311.00     | 0.12%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                             | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94895.18     | 0.12%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                           | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101311.13    | 0.13%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95325.74     | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102721.10    | 0.13%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A        | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112573 | PA      | $112538.28    | 0.14%             | 2038-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2017-2, Class A7                                     | CUSIP: 46648HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85488 | PA      | $77856.01     | 0.10%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JW Trust                                                                  | JW Trust, Series 2024-BERY, Class A                                                     | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140259.98    | 0.18%             | 2039-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                       | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98486.02     | 0.13%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                                            | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87962.58     | 0.11%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28427.35     | 0.04%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98521.14     | 0.13%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class A                                                    | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35000 | PA      | $34999.91     | 0.04%             | 2043-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class E                                                    | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99999.46     | 0.13%             | 2043-01-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                       | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99826.41     | 0.13%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-1A, Class D                                         | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $112074.78    | 0.14%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                 | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35814.73     | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                 | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34008.87     | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                     | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $105013.93    | 0.13%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-NQM1, Class M1                                                   | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91568.03     | 0.12%             | 2066-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-HTL, Class A                                            | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80569 | PA      | $80594.13     | 0.10%             | 2037-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MHP                                                                       | MHP, Series 2021-STOR, Class A                                                          | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $124846.80    | 0.16%             | 2038-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                               | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102767.02    | 0.13%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                | MIRA Trust, Series 2023-MILE, Class A                                                   | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103856.79    | 0.13%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                            | Madison Park Funding XXXV Ltd., Series 2019-35A, Class CR                               | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250626.28    | 0.32%             | 2032-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98166.00     | 0.13%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-AA, Class C                                 | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101575.93    | 0.13%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-BA, Class C                                 | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102276.52    | 0.13%             | 2038-11-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2021-AA, Class A                                 | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98454.47     | 0.13%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                             | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99783.99     | 0.13%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                  | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192000.00    | 0.25%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                            | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87207.76     | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2024-NPL1, Class A1                                                   | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85319 | PA      | $85438.24     | 0.11%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class A                                            | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101332.77    | 0.13%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100565.80    | 0.13%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                               | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102322.40    | 0.13%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                  | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $102130.00    | 0.13%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1              | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89533 | PA      | $90245.90     | 0.12%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1              | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151308 | PA      | $152867.83    | 0.20%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1              | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $182449.71    | 0.23%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97630.91     | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $38478.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100269.30    | 0.13%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                                    | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100290.84    | 0.13%             | 2029-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| NYMT Trust                                                                | NYMT Trust, Series 2024-RR1, Class A                                                    | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88286 | PA      | $87783.50     | 0.11%             | 2064-05-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-A, Class A                       | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121432 | PA      | $111570.46    | 0.14%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                | Navient Student Loan Trust, Series 2023-BA, Class A1B                                   | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45780 | PA      | $46185.46     | 0.06%             | 2072-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                    | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94394 | PA      | $94465.67     | 0.12%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class B                                      | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100188.38    | 0.13%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class C                                      | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100308.84    | 0.13%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class D                                      | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99822.65     | 0.13%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class AFL                                    | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58823 | PA      | $58771.91     | 0.08%             | 2062-04-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class APT2                                    | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29597 | PA      | $27974.45     | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-CA, Class AFL                                    | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60585 | PA      | $60428.19     | 0.08%             | 2062-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-139.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                         | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      59069 | PA      | $59681.25     | 0.08%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class B1                         | CUSIP: 64828DAE7<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101626.70    | 0.13%             | 2064-03-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                         | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8520 | PA      | $8221.11      | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A3                         | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98596 | PA      | $95143.64     | 0.12%             | 2059-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2015-1A, Class A3                           | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |       6694 | PA      | $6458.75      | 0.01%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2017-2A, Class A4                           | CUSIP: 64829KBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28916 | PA      | $28071.33     | 0.04%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                         | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      83526 | PA      | $84627.74     | 0.11%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                         | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102606.42    | 0.13%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                         | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      92505 | PA      | $93224.55     | 0.12%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-339.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102461.10    | 0.13%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97576.07     | 0.12%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43121.17     | 0.06%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                    | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103891.37    | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4868.27      | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                       | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101489.60    | 0.13%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                    | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97460.56     | 0.12%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91146.30     | 0.12%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2017-13A, Class AR2                                                | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250956.25    | 0.32%             | 2037-11-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2015-1A, Class A1R4                                       | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250623.25    | 0.32%             | 2038-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                 | OHA Credit Funding 5 Ltd., Series 2020-5A, Class B1R                                    | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251124.73    | 0.32%             | 2037-10-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-17A, Class AR2                                                | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250870.00    | 0.32%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM3, Class A1                                                   | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76983 | PA      | $76967.13     | 0.10%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM4, Class A1                                                   | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |      56471 | PA      | $56953.17     | 0.07%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM11, Class A1                                                  | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |      65558 | PA      | $66185.67     | 0.08%             | 2064-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                                | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30389.60     | 0.04%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2025-CP1, Class A1                                              | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |      95266 | PA      | $91962.54     | 0.12%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM15, Class A1                                                  | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |      72558 | PA      | $72979.34     | 0.09%             | 2064-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                | Olin Corp.                                                                              | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98326.95     | 0.13%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                          | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $95240.42     | 0.12%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2023-2A, Class B                               | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $128516.53    | 0.16%             | 2036-09-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2023-2A, Class A2                              | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $126076.24    | 0.16%             | 2036-09-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                         | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $98138.81     | 0.13%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8052.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                              | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97388.77     | 0.12%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104149.10    | 0.13%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM3, Class A1                                                  | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92271 | PA      | $92922.26     | 0.12%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46000 | PA      | $47120.01     | 0.06%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class C                                | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $207134.16    | 0.26%             | 2042-08-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                                | PRET Trust, Series 2025-RPL1, Class A1                                                  | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91560 | PA      | $89705.14     | 0.11%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2024-NQM1, Class A1                                                  | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64099 | PA      | $64820.96     | 0.08%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-2A, Class D                                | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250012.95    | 0.32%             | 2033-01-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                               | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103624.80    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2023-IV Ltd.                                                | Park Blue CLO 2023-IV Ltd., Series 2023-4A, Class A1                                    | CUSIP: 699917AA8<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250481.95    | 0.32%             | 2037-01-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                          | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97648.29     | 0.12%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                       | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106404.77    | 0.14%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27665.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                            | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97768.26     | 0.13%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102576.60    | 0.13%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2024-INV1, Class A3                                              | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86044 | PA      | $86753.09     | 0.11%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                               | Point Broadband Funding LLC, Series 2025-1A, Class A2                                   | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $75548.06     | 0.10%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                               | Point Broadband Funding LLC, Series 2025-1A, Class B                                    | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100754.56    | 0.13%             | 2055-07-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-128.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-157.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO VI Ltd.                                                          | Post CLO VI Ltd., Series 2024-2A, Class A1                                              | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251019.20    | 0.32%             | 2038-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97376.44     | 0.12%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                    | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6002.15      | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                              | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      28716 | PA      | $40524.30     | 0.05%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM1, Class A1                                                  | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75833 | PA      | $76465.27     | 0.10%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM1, Class M1A                                                 | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101633.02    | 0.13%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                     | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96587.33     | 0.12%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                 | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104429.12    | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                       | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                        | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75336 | PA      | $75880.45     | 0.10%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust LLC                                         | Radian Mortgage Capital Trust LLC, Series 2024-J1, Class A8                             | CUSIP: 75023DAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42818 | PA      | $43039.06     | 0.06%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2024-1, Class A                              | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101933.78    | 0.13%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                               | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                   | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250625.25    | 0.32%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2021-2, Class A                              | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96961.06     | 0.12%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-B, Class A                                 | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101895.29    | 0.13%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                     | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      28000 | PA      | $27741.91     | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $107.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                       | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25841.98     | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                       | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26065.48     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                       | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103138.78    | 0.13%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $105299.19    | 0.13%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class A                                                    | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100208.20    | 0.13%             | 2041-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                            | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99999.99     | 0.13%             | 2041-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                                 | SAIF Securitization Trust, Series 2024-CES1, Class A1                                   | CUSIP: 78436VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123426 | PA      | $124355.30    | 0.16%             | 2054-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                | SDAL Trust, Series 2025-DAL, Class A                                                    | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $145900.62    | 0.19%             | 2042-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class A2A1                             | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70344 | PA      | $69660.58     | 0.09%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class A2B                              | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70344 | PA      | $65227.26     | 0.08%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2023-B, Class A1B                              | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80222 | PA      | $81828.67     | 0.10%             | 2056-10-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2018-C, Class A2A                              | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      25445 | PA      | $25358.25     | 0.03%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2022-A, Class APT                              | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71123 | PA      | $67247.31     | 0.09%             | 2054-11-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2023-A, Class A1B                              | CUSIP: 78450QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69855 | PA      | $70351.75     | 0.09%             | 2053-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2022-D, Class B                                | CUSIP: 78454XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59549 | PA      | $61612.33     | 0.08%             | 2058-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1027.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $590.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4144.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4182.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $482.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-173.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1353.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-139.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $134.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3791.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                               | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     100000 | PA      | $113528.13    | 0.15%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1456.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2550.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3006.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-346.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9053.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6837.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-876.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                        | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101661.20    | 0.13%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-958.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1798.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7042.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-497.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4251.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-265.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1172.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-522.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $63.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $735.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-300.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8596.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $393.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4206.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-184.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $149.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-118.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7744.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-171.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-485.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4663.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4156.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $713.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                            | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                               | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50031.22     | 0.06%             | 2034-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                    | Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A                                     | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64786 | PA      | $64969.62     | 0.08%             | 2063-11-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                    | Sequoia Mortgage Trust, Series 2025-12, Class A5                                        | CUSIP: 81749XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103758 | PA      | $103443.45    | 0.13%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                             | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101773.98    | 0.13%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1287.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21230.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16680.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                              | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      35000 | PA      | $21615.64     | 0.03%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $529.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6599.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $93.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1278.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $414.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $937.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $229.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                     | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95106.74     | 0.12%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95951.74     | 0.12%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2023-C, Class A1A                              | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109523 | PA      | $112452.12    | 0.14%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class APT1                             | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40419 | PA      | $37247.74     | 0.05%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82223 | PA      | $80294.83     | 0.10%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $99.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65631 | PA      | $65870.59     | 0.08%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-768.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $159.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $247.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $748.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $42.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $82.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $35.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2556.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-144.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $179.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1013.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-243.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-404.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1842.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3485.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-53.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-97.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-80.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-192.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-608.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-54.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1157.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $176.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $150.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1349.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-117.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $124.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3785.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-80.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7771.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-24899.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9396.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $94.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $721.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                       | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102952.60    | 0.13%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-59.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-69.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-109.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                       | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106720.81    | 0.14%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $96.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105610.20    | 0.14%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $40.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $50.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $248.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                  | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $203881.20    | 0.26%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $34.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-36.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $242.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-141.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $137.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $193.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $143.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $147.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $274.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $204.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $165.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $115.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $33.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-85.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-62.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-67.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $33.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-349.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-29.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $75.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-85.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-797.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-358.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-296.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-394.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-122.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                               | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97147.86     | 0.12%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                               | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97652.50     | 0.12%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $78.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $56.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-182.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                              | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250527.90    | 0.32%             | 2038-01-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                           | MIC Trust (The), Series 2023-MIC, Class A                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $194733.92    | 0.25%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| TRK Trust                                                                 | TRK Trust, Series 2022-INV1, Class A2                                                   | CUSIP: 872635AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $88557.90     | 0.11%             | 2057-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      38000 | PA      | $25541.65     | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $221.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-215.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4515.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4369.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103356.30    | 0.13%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                               | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      19000 | PA      | $21046.62     | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98117.41     | 0.13%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104050.90    | 0.13%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                           | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100319.99    | 0.13%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                | Tennessee Valley Authority                                                              | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      60000 | PA      | $59362.85     | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $39475.00     | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                              | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      78000 | PA      | $79020.86     | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                 | Towd Point Mortgage Trust, Series 2024-CES6, Class A1                                   | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-O            | CORP              | US        |      76346 | PA      | $77055.22     | 0.10%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99337.03     | 0.13%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                         | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101761.59    | 0.13%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                         | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102347.00    | 0.13%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                           | Transocean Titan Financing Ltd.                                                         | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      72857 | PA      | $74407.69     | 0.10%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO II Ltd.                                                      | Trestles CLO II Ltd., Series 2018-2A, Class A1R                                         | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250929.48    | 0.32%             | 2037-07-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Trestles CLO III Ltd.                                                     | Trestles CLO III Ltd., Series 2020-3A, Class ER                                         | CUSIP: 89532RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $252883.00    | 0.32%             | 2037-10-20      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                    | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                        | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250273.75    | 0.32%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                            | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $217007.26    | 0.28%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                              | Tronox, Inc.                                                                            | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      39000 | PA      | $27302.20     | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class C                                 | CUSIP: 90278MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $141215.26    | 0.18%             | 2052-10-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $190500.00    | 0.24%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                        | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19968.12     | 0.03%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95370.54     | 0.12%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103567.50    | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5374.07      | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103511.14    | 0.13%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7083.93      | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VCC Trust                                                                 | VCC Trust, Series 2025-MC1, Class A1                                                    | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77630 | PA      | $77251.70     | 0.10%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180990.63    | 0.23%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                                    | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60811.77     | 0.08%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2022-3, Class A                          | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64455 | PA      | $63841.30     | 0.08%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117787.60    | 0.15%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15364.36     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85741.18     | 0.11%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     131000 | PA      | $130269.79    | 0.17%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96242.94     | 0.12%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-R1, Class A1                                    | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |      80093 | PA      | $80183.43     | 0.10%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                               | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8253.51      | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2022-3, Class A1                                     | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66390 | PA      | $63916.90     | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-8, Class M1                                     | CUSIP: 92540DAD7<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101528.98    | 0.13%             | 2068-12-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-INV1, Class A1                                  | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |      72580 | PA      | $73326.40     | 0.09%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-INV2, Class A1                                  | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |      79415 | PA      | $79824.45     | 0.10%             | 2069-08-26      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-8, Class A1                                     | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |      79222 | PA      | $79636.76     | 0.10%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-6, Class A1                                     | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94398 | PA      | $95190.85     | 0.12%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                        | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89691.00     | 0.11%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                | VistaJet Malta Finance plc                                                              | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103428.10    | 0.13%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                      | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       7000 | PA      | $6535.92      | 0.01%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184642.70    | 0.24%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                           | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38639.08     | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                             | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106546.10    | 0.14%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     276598 | PA      | $-49.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400000 | PA      | $5973.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4000000 | PA      | $-14977.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     270746 | PA      | $-105.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2962648 | PA      | $810.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     177366 | PA      | $-42.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     501798 | PA      | $-196.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5250000 | PA      | $-134802.90   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     281012 | PA      | $8818.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     354531 | PA      | $-132.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     382031 | PA      | $-53.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     456865 | PA      | $-257.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5272817 | PA      | $631.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5272817 | PA      | $646.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1073597 | PA      | $1226.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     237049 | PA      | $661.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     406024 | PA      | $-1194.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     291595 | PA      | $-780.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     343000 | PA      | $-3208.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     193999 | PA      | $-2365.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     116046 | PA      | $-1406.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1077740 | PA      | $-3449.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2579185 | PA      | $-217.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      11776 | PA      | $141.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      23690 | PA      | $265.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     654706 | PA      | $166.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7004115 | PA      | $782.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     361489 | PA      | $-753.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2904622 | PA      | $466.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2929430 | PA      | $520.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1400000 | PA      | $22977.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                         | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5992.71      | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                         | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6787.94      | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     200641 | PA      | $80.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                        | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250884.25    | 0.32%             | 2037-10-24      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11000000 | PA      | $-195.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     361489 | PA      | $-65.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1423842 | PA      | $215.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      35466 | PA      | $-141.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     308602 | PA      | $867.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2904622 | PA      | $-52.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1963070 | PA      | $-295.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     456865 | PA      | $-277.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1077740 | PA      | $-2724.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     310045 | PA      | $-299.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18004115 | PA      | $-402.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     406024 | PA      | $-1485.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     855347 | PA      | $-730.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       9896 | PA      | $-94.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     571508 | PA      | $-1489.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     170090 | PA      | $-62.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     108984 | PA      | $456.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1216804 | PA      | $9.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     129888 | PA      | $-179.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     822373 | PA      | $-164.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     162857 | PA      | $-43.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     358325 | PA      | $-315.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4963 | PA      | $-46.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7542289 | PA      | $-52.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     191392 | PA      | $-133.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     596475 | PA      | $98.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     132685 | PA      | $-377.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     748000 | PA      | $-394.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     373000 | PA      | $135.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  111219000 | PA      | $-1237.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132544 | PA      | $-50.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     218704 | PA      | $39.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1074107 | PA      | $96.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     106916 | PA      | $-40.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      59713 | PA      | $-22.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132544 | PA      | $-49.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      86916 | PA      | $33.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     136765 | PA      | $49.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     522066 | PA      | $79.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1511161 | PA      | $23.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1209976 | PA      | $-2748.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73568 | PA      | $7.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      31459 | PA      | $-289.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13400111 | PA      | $-35.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     405205 | PA      | $-256.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1741090 | PA      | $-328.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     719267 | PA      | $-237.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2751000 | PA      | $-575.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     945684 | PA      | $-26.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     240055 | PA      | $-71.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     393646 | PA      | $128.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     274984 | PA      | $-705.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2568132 | PA      | $-18.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1065010 | PA      | $13.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   44484671 | PA      | $-459.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     360108 | PA      | $-1564.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      94282 | PA      | $-55.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      83790 | PA      | $-356.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7318 | PA      | $-68.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     281538 | PA      | $-580.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     240333 | PA      | $-91.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     405115 | PA      | $-69.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     599423 | PA      | $8.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     122102 | PA      | $24.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      63984 | PA      | $-133.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      43752 | PA      | $-11.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3715482 | PA      | $7.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11295380 | PA      | $-124.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     376000 | PA      | $54.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  213147000 | PA      | $-2358.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     677000 | PA      | $-593.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200606 | PA      | $1.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     242676 | PA      | $41.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2161000 | PA      | $109.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     477650 | PA      | $27.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     166531 | PA      | $-616.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     805149 | PA      | $-91.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      97429 | PA      | $396.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7384366 | PA      | $56.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14552 | PA      | $-114.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     187385 | PA      | $-76.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1191327 | PA      | $27.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127164 | PA      | $-163.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     559541 | PA      | $-888.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      90254 | PA      | $-12.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   50679174 | PA      | $-592.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121681 | PA      | $-73.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121681 | PA      | $-3.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     220000 | PA      | $-169.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     114235 | PA      | $-476.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     112530 | PA      | $-466.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     439000 | PA      | $-592.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     114235 | PA      | $-497.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2309251 | PA      | $457.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1032000 | PA      | $256.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     669813 | PA      | $59.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  126117000 | PA      | $-946.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17478267 | PA      | $-765.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1619000 | PA      | $664.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   12053000 | PA      | $-69.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1057299 | PA      | $380.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11914000 | PA      | $-44.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     720000 | PA      | $3501.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     164351 | PA      | $143.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      88416 | PA      | $-1.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     907773 | PA      | $242.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     630698 | PA      | $-174.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     107000 | PA      | $109686.54    | 0.14%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                             | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81437.50     | 0.10%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     354000 | PA      | $103405.47    | 0.13%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1381000000 | PA      | $85072.08     | 0.11%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        140 | PA      | $112377.30    | 0.14%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        361 | PA      | $2022.87      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   51000000 | PA      | $3432.83      | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  310000000 | PA      | $19170.39     | 0.02%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    3784669 | PA      | $223443.13    | 0.29%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                   | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198853.66    | 0.25%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1738436 | PA      | $104287.39    | 0.13%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    3826717 | PA      | $236216.75    | 0.30%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                        | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130337.91    | 0.17%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115739.42    | 0.15%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  505700000 | PA      | $120940.79    | 0.15%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                    | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126549.68    | 0.16%             | 2029-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                      | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $13514.81     | 0.02%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                   | IMCD NV                                                                                 | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $233129.99    | 0.30%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                              | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119436.69    | 0.15%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                              | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118158.45    | 0.15%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $123475.98    | 0.16%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     206000 | PA      | $243497.75    | 0.31%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                          | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $129029.63    | 0.17%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                         | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120319.73    | 0.15%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                    | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122801.56    | 0.16%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                  | Grand City Properties SA                                                                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115691.14    | 0.15%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                              | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |     100000 | PA      | $103370.24    | 0.13%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                             | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $131229.28    | 0.17%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                        | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $79322.31     | 0.10%             | 2026-01-12      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126529.18    | 0.16%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                        | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $93025.00     | 0.12%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                        | Poste Italiane SpA                                                                      | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $112686.64    | 0.14%             | 2029-03-24      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $109870.67    | 0.14%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                 | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   14700000 | PA      | $45539.76     | 0.06%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118908.08    | 0.15%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                            | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122319.05    | 0.16%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1330000 | PA      | $65347.91     | 0.08%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                               | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110999.84    | 0.14%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                           | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114075.88    | 0.15%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     461960 | PA      | $13287.78     | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                     | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108728.70    | 0.14%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      48000 | PA      | $2013.43      | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                              | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123295.77    | 0.16%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                    | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120900.94    | 0.15%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $121124.62    | 0.15%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $224453.33    | 0.29%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                             | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118833.85    | 0.15%             | 2028-05-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Preem AB                                                                  | Preem AB                                                                                | CUSIP: N/A<br>LEI: 549300MIHCMD8DCSBY41       | Long             | DBT              | CORP              | SE        |      80000 | PA      | $97047.06     | 0.12%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                             | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131230.95    | 0.17%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       8001 | PA      | $44862.81     | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                     | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117518.35    | 0.15%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                             | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $93367.42     | 0.12%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    2103000 | PA      | $71253.69     | 0.09%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118752.36    | 0.15%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                      | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133531.08    | 0.17%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                    | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $55234.40     | 0.07%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                         | CUSIP: 532457CB2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     104000 | PA      | $63350.07     | 0.08%             | 2051-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                     | EP Infrastructure A/S                                                                   | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $115976.96    | 0.15%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $211712.39    | 0.27%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                 | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118947.80    | 0.15%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119421.54    | 0.15%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $346168.65    | 0.44%             | 2027-12-01      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                              | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     116000 | PA      | $145429.07    | 0.19%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                           | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115094.08    | 0.15%             | 2030-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                    | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     190191 | PA      | $244810.22    | 0.31%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                 | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113186.32    | 0.14%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                     | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118198.68    | 0.15%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                     | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121563.08    | 0.16%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      73128 | PA      | $18501.47     | 0.02%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                         | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     226408 | PA      | $259964.80    | 0.33%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                            | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $138840.20    | 0.18%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                   | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $121480.62    | 0.16%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     182000 | PA      | $222101.81    | 0.28%             | 2029-03-02      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  468000000 | PA      | $29623.63     | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                       | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122445.19    | 0.16%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                      | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |     180000 | PA      | $222294.69    | 0.28%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                    | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $125397.81    | 0.16%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  744000000 | PA      | $47658.26     | 0.06%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $117180.31    | 0.15%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                           | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123859.23    | 0.16%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $123135.55    | 0.16%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      32527 | PA      | $180377.41    | 0.23%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                   | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      90000 | PA      | $111056.40    | 0.14%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                       | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125358.69    | 0.16%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                              | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $125561.28    | 0.16%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                              | Traton Finance Luxembourg SA                                                            | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $117559.42    | 0.15%             | 2026-01-21      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $140583.30    | 0.18%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      39899 | PA      | $206164.77    | 0.26%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                  | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $282070.16    | 0.36%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional                                                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        353 | PA      | $60257.14     | 0.08%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                   | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118876.57    | 0.15%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                       | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $106660.69    | 0.14%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                          | Volkswagen Financial Services AG                                                        | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      32000 | PA      | $37718.94     | 0.05%             | 2027-06-10      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                         | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133117.33    | 0.17%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                     | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121514.81    | 0.16%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                          | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118324.65    | 0.15%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                               | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121587.28    | 0.16%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     206000 | PA      | $58381.20     | 0.07%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                         | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122844.76    | 0.16%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                 | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100750 | PA      | $118058.54    | 0.15%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     412766 | PA      | $469845.18    | 0.60%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     225000 | PA      | $62435.93     | 0.08%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                 | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $110164.07    | 0.14%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122925.09    | 0.16%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     157275 | OU      | $28701.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $122702.37    | 0.16%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                           | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117210.41    | 0.15%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $102509.64    | 0.13%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118832.78    | 0.15%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                              | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $124399.15    | 0.16%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     150000 | PA      | $150758.00    | 0.19%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                    | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119699.34    | 0.15%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $247611.93    | 0.32%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                  | CUSIP: 09857LBE7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     180000 | PA      | $208809.30    | 0.27%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                   | Volkswagen Leasing GmbH                                                                 | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      31000 | PA      | $36729.10     | 0.05%             | 2026-10-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                          | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $144698.73    | 0.19%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                      | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $141871.09    | 0.18%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    4140000 | PA      | $71998.23     | 0.09%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                           | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $113383.79    | 0.14%             | 2030-04-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    3870000 | PA      | $67236.09     | 0.09%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    8715000 | PA      | $289181.43    | 0.37%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     429822 | PA      | $9759.92      | 0.01%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                            | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120291.03    | 0.15%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                           | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118953.05    | 0.15%             | 2030-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                       | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $103114.32    | 0.13%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                        | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118562.61    | 0.15%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                         | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136137.53    | 0.17%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                               | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121900.79    | 0.16%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                           | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119966.20    | 0.15%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     380000 | PA      | $443568.76    | 0.57%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                         | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $107742.28    | 0.14%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                       | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120292.06    | 0.15%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                              | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109098.19    | 0.14%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    2590000 | PA      | $44870.18     | 0.06%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                      | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $271107.09    | 0.35%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                        | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      45000 | PA      | $14590.09     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     121000 | PA      | $165863.27    | 0.21%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                 | BHP Billiton Finance Ltd.                                                               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $115645.54    | 0.15%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                         | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135251.78    | 0.17%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                 | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      29000 | PA      | $33608.36     | 0.04%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       1221 | PA      | $215240.15    | 0.28%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      97000 | PA      | $116317.04    | 0.15%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120049.02    | 0.15%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                             | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125326.95    | 0.16%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119641.24    | 0.15%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                          | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $143221.59    | 0.18%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                              | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $123425.30    | 0.16%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                            | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |     106000 | PA      | $129447.35    | 0.17%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                 | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |     122058 | PA      | $164341.25    | 0.21%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     314000 | PA      | $374836.56    | 0.48%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                           | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119768.67    | 0.15%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                               | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119274.10    | 0.15%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                               | Heineken NV                                                                             | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113407.98    | 0.15%             | 2045-11-14      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration Spa                                                                | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117135.90    | 0.15%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                          | Dometic Group AB                                                                        | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $119625.09    | 0.15%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                             | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |     100000 | PA      | $119641.54    | 0.15%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                        | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $240136.42    | 0.31%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121608.76    | 0.16%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113583.08    | 0.15%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                               | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     101000 | PA      | $113536.24    | 0.15%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                               | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113723.65    | 0.15%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     228000 | PA      | $62732.55     | 0.08%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                       | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118080.43    | 0.15%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                          | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121231.73    | 0.16%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    6565000 | PA      | $112259.99    | 0.14%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  509800000 | PA      | $110534.69    | 0.14%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $120349.72    | 0.15%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                 | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115216.61    | 0.15%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                    | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |     200000 | PA      | $238607.84    | 0.31%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109569.22    | 0.14%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $120086.19    | 0.15%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119304.98    | 0.15%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                 | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      48000 | PA      | $54001.62     | 0.07%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL                                                                 | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118402.50    | 0.15%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117567.45    | 0.15%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     119000 | PA      | $137164.82    | 0.18%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $120658.18    | 0.15%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   22500000 | PA      | $139314.99    | 0.18%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                   | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119613.27    | 0.15%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                            | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      61182 | PA      | $66359.09     | 0.08%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                         | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      50000 | PA      | $62811.64     | 0.08%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                       | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     200000 | PA      | $231782.08    | 0.30%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                           | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       3358 | PA      | $593404.13    | 0.76%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       7546 | OU      | $5497.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |        419 | OU      | $528.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |       4714 | OU      | $675.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   76724491 | OU      | $20310.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     571803 | OU      | $27814.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -3 | NC      | $232.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                      | EURO                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     219238 | OU      | $257648.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        143 | NC      | $-1015.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          1 | NC      | $931.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      14351 | OU      | $19344.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                                    | Forint                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |    6998271 | OU      | $21399.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |  341048516 | OU      | $20452.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          1 | NC      | $-7128.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                                       | Yen                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     299999 | OU      | $1915.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                       | Won                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |         -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |    4525960 | OU      | $251337.47    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       4032 | OU      | $400.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                           | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118563.82    | 0.15%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                            | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119888.97    | 0.15%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118867.27    | 0.15%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                        | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     139000 | PA      | $44542.47     | 0.06%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                               | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119055.95    | 0.15%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          2 | NC      | $-802.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                  | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116238.17    | 0.15%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                  | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132618.51    | 0.17%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          2 | NC      | $-403.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                 | BHP Billiton Finance Ltd.                                                               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $115645.54    | 0.15%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                     | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114279.27    | 0.15%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116943.21    | 0.15%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                          | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116595.00    | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippine Peso                                                           | Philippine Peso                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |     148810 | OU      | $2529.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |     387458 | OU      | $107927.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |       7886 | OU      | $1819.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          1 | NC      | $-90.91       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      15121 | OU      | $1642.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $136.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1 | NC      | $-577.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        515 | OU      | $400.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         39 | NC      | $1932.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          8 | NC      | $-888.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -2 | NC      | $2368.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          5 | NC      | $-4607.68     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -12 | NC      | $4641.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1 | NC      | $-127.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                     | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121335.76    | 0.16%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                   | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118876.57    | 0.15%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      27528 | PA      | $154353.62    | 0.20%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                           | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121989.91    | 0.16%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                            | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      42427 | PA      | $50741.77     | 0.06%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                       | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118511.87    | 0.15%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                       | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121319.61    | 0.16%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103719.67    | 0.13%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $279679.14    | 0.36%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                              | Glencore Capital Finance DAC                                                            | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     150000 | PA      | $175145.29    | 0.22%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                           | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     109000 | PA      | $129253.27    | 0.17%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Public Power Corp. SA                                                     | Public Power Corp. SA                                                                   | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $119103.59    | 0.15%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     700707 | PA      | $18487.86     | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114550.45    | 0.15%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     120000 | PA      | $138739.00    | 0.18%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118419.83    | 0.15%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                                       | Encore Issuances SA                                                                     | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |      31998 | PA      | $37754.50     | 0.05%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                          | WPP Finance 2013                                                                        | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116013.98    | 0.15%             | 2031-06-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $135956.66    | 0.17%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rand                                                                      | Rand                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    2834998 | OU      | $171195.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** BlackRock Allocation Target Shares

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer