# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-25-038412
**Filing Date:** 2025-12
**Character Count:** 630571
**Document Hash:** b94c63888cb09481c8c90dad76ae0496
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038412.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038412

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251217

**DATE AS OF CHANGE**: 20251217

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251578858

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD STRATEGIC INCOME FUND (Series ID: S000017747)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000048999 | Class C      | HSNCX           |
| C000049000 | Class I      | HSNIX           |
| C000049001 | Class A      | HSNAX           |
| C000052097 | Class Y      | HSNYX           |
| C000105493 | Class R3     | HSNRX           |
| C000105494 | Class R4     | HSNSX           |
| C000105495 | Class R5     | HSNTX           |
| C000148300 | Class R6     | HSNVX           |
| C000185743 | Class F      | HSNFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** THE HARTFORD STRATEGIC INCOME FUND

- **b. EDGAR series identifier (if any):** S000017747

- **c. LEI of Series:** B1PXYDSF6QUFPXUM2581

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5984566064.25

**Total Liabilities:** $1611794727.25

**Net Assets:** $4372771337.00

**Delayed Delivery Securities:** $451822759.41

**Cash Not Reported:** $130573390.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2045.53000000 | **1-Year:** -33933.49000000 | **5-Year:** -73585.75000000 | **10-Year:** -78782.50000000 | **30-Year:** -29749.67000000

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

- **3-Month:** -7328.00000000 | **1-Year:** -184354.63000000 | **5-Year:** -477896.45000000 | **10-Year:** -180846.10000000 | **30-Year:** -60989.99000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048999 | 1.43%                | 1.01%                | 0.60%                |
| Class ID C000049000 | 1.66%                | 0.99%                | 0.83%                |
| Class ID C000049001 | 1.64%                | 0.97%                | 0.81%                |
| Class ID C000052097 | 1.67%                | 1.00%                | 0.84%                |
| Class ID C000105493 | 1.48%                | 0.93%                | 0.78%                |
| Class ID C000105494 | 1.73%                | 0.96%                | 0.82%                |
| Class ID C000105495 | 1.54%                | 1.13%                | 0.71%                |
| Class ID C000148300 | 1.55%                | 1.14%                | 0.72%                |
| Class ID C000185743 | 1.55%                | 1.13%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7110308.61              | $27570161.66                               |
| Month 2  | $20643145.77             | $-3053024.25                               |
| Month 3  | $3798370.71              | $-6073784.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                 | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                     | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     3610282 | PA      | $3605769.43   | 0.08%             | 2028-12-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                                  | AGL CLO 16 Ltd                                                                                                | CUSIP: 00120MAC0<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |     5835000 | PA      | $5442059.43   | 0.12%             | 2035-01-20      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                    | AGL CLO 32 Ltd                                                                                                | CUSIP: 00121CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $966000.00    | 0.02%             | 2037-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                          | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                                              | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      603919 | PA      | $605024.23    | 0.01%             | 2028-07-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                             | AL GCX Holdings LLC Term Loan B                                                                               | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |      450950 | PA      | $449984.96    | 0.01%             | 2029-05-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                        | TricorBraun Holdings Inc 2021 Term Loan                                                                       | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     2062726 | PA      | $2051401.50   | 0.05%             | 2031-03-03      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                | APi Group DE Inc 2025 Term Loan                                                                               | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |     1596021 | PA      | $1597185.89   | 0.04%             | 2029-01-03      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      622000 | PA      | $492131.11    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                      | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $719477.05    | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                             | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      660000 | PA      | $701250.00    | 0.02%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                     | AASET 2020-1 Trust                                                                                            | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      929674 | PA      | $877318.46    | 0.02%             | 2040-01-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      228000 | PA      | $223106.48    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      750000 | PA      | $775323.00    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Acrisure, LLC                                                   | Acrisure LLC 2024 1st Lien Term Loan B6                                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     3217195 | PA      | $3211564.57   | 0.07%             | 2030-11-06      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1875313.80   | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2280582.99   | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7295000 | PA      | $7657955.43   | 0.18%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $317923.60    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                       | ADMI Corp 2021 Term Loan B2                                                                                   | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      990240 | PA      | $930825.23    | 0.02%             | 2027-12-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                              | Aegea Finance Sarl                                                                                            | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2641370.53   | 0.06%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                              | Aegea Finance Sarl                                                                                            | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    12925000 | PA      | $12601275.67  | 0.29%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                             | Affirm Master Trust                                                                                           | CUSIP: 00833BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5060000 | PA      | $5050614.21   | 0.12%             | 2033-02-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                          | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    15640000 | PA      | $15525561.34  | 0.36%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-X2                                                                     | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38562 | PA      | $1001449.24   | 0.02%             | 2029-12-17      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-A                                                                      | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2660000 | PA      | $2675971.97   | 0.06%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-A                                                                      | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1257505.63   | 0.03%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-X1                                                                     | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22656 | PA      | $205194.51    | 0.00%             | 2029-05-15      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-B                                                                      | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9100000 | PA      | $9147862.36   | 0.21%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                      | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     3910000 | PA      | $3546526.40   | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                   | Aircastle Ltd                                                                                                 | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1603000 | PA      | $1593003.53   | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                             | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     2768000 | PA      | $2737552.00   | 0.06%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                             | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3575800.00   | 0.08%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                 | Alera Group Inc 2025 Term Loan                                                                                | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      655000 | PA      | $658130.90    | 0.02%             | 2032-05-31      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                           | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1078000 | PA      | $1905904.00   | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                 | Aligned Data Centers Issuer LLC                                                                               | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2235000 | PA      | $2179491.76   | 0.05%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                  | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    19475000 | PA      | $19926547.35  | 0.46%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                  | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2097251.97   | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                    | Alliance Laundry Systems LLC 2024 Term Loan B                                                                 | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |      756940 | PA      | $757689.13    | 0.02%             | 2031-08-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                              | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                            | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     4722389 | PA      | $4716203.10   | 0.11%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                      | Allianz SE                                                                                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2800000 | PA      | $2886394.00   | 0.07%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2393778.32   | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $391046.68    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $3040350.22   | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC 2025 USD Term Loan B                                                              | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     1150000 | PA      | $1154059.50   | 0.03%             | 2032-08-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0206B0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -34660000 | PA      | $-28100507.31 | -0.64%            | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0224B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -16975000 | PA      | $-15965402.03 | -0.37%            | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30590000 | PA      | $25966825.01  | 0.59%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -30590000 | PA      | $-25966825.01 | -0.59%            | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -26715000 | PA      | $-22679554.72 | -0.52%            | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0306B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -28825000 | PA      | $-25537148.44 | -0.58%            | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0326B5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -4150000 | PA      | $-3825723.61  | -0.09%            | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10505000 | PA      | $9966172.08   | 0.23%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -32615000 | PA      | $-30942094.46 | -0.71%            | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0424B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23440000 | PA      | $23396932.98  | 0.54%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30010000 | PA      | $29248390.31  | 0.67%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426B4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -38422000 | PA      | $-37446906.12 | -0.86%            | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -16535000 | PA      | $-16108261.08 | -0.37%            | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0504B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18885000 | PA      | $19068542.37  | 0.44%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65075000 | PA      | $64742270.22  | 1.48%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -70615000 | PA      | $-70253944.09 | -1.61%            | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -23300000 | PA      | $-23165394.04 | -0.53%            | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0524B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20660000 | PA      | $21101916.37  | 0.48%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   172675000 | PA      | $174452975.77 | 3.99%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   183445000 | PA      | $185204885.11 | 4.24%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58310000 | PA      | $59625296.92  | 1.36%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48375000 | PA      | $49456745.30  | 1.13%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19635000 | PA      | $20331742.87  | 0.46%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -39280000 | PA      | $-40673840.59 | -0.93%            | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                              | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1246557 | PA      | $1254679.42   | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                              | CUSIP: 02007G4G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      757402 | PA      | $767692.16    | 0.02%             | 2032-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                              | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1876270 | PA      | $1875888.05   | 0.04%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                              | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1545000 | PA      | $1545061.80   | 0.04%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                              | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1455000 | PA      | $1455047.29   | 0.03%             | 2033-09-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                              | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1683654 | PA      | $1714268.20   | 0.04%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                              | CUSIP: 02007GZ97<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      518047 | PA      | $534375.40    | 0.01%             | 2032-05-17      | Fixed         | 9.89%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                     | Ally Auto Receivables Trust 2022-1                                                                            | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      780389 | PA      | $779441.36    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                         | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2596750.00   | 0.06%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     6990967 | PA      | $6693521.91   | 0.15%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      847110 | PA      | $813304.88    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                     | AltaGas Ltd                                                                                                   | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     2501000 | PA      | $2563865.41   | 0.06%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                        | Amentum Government Services Holdings LLC 2024 Term Loan B                                                     | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     1656000 | PA      | $1653516.00   | 0.04%             | 2031-09-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | Amentum Holdings Inc                                                                                          | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1342509.45   | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines Inc 2025 Term Loan B                                                                        | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      796000 | PA      | $798388.00    | 0.02%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                   | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     1947280 | PA      | $1953842.14   | 0.04%             | 2031-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                         | American Electric Power Co Inc                                                                                | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300541.80    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                         | American National Group Inc                                                                                   | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     2167000 | PA      | $2213044.42   | 0.05%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                    | American Express Credit Account Master Trust                                                                  | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    14100000 | PA      | $14587575.18  | 0.33%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                        | Americredit Automobile Receivables Trust 2023-1                                                               | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2425000 | PA      | $2445696.89   | 0.06%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                      | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                                   | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      580000 | PA      | $584106.40    | 0.01%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                | AmWINS Group Inc 2025 Term Loan B                                                                             | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     1275362 | PA      | $1276688.88   | 0.03%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-3                                                                               | CUSIP: 03465EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1556738.23   | 0.04%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO L                                                                                                  | CUSIP: 03771LAE4<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |     6625000 | PA      | $5066521.75   | 0.12%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                            | Aramark Services Inc 2024 Term Loan B8                                                                        | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     1127412 | PA      | $1128291.22   | 0.03%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                        | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                        | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      725000 | PA      | $181250.00    | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ARES MANAGEMENT CORP                                            | Ares Management Corp                                                                                          | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      137262 | NS      | $6491119.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                          | Ardonagh Group Finance Ltd                                                                                    | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     1100000 | PA      | $1147771.90   | 0.03%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                | Aretec Group Inc 2024 1st Lien Term Loan B                                                                    | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     3213767 | PA      | $3224275.61   | 0.07%             | 2030-08-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds               | Argentina Republic Government International Bonds                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    22625000 | PA      | $15848812.50  | 0.36%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                           | Arroyo Mortgage Trust 2021-1R                                                                                 | CUSIP: 042853AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2655000 | PA      | $2120124.23   | 0.05%             | 2048-10-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                          | Arsenal AIC Parent LLC 2025 Term Loan B                                                                       | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      841409 | PA      | $842460.96    | 0.02%             | 2030-08-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                         | Asbury Automotive Group Inc                                                                                   | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244354.93    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2021 2nd Lien Term Loan B3                                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1440000 | PA      | $1408723.20   | 0.03%             | 2028-01-31      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2021 Second Lien Term Loan B4                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1500000 | PA      | $1427910.00   | 0.03%             | 2029-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2022 Term Loan B10                                                                                | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      892632 | PA      | $893265.48    | 0.02%             | 2028-08-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2023 Term Loan B11                                                                                | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      444737 | PA      | $446048.82    | 0.01%             | 2028-08-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                         | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1013413.23   | 0.02%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                         | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      655000 | PA      | $657530.23    | 0.02%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1056819.13   | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                          | Athenahealth Group Inc 2022 Term Loan B                                                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     2534061 | PA      | $2520985.19   | 0.06%             | 2029-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                               | Avid Automobile Receivables Trust 2023-1                                                                      | CUSIP: 05368QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4990000 | PA      | $5083258.61   | 0.12%             | 2029-05-15      | Fixed         | 11.14%                | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                                     | AVID AUTOMOBILE RECEIVABLES                                                                                   | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11732518 | PA      | $11732517.53  | 0.27%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                         | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                          | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1736356.31   | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2155000 | PA      | $2171951.23   | 0.05%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1824735.60   | 0.04%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                    | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                           | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3900000 | PA      | $3546248.55   | 0.08%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                    | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                           | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2190000 | PA      | $1925654.96   | 0.04%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                     | BBCMS Mortgage Trust 2020-C7                                                                                  | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4148013 | PA      | $186492.61    | 0.00%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                     | BBCMS Mortgage Trust 2020-C7                                                                                  | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2490000 | PA      | $98933.18     | 0.00%             | 2053-04-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                        | Azule Energy Finance Plc                                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    21345000 | PA      | $21451853.07  | 0.49%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                   | B&G Foods Inc                                                                                                 | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      350000 | PA      | $336547.51    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                                              | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1090752.69   | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                          | Aveanna Healthcare LLC 2025 Term Loan B                                                                       | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      750000 | PA      | $751447.50    | 0.02%             | 2032-09-17      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                             | LBM Acquisition LLC                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     3353000 | PA      | $3058372.36   | 0.07%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1969000 | PA      | $2084355.83   | 0.05%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3325000 | PA      | $3712998.64   | 0.08%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2024-PMDW                                                                                           | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1502266.53   | 0.03%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2022-SSP                                                                                            | CUSIP: 05602HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5675000 | PA      | $5630127.78   | 0.13%             | 2039-05-15      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1066000 | PA      | $1108402.86   | 0.03%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-VIEW                                                                                            | CUSIP: 05606GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1120000 | PA      | $1099006.72   | 0.03%             | 2036-06-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                                                        | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1687699 | PA      | $1662383.11   | 0.04%             | 2036-09-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                                                       | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10165000 | PA      | $10196765.63  | 0.23%             | 2035-03-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2023-BRK2                                                                                           | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3470000 | PA      | $3608968.64   | 0.08%             | 2038-10-05      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                           | BCPE Pequod Buyer Inc USD Term Loan B                                                                         | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     1860338 | PA      | $1864988.34   | 0.04%             | 2031-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock CLO 27 Ltd                                                                                          | CUSIP: 05876BAC9<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1120000.00   | 0.03%             | 2037-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock Clo 29 Ltd                                                                                          | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |     5072000 | PA      | $4501247.84   | 0.10%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                            | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2800000 | PA      | $2802214.27   | 0.06%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                       | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     1260000 | PA      | $1211490.00   | 0.03%             | 2032-07-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                        | Boxer Parent Company Inc 2025 USD Term Loan B                                                                 | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     1915375 | PA      | $1901373.61   | 0.04%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                                                                          | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        1772 | NS      | $2234492.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      465000 | PA      | $405187.49    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                          | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      825000 | PA      | $845806.10    | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                          | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      225000 | PA      | $228874.50    | 0.01%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                         | Bank of New York Mellon/The                                                                                   | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2769187.32   | 0.06%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      480000 | PA      | $501585.19    | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | Bank of Nova Scotia/The                                                                                       | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $201840.92    | 0.00%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK25                                                                                               | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11631998 | PA      | $333264.90    | 0.01%             | 2063-01-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK18                                                                                               | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9064776 | PA      | $228688.90    | 0.01%             | 2062-05-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK26                                                                                               | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4033836 | PA      | $155067.92    | 0.00%             | 2063-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK24                                                                                               | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28075473 | PA      | $648012.81    | 0.01%             | 2062-11-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK22                                                                                               | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6376256 | PA      | $130808.25    | 0.00%             | 2062-11-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK28                                                                                               | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13552377 | PA      | $923837.11    | 0.02%             | 2063-03-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK23                                                                                               | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5247073 | PA      | $121997.60    | 0.00%             | 2052-12-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                                                       | CUSIP: 06761YAE1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $505796.50    | 0.01%             | 2037-07-15      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                        | Great Outdoors Group LLC 2025 Term Loan B                                                                     | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     3803758 | PA      | $3799801.69   | 0.09%             | 2032-01-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                              | Bausch + Lomb Corp                                                                                            | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $209000.00    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                           | Bausch Health Cos Inc                                                                                         | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      195000 | PA      | $204406.80    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                  | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3395000 | PA      | $3756058.25   | 0.09%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                     | Beach Acquisition Bidco LLC USD Term Loan B                                                                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      410000 | PA      | $411877.80    | 0.01%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                         | Beach Acquisition Bidco LLC                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1218610.91   | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                     | Van Pool Transportation LLC 2025 Term Loan                                                                    | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     1226928 | PA      | $1233835.31   | 0.03%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                     | Van Pool Transportation LLC 2025 Delayed Draw Term Loan                                                       | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |      168072 | PA      | $169018.54    | 0.00%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                         | QXO Inc Term Loan B                                                                                           | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     1044556 | PA      | $1045255.44   | 0.02%             | 2032-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                           | Becton Dickinson & Co                                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         707 | NS      | $126347.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIGNET INVESTOR LLC                                            | Beignet Investor LLC                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2124000 | PA      | $2265686.52   | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                     | Bell Telephone Co of Canada or Bell Canada                                                                    | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     1338000 | PA      | $1406294.20   | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                             | BellRing Brands Inc                                                                                           | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360889.55    | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                           | Belron UK Finance PLC 2024 EUR Incremental Term Loan B                                                        | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |     1540000 | PA      | $1784134.00   | 0.04%             | 2031-10-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                         | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                                             | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2069139 | PA      | $2077767.50   | 0.05%             | 2031-10-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                                                              | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      541000 | PA      | $476637.01    | 0.01%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B10 Mortgage Trust                                                                             | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12504855 | PA      | $429578.04    | 0.01%             | 2062-03-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B22 Mortgage Trust                                                                             | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8524883 | PA      | $526922.16    | 0.01%             | 2054-01-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                            | Berlin Packaging LLC 2025 Term Loan B7                                                                        | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     3981921 | PA      | $3976704.87   | 0.09%             | 2031-06-07      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                 | Blackhawk Network Holdings Inc 2025 Term Loan B                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     1480388 | PA      | $1485243.75   | 0.03%             | 2029-03-12      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                                            | Bleriot US Bidco Inc 2023 Term Loan B                                                                         | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |       98752 | PA      | $98906.53     | 0.00%             | 2030-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust 2024-BOCA                                                                      | CUSIP: 096817AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3765000 | PA      | $3807356.25   | 0.09%             | 2041-08-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       92431 | NS      | $5982134.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                            | Boston Properties LP                                                                                          | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     8260000 | PA      | $8082410.00   | 0.18%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II LLC                                          | Brazos Delaware II LLC 2025 Repriced Term Loan B                                                              | CUSIP: 10620UAM4<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |      393474 | PA      | $393474.45    | 0.01%             | 2030-02-11      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                   | Bridgecrest Lending Auto Securitization Trust 2024-1                                                          | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      513134 | PA      | $513306.82    | 0.01%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                       | BrightView Landscapes LLC 2025 Term Loan B                                                                    | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |     2525000 | PA      | $2518687.50   | 0.06%             | 2029-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                   | Bridgecrest Lending Auto Securitization Trust 2024-4                                                          | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2115000 | PA      | $2119466.46   | 0.05%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                            | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $3791668.75   | 0.09%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                        | Brighthouse Financial Inc                                                                                     | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |       47681 | NS      | $607932.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC Term Loan B                                                                           | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1526663 | PA      | $1530388.21   | 0.03%             | 2031-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1984555 | PA      | $1991997.36   | 0.05%             | 2031-07-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                             | Buckeye Partners LP                                                                                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234569.30    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $285259.53    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $497815.19    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                   | CCC Intelligent Solutions Inc Term Loan                                                                       | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      397000 | PA      | $397186.59    | 0.01%             | 2032-01-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                         | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      899452 | PA      | $611498.74    | 0.01%             | 2060-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                              | CFC Bidco 2022 Ltd Term Loan B                                                                                | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1955000 | PA      | $1908568.75   | 0.04%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    11660000 | PA      | $10571305.80  | 0.24%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2579906.81   | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      110000 | PA      | $118583.30    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9952597.80   | 0.23%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                              | CHG PPC Parent LLC 2021 Term Loan                                                                             | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     1531327 | PA      | $1537069.65   | 0.04%             | 2028-12-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2014-II-R Ltd                                                                                    | CUSIP: 12551FAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4760013.00   | 0.11%             | 2037-10-24      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                                               | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      674000 | PA      | $662147.58    | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS4 Mortgage Trust                                                                                 | CUSIP: 12591QAW2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1026081.00   | 0.02%             | 2047-08-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                              | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1168353.20   | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                              | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2595521.30   | 0.06%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                | CPI Holdco B LLC 2024 Term Loan                                                                               | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1009800 | PA      | $1008992.16   | 0.02%             | 2031-05-19      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC Holdings LLC                                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      375000 | PA      | $230666.66    | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC Holdings LLC                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1382430.88   | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                 | CSAIL 2015-C3 Commercial Mortgage Trust                                                                       | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     2414000 | PA      | $2126174.19   | 0.05%             | 2048-08-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC 2017-FHA1 Trust                                                                                          | CUSIP: 12651RAA5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       46040 | PA      | $42425.41     | 0.00%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                               | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1434000 | PA      | $1490252.95   | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1365885.30   | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                                                  | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8519000 | PA      | $8476141.76   | 0.19%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc Term Loan B                                                                         | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     2416640 | PA      | $2394479.03   | 0.05%             | 2030-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc 2024 Term Loan B1                                                                   | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      788000 | PA      | $779726.00    | 0.02%             | 2031-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                           | Caesars Entertainment Inc                                                                                     | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1989034.54   | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                   | Carnival Corp                                                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3435000 | PA      | $7646310.00   | 0.17%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                       | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                          | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     1587464 | PA      | $1294576.94   | 0.03%             | 2028-12-29      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                        | Castlelake Aircraft Structured Trust 2019-1                                                                   | CUSIP: 14855MAB4<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      898037 | PA      | $853159.53    | 0.02%             | 2039-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                             | Six Flags Entertainment Corporation 2024 Term Loan B                                                          | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     2559296 | PA      | $2541175.77   | 0.06%             | 2031-05-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | Celanese US Holdings LLC                                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      400000 | PA      | $393886.00    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                                 | Cemex SAB de CV                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    11410000 | PA      | $11854419.50  | 0.27%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                            | Century De Buyer LLC 2025 Term Loan B                                                                         | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      861322 | PA      | $864121.05    | 0.02%             | 2030-10-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                          | Lumen Technologies Inc                                                                                        | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92500.00     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                          | Champ Acquisition Corp                                                                                        | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3552015.12   | 0.08%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                           | Chamberlain Group Inc 2025 Term Loan B                                                                        | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     1008955 | PA      | $1011477.64   | 0.02%             | 2032-09-08      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                                                   | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      605369 | PA      | $684563.19    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      725000 | PA      | $721644.19    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                                              | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      490000 | PA      | $507794.84    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                | Cinemark USA Inc 2025 Term Loan B                                                                             | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     1766249 | PA      | $1764995.10   | 0.04%             | 2030-05-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                        | Citadel Securities Global Holdings LLC                                                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     1492000 | PA      | $1565352.69   | 0.04%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                 | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $1099661.30   | 0.03%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                             | Citigroup Commercial Mortgage Trust 2016-C3                                                                   | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3080000 | PA      | $2541111.80   | 0.06%             | 2049-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                 | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1115895.04   | 0.03%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                        | Citizens Financial Group Inc                                                                                  | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      111700 | NS      | $2833829.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                   | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     1385606 | PA      | $1385024.11   | 0.03%             | 2032-04-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                   | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                     | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |       89394 | PA      | $89356.39     | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                        | Clarios Global LP / Clarios US Finance Co                                                                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1095000 | PA      | $1120384.32   | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                        | Clear Channel Outdoor Holdings Inc                                                                            | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1251452.84   | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                        | Clear Channel Outdoor Holdings Inc                                                                            | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193447.84    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                        | Clearwater Analytics LLC 2025 Term Loan B                                                                     | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      355000 | PA      | $355223.65    | 0.01%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                          | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      300000 | PA      | $277811.61    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                          | Cloud Software Group Inc                                                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2275548.00   | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                  | Cloudflare Inc                                                                                                | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1511884.77   | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                  | Cloudflare Inc                                                                                                | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $7474315.71   | 0.17%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                          | Clydesdale Acquisition Holdings Inc                                                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200409.00    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc Term Loan B                                                               | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     2165106 | PA      | $2163417.24   | 0.05%             | 2029-04-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                                                          | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1868567 | PA      | $1863540.42   | 0.04%             | 2032-04-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan                                               | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       31750 | PA      | $31664.61     | 0.00%             | 2032-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | Coinbase Global Inc                                                                                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2705125.00   | 0.06%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | Coinbase Global Inc                                                                                           | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     3598000 | PA      | $4009971.00   | 0.09%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                         | Colombia Government International Bonds                                                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     8550000 | PA      | $6545025.00   | 0.15%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                         | Colombia Government International Bonds                                                                       | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2305000 | PA      | $2641414.75   | 0.06%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                          | Colossus Acquireco LLC Term Loan B                                                                            | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |     2725000 | PA      | $2711375.00   | 0.06%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3320127.00   | 0.08%             | 2042-03-25      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17510000 | PA      | $19280229.48  | 0.44%             | 2042-03-25      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16047172 | PA      | $17251184.90  | 0.39%             | 2042-04-25      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9720000 | PA      | $10142552.70  | 0.23%             | 2041-11-25      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7410000 | PA      | $7757006.60   | 0.18%             | 2041-12-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10816330 | PA      | $12514843.18  | 0.29%             | 2042-06-25      | Floating      | 16.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1300000 | PA      | $1467296.74   | 0.03%             | 2042-05-25      | Floating      | 14.78%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11950880 | PA      | $12771115.94  | 0.29%             | 2039-11-25      | Floating      | 13.55%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14535000 | PA      | $15107388.30  | 0.35%             | 2041-10-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Altium Packaging LLC                                            | Altium Packaging LLC 2024 Term Loan B                                                                         | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |     2050547 | PA      | $1963399.19   | 0.04%             | 2031-06-11      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                       | Construction Partners Inc Term Loan B                                                                         | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      784075 | PA      | $785055.09    | 0.02%             | 2031-11-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       43251 | NS      | $1072624.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                    | CUSIP: 21H0226B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    55716000 | PA      | $48218239.94  | 1.10%             | 2055-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                    | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12775000 | PA      | $12466244.35  | 0.29%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                    | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -12775000 | PA      | $-12466244.35 | -0.29%            | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                    | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17945000 | PA      | $18092986.31  | 0.41%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                    | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17690000 | PA      | $18003142.54  | 0.41%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                     | Corporation Service Company Term Loan B                                                                       | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |     1123645 | PA      | $1117329.98   | 0.03%             | 2029-11-02      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                            | Cotiviti Corporation 2024 Term Loan                                                                           | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1804621 | PA      | $1735450.35   | 0.04%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                            | Cotiviti Corporation 2025 2nd Amendment Term Loan                                                             | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1995000 | PA      | $1915818.45   | 0.04%             | 2032-03-26      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                        | Cougar JV Subsidiary LLC                                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $399669.00    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                            | Reworld Holding Corp                                                                                          | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      697000 | PA      | $654931.66    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                     | Creative Artists Agency LLC 2025 Repriced Term Loan B                                                         | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     1092000 | PA      | $1093059.20   | 0.02%             | 2031-10-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                | Credit Acceptance Corp                                                                                        | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $739341.96    | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                                                            | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      725000 | PA      | $747200.02    | 0.02%             | 2035-09-23      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                               | Credit Acceptance Auto Loan Trust 2023-5                                                                      | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7500000 | PA      | $7568311.50   | 0.17%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                       | Crocs Inc 2024 Term Loan                                                                                      | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      555000 | PA      | $558008.09    | 0.01%             | 2029-02-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                              | CrossCountry Intermediate HoldCo LLC                                                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11161000 | PA      | $11263950.51  | 0.26%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                            | Crown Finance US Inc 2025 Term Loan B                                                                         | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     1642608 | PA      | $1638206.00   | 0.04%             | 2031-12-02      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                        | Crown Subsea Communications HoldingInc 2025 Term Loan B                                                       | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      891000 | PA      | $895455.00    | 0.02%             | 2031-01-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                           | CyberArk Software Ltd                                                                                         | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     1200000 | PA      | $1399200.00   | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                | Cytokinetics Inc                                                                                              | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $3254500.00   | 0.07%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                | Cytokinetics Inc                                                                                              | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      612000 | PA      | $758023.20    | 0.02%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                         | DBJPM 20-C9 Mortgage Trust                                                                                    | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3283040 | PA      | $145452.13    | 0.00%             | 2053-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                         | DBJPM 2016-C3 Mortgage Trust                                                                                  | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16705684 | PA      | $59139.79     | 0.00%             | 2049-08-10      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                                                 | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      136275 | NS      | $3425953.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DATADOG INC                                                     | Datadog Inc                                                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     8915000 | PA      | $9454357.50   | 0.22%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                           | Dave & Buster's Inc 2024 1st Lien Term Loan B                                                                 | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      990000 | PA      | $881456.40    | 0.02%             | 2031-11-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                    | DAYFORCE INC 2025 TERM LOAN                                                                                   | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     1260000 | PA      | $1255275.00   | 0.03%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                    | Dayforce Inc 2025 Term Loan B                                                                                 | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |      370327 | PA      | $370326.57    | 0.01%             | 2031-03-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3475000 | PA      | $3472874.34   | 0.08%             | 2040-04-13      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460000 | PA      | $3463985.92   | 0.08%             | 2040-04-13      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                                 | DCert Buyer Inc 2021 2nd Lien Term Loan                                                                       | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     1000000 | PA      | $897500.00    | 0.02%             | 2029-02-19      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                            | Deephaven Residential Mortgage Trust 2021-3                                                                   | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $958298.00    | 0.02%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                     | Deluxe Corp                                                                                                   | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2173807.62   | 0.05%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                        | Diamond Foreign Asset Co / Diamond Finance LLC                                                                | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      225000 | PA      | $238869.23    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      627000 | PA      | $493929.26    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      365000 | PA      | $349718.78    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      309000 | PA      | $307727.94    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH Network Corp                                                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157917.45    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      966000 | PA      | $1015364.50   | 0.02%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                           | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      245000 | PA      | $267614.48    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                    | DoorDash Inc                                                                                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     4019000 | PA      | $4436976.00   | 0.10%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $93076.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD UYU                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-16469.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-31662.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $67118.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                             | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |           1 | NC      | $11571.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-29672.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $28720.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-28906.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6043.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                             | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $6064.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CO        |           1 | NC      | $75636.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CZK                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $22233.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $53962.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED RON / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $-37024.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD MYR                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-40523.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |           1 | NC      | $-20177.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD IDR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $6327.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $168088.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED HUF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $21720.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED PLN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $-1794.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD ZAR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-18735.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3047974.44   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD PHP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $70549.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $574.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-34762.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                           | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $402.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-21869.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD RON                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3323.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD PHP                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $335.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-51.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD ZAR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2397.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $518.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-54977.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $27586.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD MYR                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-916.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD PLN                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $575.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD IDR                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-5664.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD HUF                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1243.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED UYU / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UY        |           1 | NC      | $1051.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD COP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3966.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $1486.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $11596.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $26692.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD INR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1690.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-74312.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                  | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |           1 | NC      | $11042.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                      | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |           1 | NC      | $26241.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD SEK                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $78490.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $532880.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD NOK                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $309686.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $339049.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $405904.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $74108.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $29960.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $169947.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $30700.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $12489.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $7184.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-5140.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4344.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $984845.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $86383.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $17868.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $46618.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $266087.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-35.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $887107.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-824.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1772.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-483.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                         | DraftKings Holdings Inc                                                                                       | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177900.00    | 0.00%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                               | Dragon Buyer Inc Term Loan B                                                                                  | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     1006828 | PA      | $1009093.18   | 0.02%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                    | Drive Auto Receivables Trust 2024-1                                                                           | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      755163 | PA      | $755365.30    | 0.02%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                             | DT Auto Owner Trust 2021-4                                                                                    | CUSIP: 26253WAJ7<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |     1785000 | PA      | $1762496.51   | 0.04%             | 2028-07-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                         | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      758557 | PA      | $759542.85    | 0.02%             | 2031-10-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                         | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      288531 | PA      | $288905.86    | 0.01%             | 2031-10-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP Term Loan B                                                                                 | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      988400 | PA      | $985405.49    | 0.02%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP 2024 Term Loan B                                                                            | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     1549379 | PA      | $1542825.47   | 0.04%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                | EOC Borrower LLC Term Loan B                                                                                  | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1865325 | PA      | $1872319.97   | 0.04%             | 2032-03-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                | EP Purchaser LLC 2021 Term Loan B                                                                             | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     1534103 | PA      | $1305260.48   | 0.03%             | 2028-11-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                      | EW Scripps Company (The) 2025 Term Loan B2                                                                    | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      409349 | PA      | $413867.94    | 0.01%             | 2028-06-30      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                      | EW Scripps Company (The) 2025 Term Loan B3                                                                    | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      310142 | PA      | $299596.87    | 0.01%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                    | Eagle RE 2021-1 Ltd                                                                                           | CUSIP: 26983BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8870000 | PA      | $9002776.80   | 0.21%             | 2033-10-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                        | Permian Resources Operating LLC                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304132.00    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                   | EchoStar Corp                                                                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1645921 | PA      | $1698442.34   | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | Edison International                                                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     8322000 | PA      | $8116878.51   | 0.19%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | Edison International                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    10519000 | PA      | $10856323.29  | 0.25%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | Edison International                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4694000 | PA      | $4831130.52   | 0.11%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                         | Efesto Bidco SpA Efesto US LLC                                                                                | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      300000 | PA      | $299530.50    | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                       | Emera Inc                                                                                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     3492000 | PA      | $3508646.36   | 0.08%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                  | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3423038.40   | 0.08%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1080000 | PA      | $1241714.88   | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                  | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $854420.80    | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                    | Enerflex Ltd                                                                                                  | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $229618.35    | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      972000 | PA      | $1037627.50   | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1121000 | PA      | $1110846.77   | 0.03%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                              | Endure Digital Inc Non-CoOp Term Loan                                                                         | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     1701369 | PA      | $879182.37    | 0.02%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                      | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                               | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     1163250 | PA      | $1155688.88   | 0.03%             | 2031-04-23      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                           | Endo Finance Holdings Inc                                                                                     | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1097020.31   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                              | Enphase Energy Inc                                                                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1490036.00   | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Ensemble RCM LLC                                                | Ensemble RCM LLC 2024 Term Loan B                                                                             | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     1780473 | PA      | $1786865.24   | 0.04%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                | Enstar Group Ltd                                                                                              | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |       97027 | NS      | $2328648.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                                  | Enterprise Fleet Financing 2024-1 LLC                                                                         | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     3195000 | PA      | $3252587.00   | 0.07%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                     | Epicor Software Corporation 2024 Term Loan F                                                                  | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     1657951 | PA      | $1661067.95   | 0.04%             | 2031-05-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                               | EUSHI Finance Inc                                                                                             | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1935000 | PA      | $2034573.17   | 0.05%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                             | Exact Sciences Corp                                                                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $6296086.00   | 0.14%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-4                                                                    | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13875000 | PA      | $13662719.44  | 0.31%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-1                                                                    | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14910000 | PA      | $14931433.13  | 0.34%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-1                                                                    | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4480000 | PA      | $4578682.30   | 0.10%             | 2032-09-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-2                                                                    | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9200000 | PA      | $9401997.96   | 0.22%             | 2032-10-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                     | Extended Stay America Trust 2025-ESH                                                                          | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $807500.00    | 0.02%             | 2042-10-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                      | EZCORP Inc                                                                                                    | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3749680.40   | 0.09%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC 2024 Third Out Term Loan C                                                               | CUSIP: 30233PAR1<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      142040 | PA      | $29828.31     | 0.00%             | 2028-11-30      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC 2024 Second Out Term Loan B                                                              | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     1300285 | PA      | $757012.89    | 0.02%             | 2028-11-30      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                        | FMC Corp                                                                                                      | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1523648.42   | 0.03%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                        | Fortescue Treasury Pty Ltd                                                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      177000 | PA      | $171313.34    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     2411000 | PA      | $2517291.35   | 0.06%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     4462000 | PA      | $4629325.00   | 0.11%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FNZ Group Services Ltd                                          | FNZ Group Services Ltd 2024 USD Term Loan B                                                                   | CUSIP: 30339HAD3<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | US        |     2835750 | PA      | $2247331.88   | 0.05%             | 2031-11-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                            | Falcon 2019-1 Aerospace Ltd                                                                                   | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      421322 | PA      | $415010.99    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                         | Farm Credit Bank of Texas                                                                                     | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |     1957000 | PA      | $2043941.68   | 0.05%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                         | Farm Credit Bank of Texas                                                                                     | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |     1265000 | PA      | $1317720.14   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      315000 | PA      | $334604.99    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                              | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1505955 | PA      | $1521266.73   | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                              | CUSIP: 3132CXZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9624646 | PA      | $9840559.93   | 0.23%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10496088 | PA      | $10605742.13  | 0.24%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Federal Home Loan Mortgage Corp                                                                               | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |       18325 | NS      | $293200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                      | Federal National Mortgage Association                                                                         | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |       18250 | NS      | $306965.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136A6DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         520 | PA      | $34.44        | 0.00%             | 2042-05-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136A6MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87631 | PA      | $19590.77     | 0.00%             | 2042-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136A6U85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          10 | PA      | $0.03         | 0.00%             | 2027-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136A9BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8368 | PA      | $846.61       | 0.00%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136ABFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9574 | PA      | $126.30       | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3174 | PA      | $71.45        | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34329 | PA      | $1549.27      | 0.00%             | 2055-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136ANMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10362 | PA      | $501.85       | 0.00%             | 2030-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136BS6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1079510 | PA      | $57269.33     | 0.00%             | 2054-10-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136BUPJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1185904 | PA      | $60211.43     | 0.00%             | 2055-01-25      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 3136BVBZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2674366 | PA      | $147515.86    | 0.00%             | 2055-03-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                            | Federal Realty OP LP                                                                                          | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     4950000 | PA      | $4940100.00   | 0.11%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 3137A9DZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69564 | PA      | $70100.51     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11244 | PA      | $767.35       | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FLYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2605748 | PA      | $184146.91    | 0.00%             | 2047-05-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3870000 | PA      | $42379.21     | 0.00%             | 2047-05-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1890000 | PA      | $131785.16    | 0.00%             | 2047-08-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3345000 | PA      | $44191.46     | 0.00%             | 2047-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1150193 | PA      | $78181.84     | 0.00%             | 2046-09-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4759080 | PA      | $308246.09    | 0.01%             | 2047-10-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FQ3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2658480 | PA      | $169755.38    | 0.00%             | 2047-11-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3754470 | PA      | $146901.51    | 0.00%             | 2030-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FREL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2355000 | PA      | $167096.91    | 0.00%             | 2047-02-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2374032 | PA      | $434602.69    | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2087262 | PA      | $123041.59    | 0.00%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1955000 | PA      | $254243.25    | 0.01%             | 2048-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12081492 | PA      | $524687.13    | 0.01%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1948948 | PA      | $346078.02    | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 3137HFY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      876210 | PA      | $40269.05     | 0.00%             | 2054-10-25      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 3137HLB68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2368131 | PA      | $168464.13    | 0.00%             | 2055-05-25      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                               | CUSIP: 3138L6RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29892 | PA      | $29703.46     | 0.00%             | 2030-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                               | CUSIP: 3138L8HG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25601 | PA      | $25337.50     | 0.00%             | 2026-12-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32426 | PA      | $33466.20     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 31394GXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2624 | PA      | $2717.20      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7334 | PA      | $7604.56      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                             | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8535 | PA      | $8824.88      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 31397CNW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1445 | PA      | $1223.16      | 0.00%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                            | CUSIP: 31398EX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33858 | PA      | $34288.28     | 0.00%             | 2039-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                               | CUSIP: 3140W2X48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5823526 | PA      | $5880902.27   | 0.13%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                               | CUSIP: 31418E4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2344412 | PA      | $2423579.22   | 0.06%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                                                     | CUSIP: 31423XPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3773406 | PA      | $362582.14    | 0.01%             | 2041-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                                                            | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2731144 | PA      | $489086.39    | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                              | CUSIP: 3142J6CN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10775000 | PA      | $10887581.08  | 0.25%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                              | Ellington Financial Mortgage Trust 2021-2                                                                     | CUSIP: 31572LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5881000 | PA      | $4409239.17   | 0.10%             | 2066-06-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                           | Fidelis Insurance Holdings Ltd                                                                                | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |     1018000 | PA      | $1099603.90   | 0.03%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                    | Filtration Group Corporation 2025 EUR Term Loan B                                                             | CUSIP: 31732FAW6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      450000 | PA      | $523879.45    | 0.01%             | 2028-10-21      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                    | Filtration Group Corporation 2025 USD Term Loan                                                               | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     1502913 | PA      | $1508232.91   | 0.03%             | 2028-10-21      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2021 Term Loan                                                                         | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     3043332 | PA      | $299250.84    | 0.01%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2021 2nd Lien Term Loan                                                                | CUSIP: 31935HAF4<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2022 Incremental Term Loan                                                             | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     1972124 | PA      | $193918.95    | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                         | First Brands Group LLC 2025 DIP Term Loan                                                                     | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      436235 | PA      | $461911.79    | 0.01%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                      | GC Ferry Acquisition I Inc Term Loan                                                                          | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     1806562 | PA      | $1802299.01   | 0.04%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                      | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                             | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      308438 | PA      | $307709.59    | 0.01%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                         | First Student Bidco Inc 2025 Term Loan B                                                                      | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     2287681 | PA      | $2289396.41   | 0.05%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                         | First Student Bidco Inc 2025 Term Loan C                                                                      | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      419778 | PA      | $419987.51    | 0.01%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                | Flatiron RR CLO 22 LLC                                                                                        | CUSIP: 33883QAY1<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |     3050000 | PA      | $2897435.95   | 0.07%             | 2034-10-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                       | Corpay Technologies Operating Company LLC Term Loan B5                                                        | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      969517 | PA      | $968847.84    | 0.02%             | 2028-04-28      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                      | Fluor Corp                                                                                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     5145000 | PA      | $6621615.00   | 0.15%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                       | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                          | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     1815875 | PA      | $1821831.07   | 0.04%             | 2032-01-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     2153725 | PA      | $2158441.66   | 0.05%             | 2031-09-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                    | Ford Credit Auto Owner Trust 2022-C                                                                           | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1707931.01   | 0.04%             | 2028-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                        | Ford Credit Auto Owner Trust 2023-REV2                                                                        | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10313801.00  | 0.24%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                                    | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                  | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     3602775 | PA      | $3607278.47   | 0.08%             | 2031-06-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2422000 | PA      | $2613683.81   | 0.06%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      446000 | PA      | $474294.08    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn1                                                                                    | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      180000 | PA      | $186424.07    | 0.00%             | 2051-01-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn1                                                                                    | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     2770000 | PA      | $3046213.04   | 0.07%             | 2051-01-25      | Floating      | 11.93%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn3                                                                                    | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     4740000 | PA      | $4912601.41   | 0.11%             | 2051-11-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn3                                                                                    | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     3670000 | PA      | $3890684.81   | 0.09%             | 2051-11-25      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn8                                                                                    | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |      730000 | PA      | $762278.63    | 0.02%             | 2044-05-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                       | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    12525000 | PA      | $13279584.91  | 0.30%             | 2041-11-25      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                       | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     2395000 | PA      | $2535286.17   | 0.06%             | 2042-01-25      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                       | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    13320000 | PA      | $16329042.61  | 0.37%             | 2050-03-25      | Floating      | 11.90%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn6                                                                                    | CUSIP: 355920AB5<br>LEI: 5493000F3M25G6705C67 | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $4845646.68   | 0.11%             | 2043-05-25      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                           | Freedom Mortgage Corp                                                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     7910000 | PA      | $8805143.06   | 0.20%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     3603000 | PA      | $3783150.00   | 0.09%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2625674.22   | 0.06%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    11330000 | PA      | $11812818.21  | 0.27%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                          | Froneri Lux FinCo SARL                                                                                        | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      395000 | PA      | $398466.92    | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                         | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249807.63    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                                    | Frontier Communications Corp 2025 Term Loan B                                                                 | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1786025 | PA      | $1782685.13   | 0.04%             | 2031-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.00         | 0.00%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25661479 | PA      | $24467883.94  | 0.56%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2011-GC5                                                                         | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20406 | PA      | $14.23        | 0.00%             | 2044-08-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2012-GCJ9                                                                        | CUSIP: 36192PAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1678396 | PA      | $1635261.05   | 0.04%             | 2045-11-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2012-BWTR                                                                   | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     6554416 | PA      | $5679078.07   | 0.13%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2013-GC13                                                                        | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |       66034 | PA      | $0.66         | 0.00%             | 2046-07-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2014-GC20                                                                        | CUSIP: 36252WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158560 | PA      | $124630.99    | 0.00%             | 2047-04-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                           | GFL Environmental Inc 2025 Term Loan B                                                                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      600000 | PA      | $599400.00    | 0.01%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2020-GC45                                                                        | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7009484 | PA      | $146230.45    | 0.00%             | 2053-02-13      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp II                                                                                | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     7960000 | PA      | $8125446.21   | 0.19%             | 2041-03-10      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                       | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    23893000 | PA      | $23361113.63  | 0.53%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                      | GLS Auto Receivables Issuer Trust 2025-1                                                                      | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1317000 | PA      | $1334000.49   | 0.03%             | 2032-03-15      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust              | GM Financial Consumer Automobile Receivables Trust 2025-1                                                     | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9795000 | PA      | $9973060.37   | 0.23%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                  | Galaxy XXV CLO Ltd                                                                                            | CUSIP: 36319YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1385000 | PA      | $1381436.40   | 0.03%             | 2036-04-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                           | GC Treasury Center Co Ltd                                                                                     | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     4621000 | PA      | $4677366.63   | 0.11%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                           | GC Treasury Center Co Ltd                                                                                     | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     4741000 | PA      | $4904408.76   | 0.11%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                                               | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2176930.98   | 0.05%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Genesee & Wyoming Inc (New)                                     | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                    | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     1534500 | PA      | $1530402.89   | 0.03%             | 2031-04-10      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1046383.54   | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                          | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $223263.61    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219184.09    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC                                                 | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     2124000 | PA      | $2068621.31   | 0.05%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                          | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     1678000 | PA      | $1754338.93   | 0.04%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                | Gloves Buyer Inc 2025 Term Loan                                                                               | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      855000 | PA      | $841371.30    | 0.02%             | 2032-05-21      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                  | Go Daddy Operating Company LLC 2024 Term Loan B7                                                              | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |      493750 | PA      | $492258.88    | 0.01%             | 2031-05-30      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                                | Barnes Group Inc 2025 Term Loan B                                                                             | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     1273600 | PA      | $1272008.00   | 0.03%             | 2032-01-27      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                 | Goat Holdco LLC                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1102855.85   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                      | goeasy Ltd                                                                                                    | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     2300000 | PA      | $2294868.01   | 0.05%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                      | goeasy Ltd                                                                                                    | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      210000 | PA      | $205220.65    | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                           | Golden State Food LLC Term Loan B                                                                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      722718 | PA      | $724474.37    | 0.02%             | 2031-12-04      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                                  | Golub Capital Partners ABS Funding 2024-1                                                                     | CUSIP: 38179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3340000 | PA      | $3431195.36   | 0.08%             | 2034-01-25      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                   | CUSIP: 381930AA4<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     1875000 | PA      | $1935636.19   | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                 | Golub Capital Partners CLO 72 B Ltd                                                                           | CUSIP: 381942AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     5300000 | PA      | $5343258.60   | 0.12%             | 2037-04-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                      | CUSIP: 38375GLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6879 | PA      | $563.71       | 0.00%             | 2042-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                      | CUSIP: 38378GRL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18628 | PA      | $3143.38      | 0.00%             | 2041-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                      | CUSIP: 38378MAD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1975547 | PA      | $326382.63    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                      | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2772062 | PA      | $486487.21    | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                     | Grant Thornton Advisors LLC 2025 Term Loan B                                                                  | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     1029632 | PA      | $1025781.64   | 0.02%             | 2031-06-02      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                  | Gray Media Inc                                                                                                | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105517.26    | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                         | Great Canadian Gaming Corp/Raptor LLC                                                                         | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     1575000 | PA      | $1539880.97   | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                          | Genesys Cloud Services Holdings II LLC 2025 EUR Term Loan B                                                   | CUSIP: 39479UAX1<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     1116562 | PA      | $1286684.08   | 0.03%             | 2032-01-30      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                          | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                   | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      895500 | PA      | $884306.25    | 0.02%             | 2032-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Issuer Trust 2025-1                                                                 | CUSIP: 39571NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3600000 | PA      | $3720592.80   | 0.09%             | 2060-03-25      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Issuer Trust 2025-2                                                                 | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1013077.40   | 0.02%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                             | Griffon Corp                                                                                                  | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      450000 | PA      | $449958.24    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                                 | Groundworks LLC 2024 Term Loan                                                                                | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |      400321 | PA      | $400573.22    | 0.01%             | 2031-03-14      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                                 | Groundworks LLC 2024 Delayed Draw Term Loan                                                                   | CUSIP: 39954EAC7<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |       74462 | PA      | $74509.11     | 0.00%             | 2031-03-14      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                                      | Gryphon Acquire Newco LLC Term Loan B                                                                         | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      760000 | PA      | $763328.80    | 0.02%             | 2032-09-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                             | Guardant Health Inc                                                                                           | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $6258084.00   | 0.14%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                                             | Intrado Corporation 2023 Term Loan B                                                                          | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     1025635 | PA      | $1025850.65   | 0.02%             | 2030-01-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                          | Guidewire Software Inc                                                                                        | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $6071850.00   | 0.14%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                  | Core & Main LP 2024 Term Loan D                                                                               | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     1546347 | PA      | $1545697.92   | 0.04%             | 2028-07-27      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                             | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3025136.32   | 0.07%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $630696.68    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSB GROUP INC                                                   | HSB Group Inc                                                                                                 | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1341498.00   | 0.03%             | 2027-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7985000 | PA      | $8172748.11   | 0.19%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1457000 | PA      | $1506233.78   | 0.03%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3188973.76   | 0.07%             | 2039-05-10      | Variable      | 11.93%                | No            |                  2 | On Loan: No      |
| HIH Trust                                                       | HIH Trust 2024-61P                                                                                            | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5138098 | PA      | $5163788.96   | 0.12%             | 2041-10-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                             | HINNT 2024-A LLC                                                                                              | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      887058 | PA      | $854225.31    | 0.02%             | 2043-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                                 | Hamlin Park CLO Ltd                                                                                           | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1170000 | PA      | $942019.65    | 0.02%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                               | Hanesbrands Inc 2025 Term Loan B                                                                              | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     1780076 | PA      | $1783049.22   | 0.04%             | 2032-03-07      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                      | Hanger Inc 2024 Term Loan B                                                                                   | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      656719 | PA      | $658032.35    | 0.02%             | 2031-10-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                      | Hanger Inc 2024 Delayed Draw Term Loan                                                                        | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |       84917 | PA      | $85087.08     | 0.00%             | 2031-10-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                          | HAT Holdings I LLC / HAT Holdings II LLC                                                                      | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5225000 | PA      | $6186400.00   | 0.14%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                          | Hayward Industries Inc 2021 Term Loan                                                                         | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     1452850 | PA      | $1456482.02   | 0.03%             | 2028-05-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                            | Heartland Dental LLC 2025 Term Loan                                                                           | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     1265765 | PA      | $1267473.94   | 0.03%             | 2032-08-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                            | Herschend Entertainment Company LLC 2025 Term Loan B                                                          | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      603488 | PA      | $605750.58    | 0.01%             | 2032-05-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                                         | Hertz Corporation (The) 2023 Incremental Term Loan B                                                          | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      350000 | PA      | $287700.00    | 0.01%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LP                                                                                | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4882082.00   | 0.11%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing LLC                                                                                   | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     5010000 | PA      | $4892717.90   | 0.11%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                               | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     3460000 | PA      | $3498969.63   | 0.08%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                               | CUSIP: 42806MBZ1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     4770000 | PA      | $4951302.45   | 0.11%             | 2029-09-25      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                               | CUSIP: 42806MCD9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    10405000 | PA      | $10680132.13  | 0.24%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                          | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                              | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     2786713 | PA      | $2783229.76   | 0.06%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                         | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     3735000 | PA      | $3738955.37   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                         | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $857480.80    | 0.02%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                                          | Hobbs & Associates LLC Term Loan B                                                                            | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |     1181769 | PA      | $1179759.84   | 0.03%             | 2031-07-23      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                     | Home RE 2023-1 Ltd                                                                                            | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2996057 | PA      | $3068432.52   | 0.07%             | 2033-10-25      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                        | Horizon Aircraft Finance I Ltd                                                                                | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1503831 | PA      | $1484995.72   | 0.03%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                        | Horizon Aircraft Finance III Ltd                                                                              | CUSIP: 44040JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1078690 | PA      | $977627.56    | 0.02%             | 2039-11-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                                                           | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     1895000 | PA      | $1857127.10   | 0.04%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                        | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                 | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5525000 | PA      | $5702396.70   | 0.13%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                       | HUB International Limited 2025 Term Loan B                                                                    | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     4374501 | PA      | $4388018.35   | 0.10%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB International Ltd                                                                                         | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      900000 | PA      | $897314.94    | 0.02%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB International Ltd                                                                                         | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93278.00     | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    17925000 | PA      | $16502930.52  | 0.38%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     1610000 | PA      | $1374786.57   | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     2145000 | PA      | $2096926.37   | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                        | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      596989 | PA      | $596312.45    | 0.01%             | 2033-03-21      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                        | CUSIP: 446438TB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1163515 | PA      | $1174499.97   | 0.03%             | 2033-03-21      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                        | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      758338 | PA      | $763759.96    | 0.02%             | 2032-10-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                        | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2194074 | PA      | $2186722.05   | 0.05%             | 2033-09-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                         | Hyundai Auto Lease Securitization Trust 2024-A                                                                | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6630000 | PA      | $6671887.68   | 0.15%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SAS                                                                                             | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1435000 | PA      | $1540136.65   | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                | IRB Holding Corp 2024 1st Lien Term Loan B                                                                    | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     3455027 | PA      | $3459207.40   | 0.08%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                   | Coherent Corp 2025 Term Loan B2                                                                               | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     1276407 | PA      | $1276803.15   | 0.03%             | 2029-07-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                             | Immunocore Holdings PLC                                                                                       | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     3646000 | PA      | $3207021.60   | 0.07%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                               | Imola Merger Corp                                                                                             | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $542137.95    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                                                        | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275000 | PA      | $1034535.26   | 0.02%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2023 Term Loan                                                                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     2479224 | PA      | $2248978.38   | 0.05%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2024 Term Loan B4                                                                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1947404 | PA      | $1554028.70   | 0.04%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                    | ING Groep NV                                                                                                  | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2140000 | PA      | $1911483.52   | 0.04%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                      | Intel Corp                                                                                                    | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      911000 | PA      | $871162.08    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                           | Integer Holdings Corp                                                                                         | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4419150.00   | 0.10%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                         | International Airport Finance SA                                                                              | CUSIP: 45900TAA0<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     6830674 | PA      | $7288035.12   | 0.17%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2550000 | PA      | $2416682.99   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1440000 | PA      | $1782260.93   | 0.04%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                        | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     5366000 | PA      | $8166515.40   | 0.19%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                        | IREN Ltd                                                                                                      | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $684450.00    | 0.02%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                               | Iron Mountain Inc 2023 Term Loan B                                                                            | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      584588 | PA      | $584464.74    | 0.01%             | 2031-01-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                               | Ivanhoe Mines Ltd                                                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    10380000 | PA      | $10698780.18  | 0.24%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                  | Chase Auto Credit Linked Notes Series 2025-1                                                                  | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2619866 | PA      | $2622339.34   | 0.06%             | 2033-02-25      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                  | Chase Auto Credit Linked Notes Series 2025-1                                                                  | CUSIP: 46591HCW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1024009 | PA      | $1023345.77   | 0.02%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                        | JH North America Holdings Inc                                                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205119.00    | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                 | CUSIP: 46639EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2375605.20   | 0.05%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                 | CUSIP: 46639EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      485000 | PA      | $395279.85    | 0.01%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                 | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4164673 | PA      | $3956689.69   | 0.09%             | 2046-12-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                           | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     6850000 | PA      | $6195209.87   | 0.14%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                           | CUSIP: 46643GAK6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     2140000 | PA      | $2058395.17   | 0.05%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2015-C28                                                           | CUSIP: 46644FAX9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1934000 | PA      | $1741064.16   | 0.04%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1315092.52   | 0.03%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      705000 | PA      | $726162.37    | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207373.00    | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                        | Jacobs Entertainment Inc                                                                                      | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      350000 | PA      | $339062.50    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                           | Jane Street Group LLC 2024 Term Loan B1                                                                       | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     2069765 | PA      | $2049191.68   | 0.05%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                        | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $506394.90    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1375000 | PA      | $1474000.00   | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3566000 | PA      | $4354086.00   | 0.10%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                      | JD.com Inc                                                                                                    | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     1925000 | PA      | $2030875.00   | 0.05%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                         | JetBlue Airways Corp / JetBlue Loyalty LP                                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1590000 | PA      | $1562802.33   | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                  | JBT Marel Corp                                                                                                | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $3571475.00   | 0.08%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                        | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      829602 | PA      | $806169.46    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                            | Johnstone Supply LLC Term Loan B                                                                              | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      777150 | PA      | $777997.09    | 0.02%             | 2031-06-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                             | KKR Apple Bidco LLC 2025 Term Loan                                                                            | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     2218238 | PA      | $2223383.81   | 0.05%             | 2031-09-23      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                            | Kaiser Aluminum Corp                                                                                          | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $381668.61    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                      | Kaseya Inc 2025 1st Lien Term Loan B                                                                          | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     2034775 | PA      | $2033716.92   | 0.05%             | 2032-03-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                      | Kaseya Inc 2025 2nd Lien Term Loan B                                                                          | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      335000 | PA      | $331023.55    | 0.01%             | 2033-03-18      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc                                    | Kodiak Building Partners Inc 2024 Term Loan B                                                                 | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      439694 | PA      | $436396.20    | 0.01%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                             | LBM Acquisition LLC 2024 Incremental Term Loan B                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     3849587 | PA      | $3710848.34   | 0.08%             | 2031-06-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                            | LC AHAB US Bidco LLC Term Loan B                                                                              | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     2231036 | PA      | $2233824.50   | 0.05%             | 2031-05-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                   | LFS Topco LLC                                                                                                 | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18214000 | PA      | $17829333.07  | 0.41%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                                | LTI Holdings Inc 2024 Term Loan B                                                                             | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |     1509750 | PA      | $1517298.75   | 0.03%             | 2029-07-29      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                         | Les Schwab Tire Centers 2025 Term Loan B                                                                      | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      995000 | PA      | $988781.25    | 0.02%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                             | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                                                          | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     3491250 | PA      | $3509788.54   | 0.08%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                           | Lantheus Holdings Inc                                                                                         | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $5263000.00   | 0.12%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                | Vital Energy Inc                                                                                              | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      235000 | PA      | $241618.54    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                          | Lendmark Funding Trust 2025-1                                                                                 | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3790000 | PA      | $3927747.93   | 0.09%             | 2034-09-20      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                                                         | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1764362.50   | 0.04%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                                                         | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      350000 | PA      | $359591.05    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                           | Level 3 Financing Inc 2025 Repriced Term Loan B4                                                              | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     1250000 | PA      | $1247812.50   | 0.03%             | 2032-03-29      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                              | Lewey Park CLO Ltd                                                                                            | CUSIP: 527582AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1585000 | PA      | $1155049.73   | 0.03%             | 2037-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                             | Limak Yenilenebilir Enerji AS                                                                                 | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    17980000 | PA      | $17734553.22  | 0.41%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                           | Lincoln National Corp                                                                                         | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3657301.80   | 0.08%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                        | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $3318480.00   | 0.08%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                           | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $4698450.00   | 0.11%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2021 2nd Lien Term Loan                                                                          | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      795000 | PA      | $594262.50    | 0.01%             | 2029-02-23      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                             | MKS Instruments Inc 2025 USD Repriced Term Loan                                                               | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |      926343 | PA      | $926843.64    | 0.02%             | 2029-08-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                                 | MV Holding GmbH 2025 USD Term Loan B                                                                          | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      334162 | PA      | $334997.91    | 0.01%             | 2032-03-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                            | MAD Commercial Mortgage Trust 2025-11MD                                                                       | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6325000 | PA      | $6329393.98   | 0.14%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                         | Macy's Retail Holdings LLC                                                                                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1309000 | PA      | $1066036.90   | 0.02%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | Warnermedia Holdings Inc                                                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      175000 | PA      | $160289.06    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                        | Warnermedia Holdings Inc                                                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1709814.90   | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                            | Michaels Cos Inc/The                                                                                          | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1587428.14   | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                                             | CUSIP: 55956DAE9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $2496000.00   | 0.06%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                      | MajorDrive Holdings IV LLC Term Loan B                                                                        | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     1579892 | PA      | $1530267.20   | 0.03%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5795000 | PA      | $6081511.75   | 0.14%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1608232.09   | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                          | Massachusetts Institute of Technology                                                                         | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      305000 | PA      | $313653.67    | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | Matador Resources Co                                                                                          | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      230000 | PA      | $229659.99    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                          | Mauser Packaging Solutions Holding Co                                                                         | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394964.12    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                             | Maverick Gaming LLC 2024 Second Out Term Loan                                                                 | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      977060 | PA      | $537383.24    | 0.01%             | 2028-06-05      | Floating      | 15.50%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                     | McAfee Corp                                                                                                   | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      525000 | PA      | $480606.26    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                     | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     4001103 | PA      | $3784362.82   | 0.09%             | 2029-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP 2025 Term Loan B                                                                          | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     3481146 | PA      | $3484000.54   | 0.08%             | 2028-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                 | Mercer International Inc                                                                                      | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     8605000 | PA      | $7144277.16   | 0.16%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                        | Merit Medical Systems Inc                                                                                     | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     4514000 | PA      | $5437113.00   | 0.12%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                             | Meritage Homes Corp                                                                                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     7595000 | PA      | $7565280.54   | 0.17%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                 | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      615000 | PA      | $696731.59    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                 | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     1140000 | PA      | $1159196.12   | 0.03%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                          | Michaels Companies Inc 2021 Term Loan B                                                                       | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     2542149 | PA      | $2426608.57   | 0.06%             | 2028-04-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                    | Strategy Inc                                                                                                  | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1994625.00   | 0.05%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                        | Midcap Financial Issuer Trust                                                                                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2357000 | PA      | $2315138.27   | 0.05%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                               | Middleby Corp/The                                                                                             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        1008 | NS      | $125223.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                          | AthenaHealth Group Inc                                                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      387000 | PA      | $378858.80    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2017-H1                                                                        | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     2055000 | PA      | $1930013.46   | 0.04%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2006-TOP21                                                                     | CUSIP: 617451CX5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |        5245 | PA      | $1565.39      | 0.00%             | 2052-10-12      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2011-C3                                                                        | CUSIP: 61760RAS1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $437860.74    | 0.01%             | 2049-07-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                    | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     1145000 | PA      | $1048971.48   | 0.02%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                                                   | CUSIP: 61762MBC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1134000 | PA      | $938024.84    | 0.02%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       77950 | NS      | $2039172.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2014-150E                                                                      | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     6385000 | PA      | $5747223.42   | 0.13%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                           | Muangthai Capital PCL                                                                                         | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     9120000 | PA      | $9425758.31   | 0.22%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities                       | Multifamily Connecticut Avenue Securities Trust 2024-01                                                       | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3272463.18   | 0.07%             | 2054-07-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                           | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     4865000 | PA      | $4943139.20   | 0.11%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                           | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3550000 | PA      | $3600880.62   | 0.08%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1365000 | PA      | $1402620.77   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2650000 | PA      | $2938187.50   | 0.07%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5055000 | PA      | $4846481.25   | 0.11%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEP/NCP Holdco Inc                                              | NEP/NCP Holdco Inc 2018 2nd Lien Term Loan                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210000 | PA      | $189436.80    | 0.00%             | 2026-10-19      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                   | NEP Group Inc 2025 Term Loan B                                                                                | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1538029 | PA      | $1474585.25   | 0.03%             | 2031-10-17      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                | NMEF Funding 2025-B LLC                                                                                       | CUSIP: 62919WAF6<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |     1298000 | PA      | $1298355.52   | 0.03%             | 2033-01-18      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                  | NCR Atleos LLC 2025 Term Loan B                                                                               | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      420267 | PA      | $420443.16    | 0.01%             | 2029-04-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                      | Waystar Technologies Inc 2025 Term Loan B                                                                     | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     1527420 | PA      | $1526152.61   | 0.03%             | 2029-10-22      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC 2019 Term Loan B5                                                                            | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      202463 | PA      | $190527.77    | 0.00%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman Loan Advisers CLO 25 Ltd                                                                     | CUSIP: 64131KAN3<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |     8120000 | PA      | $8084954.08   | 0.18%             | 2038-07-18      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd   | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd                                              | CUSIP: 64135QAE6<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $2240000.00   | 0.05%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman Loan Advisers Clo 56 Ltd                                                                     | CUSIP: 64135UAC1<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |     2830000 | PA      | $1782900.00   | 0.04%             | 2037-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                                             | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $959500.00    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Inc                                              | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       17533 | NS      | $1427186.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS Buyer LLC                                                 | NEXUS Buyer LLC 2025 Term Loan B                                                                              | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     1363156 | PA      | $1353123.38   | 0.03%             | 2031-07-31      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                | NJ 2025-WBRK                                                                                                  | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7775000 | PA      | $7273775.30   | 0.17%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                        | Northriver Midstream Finance LP                                                                               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $229289.40    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                 | NorthRiver Midstream Finance LP 2023 USD Term Loan B                                                          | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |     2481497 | PA      | $2476409.67   | 0.06%             | 2030-08-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA Chemicals Corp                                                                                           | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $175396.20    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                             | Novelis Corporation 2025 Term Loan B                                                                          | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |     1303450 | PA      | $1306226.35   | 0.03%             | 2032-03-11      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                     | Nutanix Inc                                                                                                   | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7574187.50   | 0.17%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                     | NVIDIA Corp                                                                                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1137499.45   | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     7188000 | PA      | $7742228.22   | 0.18%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                                      | OSAT 2021-RPL1 Trust                                                                                          | CUSIP: 67114HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5112706 | PA      | $5105974.04   | 0.12%             | 2065-05-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                               | OCP Aegis CLO 2024-39 Ltd                                                                                     | CUSIP: 67120HAA4<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |     2415000 | PA      | $2344440.95   | 0.05%             | 2037-01-16      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                                                        | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9225000 | PA      | $9214234.43   | 0.21%             | 2042-02-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                             | Octagon Investment Partners XVI Ltd                                                                           | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4443540.00   | 0.10%             | 2030-07-17      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                            | Octagon Investment Partners 27 Ltd                                                                            | CUSIP: 67591CAE7<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |     2825000 | PA      | $2558924.55   | 0.06%             | 2030-07-15      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                        | Olympus Water US Holding Corp                                                                                 | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194948.58    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WATER US HOLDING CORP                                   | OLYMPUS WATER US HOLDING CORP 2025 USD TERM LOAN B                                                            | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      630000 | PA      | $626850.00    | 0.01%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                         | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      850000 | PA      | $983875.00    | 0.02%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4491520.00   | 0.10%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                              | OMNIA Partners LLC 2024 Term Loan B                                                                           | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      518451 | PA      | $518450.62    | 0.01%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                               | OneSky Flight LLC                                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1039945.62   | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                  | 1261229 BC Ltd                                                                                                | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1463433.34   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Open Text Corporation                                           | Open Text Corporation 2023 Term Loan B                                                                        | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     2037320 | PA      | $2034773.25   | 0.05%             | 2030-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                   | Open Text Holdings Inc                                                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $448637.15    | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                       | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                    | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     3257135 | PA      | $3263257.98   | 0.07%             | 2028-10-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                               | Advisor Group Inc 2025 Term Loan                                                                              | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      810000 | PA      | $811012.50    | 0.02%             | 2032-07-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                     | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       43482 | NS      | $1787110.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5824820.00   | 0.13%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2025-7 LLC                                                                                               | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1808000 | PA      | $1808342.25   | 0.04%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | Pret 2025-NPL11 LLC                                                                                           | CUSIP: 69383AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3045000 | PA      | $3042512.24   | 0.07%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2025-8 LLC                                                                                               | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9199000 | PA      | $9195798.75   | 0.21%             | 2030-10-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL12 LLC                                                                                           | CUSIP: 69383CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3811000 | PA      | $3806598.30   | 0.09%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                  | PEAC Solutions Receivables 2025-1 LLC                                                                         | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13005000 | PA      | $13234607.18  | 0.30%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | Pret 2025-NPL2 LLC                                                                                            | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3510934.35   | 0.08%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2025-5 LLC                                                                                               | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      555000 | PA      | $555061.05    | 0.01%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2018-1 Ltd                                                                                  | CUSIP: 69689GAE7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |     1815000 | PA      | $1815234.14   | 0.04%             | 2037-04-18      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                    | Parsons Corp                                                                                                  | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $6475175.00   | 0.15%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                          | Penn Entertainment Inc                                                                                        | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $325944.92    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| PENN Entertainment Inc                                          | PENN Entertainment Inc 2022 Term Loan B                                                                       | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1273549 | PA      | $1275064.74   | 0.03%             | 2029-05-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                           | PennyMac Financial Services Inc                                                                               | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1570467.00   | 0.04%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                           | PennyMac Financial Services Inc                                                                               | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1157828.79   | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                    | Peraton Corp Term Loan B                                                                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     2703318 | PA      | $2326394.10   | 0.05%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                           | Petco Health and Wellness Company Inc 2021 Term Loan B                                                        | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     1447530 | PA      | $1424702.26   | 0.03%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4760000 | PA      | $3942009.23   | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5310000 | PA      | $4815110.66   | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4150000 | PA      | $4059285.15   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                    | PetSmart Inc 2025 USD Term Loan B                                                                             | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     1520732 | PA      | $1497920.75   | 0.03%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                        | PetSmart LLC / PetSmart Finance Corp                                                                          | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $349107.50    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                  | Phillips 66 Co                                                                                                | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1420474.73   | 0.03%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                  | Phillips 66 Co                                                                                                | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2322843.60   | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                               | Parexel International Corporation 2025 Term Loan B                                                            | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |      927845 | PA      | $930117.79    | 0.02%             | 2028-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2021 Term Loan B                                                              | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      987080 | PA      | $901391.68    | 0.02%             | 2028-04-12      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2024 Term Loan B                                                              | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      891000 | PA      | $777958.83    | 0.02%             | 2031-05-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                          | Planet Financial Group LLC                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14750000 | PA      | $15277430.50  | 0.35%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                             | Planet US Buyer LLC 2024 Term Loan B                                                                          | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     1268938 | PA      | $1274495.45   | 0.03%             | 2031-02-07      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                             | Recess Holdings Inc 2025 Repriced Term Loan                                                                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      492528 | PA      | $494222.41    | 0.01%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                      | Point Securitization Trust 2025-2                                                                             | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2715000 | PA      | $2713001.76   | 0.06%             | 2055-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                      | Point Securitization Trust 2025-1                                                                             | CUSIP: 73072DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3550000 | PA      | $3558173.17   | 0.08%             | 2055-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                               | Polaris Newco LLC USD Term Loan B                                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     2004777 | PA      | $1914561.94   | 0.04%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | Pret 2025-NPL7 LLC                                                                                            | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |     4280000 | PA      | $4292399.16   | 0.10%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL6 LLC                                                                                            | CUSIP: 740936AB5<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |     3020000 | PA      | $3044327.31   | 0.07%             | 2055-06-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL5 LLC                                                                                            | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     4390000 | PA      | $4420036.38   | 0.10%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL9 LLC                                                                                            | CUSIP: 74143TAB5<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |     3860000 | PA      | $3866948.00   | 0.09%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                      | Progress Residential 2023-SFR1 Trust                                                                          | CUSIP: 74334FAL2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     1470000 | PA      | $1473082.74   | 0.03%             | 2040-03-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                | Proofpoint Inc 2024 Term Loan                                                                                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      198489 | PA      | $199205.20    | 0.00%             | 2028-08-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                            | Provincia de Cordoba                                                                                          | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     4525000 | PA      | $4648985.00   | 0.11%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2024-7 LLC                                                                                               | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5545000 | PA      | $5547783.59   | 0.13%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                            | Quartz Acquireco LLC 2025 Term Loan B                                                                         | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      950600 | PA      | $940504.63    | 0.02%             | 2030-06-28      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                           | Quikrete Holdings Inc 2025 Term Loan B1                                                                       | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     3872356 | PA      | $3876964.56   | 0.09%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                | RCO VIII Mortgage LLC 2025-3                                                                                  | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      965000 | PA      | $968503.92    | 0.02%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                      | ROCK Trust 2024-CNTR                                                                                          | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4620000 | PA      | $4875444.42   | 0.11%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                         | Rfna LP                                                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2086128.09   | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| RFR Trust                                                       | RFR Trust 2025-SGRM                                                                                           | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7250000 | PA      | $7418573.38   | 0.17%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                          | RR 38 Ltd                                                                                                     | CUSIP: 74988GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8025000 | PA      | $6706548.68   | 0.15%             | 2040-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                                  | Rad CLO 12 Ltd                                                                                                | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3835000 | PA      | $3825393.33   | 0.09%             | 2040-07-30      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                                                       | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     5287000 | PA      | $4416653.85   | 0.10%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                            | Range Resources Corp                                                                                          | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      750000 | PA      | $733893.60    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                | RCO X Mortgage LLC 2025-1                                                                                     | CUSIP: 75523XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1805000 | PA      | $1818843.09   | 0.04%             | 2030-01-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                            | Newly Weds Foods Inc Term Loan B                                                                              | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |     2932650 | PA      | $2921652.56   | 0.07%             | 2032-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                         | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    47932000 | PA      | $1329447.19   | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     3675000 | PA      | $3675000.00   | 0.08%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     4000000 | PA      | $4044000.00   | 0.09%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2585625.00   | 0.06%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $2635325.00   | 0.06%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1281327.90   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                             | Rocket Software Inc 2023 USD Term Loan B                                                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     3927392 | PA      | $3908815.90   | 0.09%             | 2028-11-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                             | Rocket Software Inc                                                                                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1641798.67   | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                             | Rocket Software Inc                                                                                           | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      750000 | PA      | $772858.68    | 0.02%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                        | ROCKIES EXPRESS PIPELINE                                                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209328.40    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |      361744 | PA      | $362579.76    | 0.01%             | 2029-11-22      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                                                          | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1143256.40   | 0.03%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                         | Royal Caribbean Cruises Ltd                                                                                   | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      500000 | PA      | $501441.27    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                        | Ryan LLC Term Loan                                                                                            | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     2724367 | PA      | $2710744.99   | 0.06%             | 2030-11-14      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2024-1 LLC                                                                              | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1043000 | PA      | $1112223.81   | 0.03%             | 2034-12-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                          | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                                                           | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      983188 | PA      | $986432.91    | 0.02%             | 2029-01-31      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2023-1 LLC                                                                              | CUSIP: 784024AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1747671.28   | 0.04%             | 2036-07-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                           | SBNA Auto Lease Trust 2024-A                                                                                  | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3720000 | PA      | $3741245.29   | 0.09%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                                                           | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $1440654.64   | 0.03%             | 2041-10-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                    | SM Energy Co                                                                                                  | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244566.30    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                           | SS&C Technologies Inc 2024 Term Loan B8                                                                       | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     1893929 | PA      | $1897640.75   | 0.04%             | 2031-05-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                     | SREIT Trust 2021-MFP                                                                                          | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9864776 | PA      | $9849362.39   | 0.23%             | 2038-11-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                    | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                        | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     2604654 | PA      | $2529770.51   | 0.06%             | 2031-10-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                              | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |     3696445 | PA      | $3682582.94   | 0.08%             | 2031-12-04      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp                                                    | Sandisk Corp Term Loan B                                                                                      | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      490000 | PA      | $490308.70    | 0.01%             | 2032-02-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                         | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3006383 | PA      | $3006473.15   | 0.07%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                         | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5868459 | PA      | $5890301.34   | 0.13%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2021-4                                                                 | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4220790 | PA      | $4203362.37   | 0.10%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2024-1                                                                 | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      836447 | PA      | $837503.45    | 0.02%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-A                                                         | CUSIP: 80290CBY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      715000 | PA      | $755648.97    | 0.02%             | 2033-06-15      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                         | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      718896 | PA      | $730519.59    | 0.02%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                         | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      406922 | PA      | $421497.20    | 0.01%             | 2033-12-15      | Fixed         | 12.24%                | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2023-4                                                                 | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2315954 | PA      | $2320565.13   | 0.05%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                            | Light and Wonder International Inc 2024 Term Loan B2                                                          | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     3080798 | PA      | $3083694.23   | 0.07%             | 2029-04-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                           | Scripps Escrow II Inc                                                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1074161.55   | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                           | Scripps Escrow II Inc                                                                                         | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $584724.80    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                              | Seagate HDD Cayman                                                                                            | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1304000 | PA      | $4082172.00   | 0.09%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                         | Securitized Term Auto Receivables Trust                                                                       | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     2526229 | PA      | $2569058.24   | 0.06%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                         | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                      | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     4884175 | PA      | $4882025.65   | 0.11%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                    | Semtech Corp                                                                                                  | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      339000 | PA      | $638337.00    | 0.01%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                    | Semtech Corp                                                                                                  | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     4517000 | PA      | $4580238.00   | 0.10%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                                                        | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |       14680 | NS      | $333236.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1782729.61   | 0.04%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                          | Shutterfly Finance LLC                                                                                        | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78699 | PA      | $78699.00     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                        | Air Comm Corporation LLC 2025 Term Loan                                                                       | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      963397 | PA      | $962799.70    | 0.02%             | 2031-12-11      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                        | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                          | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       46846 | PA      | $46817.12     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                         | Silk Road Group Holding LLC                                                                                   | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     6970000 | PA      | $6984539.42   | 0.16%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                   | Snowflake Inc                                                                                                 | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      379000 | PA      | $698307.50    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                           | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1602087.74   | 0.04%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2025000 | PA      | $2240856.90   | 0.05%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| SOLARIS ENERGY INFRASTRU                                        | Solaris Energy Infrastructure Inc                                                                             | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1656000 | PA      | $1968984.00   | 0.05%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                | TTF Holdings LLC 2024 Term Loan                                                                               | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |      886835 | PA      | $813670.91    | 0.02%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                        | South Bow Canadian Infrastructure Holdings Ltd                                                                | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     1025000 | PA      | $1067075.23   | 0.02%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                             | Southern California Edison Co                                                                                 | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      735000 | PA      | $752327.41    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                             | Southern California Edison Co                                                                                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      620000 | PA      | $632762.86    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                               | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       89200 | NS      | $2302252.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                               | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4872000.00   | 0.11%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                               | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2457262.50   | 0.06%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                        | Specialty Building Products Holdings LLC 2021 Term Loan B                                                     | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     1295597 | PA      | $1239497.37   | 0.03%             | 2028-10-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                        | Specialty Building Products Holdings LLC / SBP Finance Corp                                                   | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $251545.00    | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                        | Speedway Motorsports LLC / Speedway Funding II Inc                                                            | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $198102.92    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                          | Spirit Aerosystems Inc 2022 Term Loan                                                                         | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      693550 | PA      | $694201.94    | 0.02%             | 2027-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                          | Spirit AeroSystems Inc                                                                                        | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      485000 | PA      | $509334.41    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | Block Inc                                                                                                     | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      800000 | PA      | $732931.51    | 0.02%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | Block Inc                                                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1497285.78   | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                         | Standard Industries Inc 2021 Term Loan B                                                                      | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      251124 | PA      | $251751.99    | 0.01%             | 2028-09-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                     | Staples Inc                                                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $3168887.41   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Staples Inc                                                     | Staples Inc 2024 Term Loan B                                                                                  | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1483508 | PA      | $1385922.41   | 0.03%             | 2029-09-04      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                 | Star Parent Inc                                                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     3242000 | PA      | $3461728.14   | 0.08%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                      | FIXED INC CLEARING CORP.REPO                                                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    11218928 | PA      | $11218928.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC 2024 Term Loan B                                                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      492500 | PA      | $492583.73    | 0.01%             | 2031-03-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc                 | Student Transportation of America Holdings Inc Term Loan B                                                    | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |      329230 | PA      | $331597.16    | 0.01%             | 2032-06-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                          | Sunoco LP / Sunoco Finance Corp                                                                               | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $343190.40    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                        | Super Micro Computer Inc                                                                                      | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3594576.44   | 0.08%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc                                                   | SupplyOne Inc 2024 Term Loan B                                                                                | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      325066 | PA      | $325404.57    | 0.01%             | 2031-04-21      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                     | Surgery Center Holdings Inc 2025 Term Loan B                                                                  | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     1793423 | PA      | $1797296.88   | 0.04%             | 2030-12-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1301825.24   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                             | Synchrony Financial                                                                                           | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      105356 | NS      | $2782451.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Parent Inc                                                 | Star Parent Inc Term Loan B                                                                                   | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     2675317 | PA      | $2678901.99   | 0.06%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                                      | TIC Home Improvement Trust 2024-A                                                                             | CUSIP: 87252DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $534883.02    | 0.01%             | 2046-10-15      | Fixed         | 11.73%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                                              | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       17239 | NS      | $430457.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                                              | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       78229 | NS      | $1815695.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                                              | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       47432 | NS      | $1093781.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS PRODUCTION INC                                            | Talos Production Inc                                                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1457332.02   | 0.03%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                                                          | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      270000 | PA      | $283790.06    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      795000 | PA      | $806102.67    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                       | TEGNA Inc                                                                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173690.77    | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                            | Telecom Argentina SA                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     2835000 | PA      | $2884399.88   | 0.07%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                          | Telecom Italia Capital SA                                                                                     | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      175000 | PA      | $184375.45    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                          | Telecom Italia Capital SA                                                                                     | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $153623.10    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                      | TELUS Corp                                                                                                    | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     2637000 | PA      | $2812874.72   | 0.06%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                           | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                               | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |     1046865 | PA      | $1017782.80   | 0.02%             | 2028-08-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                    | Somnigroup International Inc Term Loan B                                                                      | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     1810317 | PA      | $1818608.26   | 0.04%             | 2031-10-24      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                           | Tennessee Valley Authority                                                                                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      860000 | PA      | $892997.92    | 0.02%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                    | Terawulf Inc                                                                                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1087768.00   | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                      | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     3910000 | PA      | $4058701.21   | 0.09%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                        | TerraForm Power Operating LLC                                                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      290000 | PA      | $278198.71    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                         | Teva Pharmaceutical Finance Netherlands III BV                                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208722.60    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                 | TEXAS Commercial Mortgage Trust 2025-TWR                                                                      | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6795000 | PA      | $6795000.00   | 0.16%             | 2042-04-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                                  | Third Coast Infrastructure LLC 2025 Repriced Term Loan B                                                      | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |     1839990 | PA      | $1837690.24   | 0.04%             | 2030-09-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                           | Toronto-Dominion Bank/The                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      687000 | PA      | $725570.24    | 0.02%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Touchdown Acquirer Inc                                          | Touchdown Acquirer Inc 2025 USD Term Loan B                                                                   | CUSIP: 89157NAJ2<br>LEI: 2549001J7IO9BK03IC64 | Long             | LON              | CORP              | US        |     1533432 | PA      | $1534873.25   | 0.04%             | 2031-02-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                            | Townsquare Media Inc 2025 Term Loan                                                                           | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     2962266 | PA      | $2595685.43   | 0.06%             | 2030-02-19      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                 | Trans Union LLC 2024 Term Loan B8                                                                             | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     1517471 | PA      | $1515574.47   | 0.03%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                               | Transcanada Trust                                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     1028000 | PA      | $1028054.48   | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                               | Transcanada Trust                                                                                             | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3903000 | PA      | $3859235.27   | 0.09%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc                                                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      227000 | PA      | $235236.24    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                   | TransDigm Inc 2023 Term Loan J                                                                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     3541623 | PA      | $3545519.09   | 0.08%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                   | TransDigm Inc 2024 Term Loan L                                                                                | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     2088900 | PA      | $2090048.90   | 0.05%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                        | Transocean International Ltd                                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      337500 | PA      | $354148.54    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                              | Tricon Residential 2021-SFR1 Trust                                                                            | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |     3535296 | PA      | $3486816.13   | 0.08%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                              | Tricolor Auto Securitization Trust 2023-1                                                                     | CUSIP: 89616KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7075000 | PA      | $3431375.00   | 0.08%             | 2028-06-15      | Fixed         | 13.45%                | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                              | Tricolor Auto Securitization Trust 2024-3                                                                     | CUSIP: 89617AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $254743.10    | 0.01%             | 2030-07-15      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                     | TriMas Corp                                                                                                   | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      525000 | PA      | $507642.14    | 0.01%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                           | Trivium Packaging Finance BV                                                                                  | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1455000 | PA      | $1518012.31   | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                           | Trivium Packaging Finance BV                                                                                  | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      215000 | PA      | $222734.41    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | Tronox Inc                                                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    27115000 | PA      | $16669711.71  | 0.38%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                                      | Tronox Inc                                                                                                    | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     2384000 | PA      | $2175292.96   | 0.05%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| Tronox Finance LLC                                              | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                  | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      995584 | PA      | $709164.57    | 0.02%             | 2031-09-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                | Trucordia Insurance Holdings LLC Term Loan B                                                                  | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |      310000 | PA      | $310775.00    | 0.01%             | 2032-06-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                           | TrueNoord Capital DAC                                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3360000 | PA      | $3539820.48   | 0.08%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                   | Truist Insurance Holdings LLC 2024 Term Loan B                                                                | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1287742 | PA      | $1285436.88   | 0.03%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                         | UKG Inc 2024 Term Loan B                                                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     3557332 | PA      | $3554842.32   | 0.08%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                   | Coherent Corp                                                                                                 | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      775000 | PA      | $766709.05    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                          | Tyler Technologies Inc                                                                                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |      450000 | PA      | $468225.00    | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1833000 | PA      | $2146477.83   | 0.05%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                      | TKO Worldwide Holdings LLC 2025 Term Loan                                                                     | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     1930437 | PA      | $1934336.30   | 0.04%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                         | UGI Energy Services LLC 2024 Term Loan B                                                                      | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |      963054 | PA      | $966665.74    | 0.02%             | 2030-02-22      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | UBS Commercial Mortgage Trust 2017-C1                                                                         | CUSIP: 90276EAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      585000 | PA      | $478891.12    | 0.01%             | 2050-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                      | Axalta Coating Systems US Holdings Inc 2024 Term Loan B7                                                      | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |      713715 | PA      | $714400.59    | 0.02%             | 2029-12-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                    | US Foods Inc 2024 Term Loan B                                                                                 | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     1959548 | PA      | $1969619.93   | 0.05%             | 2028-11-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                         | USI Inc 2024 Term Loan D                                                                                      | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     3216794 | PA      | $3220010.78   | 0.07%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                                                         | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     5112000 | PA      | $7443072.00   | 0.17%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                | Under Armour Inc                                                                                              | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1293063.80   | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      620000 | PA      | $619504.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bills                                                                                           | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4981960.00   | 0.11%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bills                                                                                           | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   189900000 | PA      | $188615053.04 | 4.31%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55510541 | PA      | $44307037.64  | 1.01%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      528379 | PA      | $404637.87    | 0.01%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14845000 | PA      | $13054321.88  | 0.30%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18069610 | PA      | $15585592.46  | 0.36%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41290000 | PA      | $29901379.40  | 0.68%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20834674 | PA      | $15702534.91  | 0.36%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6712854 | PA      | $5232154.80   | 0.12%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $1484570.32   | 0.03%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66440000 | PA      | $53896854.85  | 1.23%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33510232 | PA      | $20099454.18  | 0.46%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17955000 | PA      | $16046579.93  | 0.37%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20300000 | PA      | $18919441.46  | 0.43%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24640000 | PA      | $22553300.00  | 0.52%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9545000 | PA      | $7960753.73   | 0.18%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43900000 | PA      | $40058750.00  | 0.92%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18435000 | PA      | $17189197.36  | 0.39%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32290000 | PA      | $30222683.12  | 0.69%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15485000 | PA      | $15059767.34  | 0.34%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1260000 | PA      | $1277521.88   | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38654300 | PA      | $39161637.69  | 0.90%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39090000 | PA      | $40262700.00  | 0.92%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Notes                                                                         | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46338224 | PA      | $46511695.51  | 1.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34305000 | PA      | $33908348.44  | 0.78%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68985000 | PA      | $70030553.91  | 1.60%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Notes                                                                         | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4439028 | PA      | $4475487.78   | 0.10%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3455000 | PA      | $3498187.50   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   198585000 | PA      | $197374872.66 | 4.51%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                              | Unity Software Inc                                                                                            | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     6249000 | PA      | $8131511.25   | 0.19%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                        | Univision Communications Inc                                                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    10740000 | PA      | $11336851.12  | 0.26%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                                  | PG Investment Company 59 Sa rl Term Loan B                                                                    | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      877122 | PA      | $879753.23    | 0.02%             | 2031-03-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                      | USALCO LLC 2025 Delayed Draw Term Loan                                                                        | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       83132 | PA      | $83106.10     | 0.00%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                        | USA Compression Partners LP / USA Compression Finance Corp                                                    | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $232389.00    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                | VB-S1 Issuer LLC - VBTEL                                                                                      | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1120000 | PA      | $1161710.93   | 0.03%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT C LLC                                                                                                    | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2625704 | PA      | $2625554.92   | 0.06%             | 2051-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CV LLC                                                                                                   | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3943735 | PA      | $3903563.98   | 0.09%             | 2051-11-27      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                          | VTR Comunicaciones SpA                                                                                        | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     1825000 | PA      | $1692687.50   | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                              | Varsity Brands Inc 2025 1st Lien Term Loan                                                                    | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     1436400 | PA      | $1438913.70   | 0.03%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                              | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     8735000 | PA      | $8834477.67   | 0.20%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                              | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $583497.97    | 0.01%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                          | Velocity Vehicle Group LLC                                                                                    | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1184812.51   | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                           | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      350000 | PA      | $394944.55    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                        | Venture Global Calcasieu Pass LLC                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      850000 | PA      | $785853.31    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                          | CUSIP: 92348KBP7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    12014000 | PA      | $12214405.53  | 0.28%             | 2031-04-21      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                          | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    26441000 | PA      | $26527282.27  | 0.61%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                         | Versant Media Group Inc                                                                                       | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $637079.47    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2021-5                                                                             | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2560000 | PA      | $1899087.10   | 0.04%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                              | Vestis Corporation Term Loan                                                                                  | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      774312 | PA      | $734303.77    | 0.02%             | 2031-02-22      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                     | VFI ABS 2023-1 LLC                                                                                            | CUSIP: 92555QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3585000 | PA      | $3613805.48   | 0.08%             | 2030-12-24      | Fixed         | 12.36%                | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                          | Victoria's Secret & Co                                                                                        | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      375000 | PA      | $360963.75    | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| VICTRA HLDG/VICTRA FIN                                          | Victra Holdings LLC / Victra Finance Corp                                                                     | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8870000 | PA      | $9411362.71   | 0.22%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                        | Virginia Electric and Power Co                                                                                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      870000 | PA      | $732630.98    | 0.02%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                        | Virginia Electric and Power Co                                                                                | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135163.62    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1565000 | PA      | $1511479.50   | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/VM HOLDS                                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                     | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1700000 | PA      | $1768015.52   | 0.04%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Vista Management Holding Inc                                    | Vista Management Holding Inc 2025 Term Loan B                                                                 | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     2108700 | PA      | $2121879.38   | 0.05%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                | Vmed O2 UK Financing I PLC                                                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $273899.34    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCIX LLC                                                                                                 | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2768941 | PA      | $2761409.43   | 0.06%             | 2051-04-25      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCIV LLC                                                                                                 | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4108032 | PA      | $4108155.74   | 0.09%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCV LLC                                                                                                  | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5760145 | PA      | $5760319.27   | 0.13%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCIII LLC                                                                                                | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      428660 | PA      | $428638.56    | 0.01%             | 2051-02-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CI LLC                                                                                                   | CUSIP: 92873EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2427538 | PA      | $2427399.83   | 0.06%             | 2051-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CII LLC                                                                                                  | CUSIP: 92873HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4128788 | PA      | $4126902.01   | 0.09%             | 2051-08-25      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CVI LLC                                                                                                  | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5612309 | PA      | $5603210.70   | 0.13%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                   | VoltaGrid LLC                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1245888.57   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                | WFRBS Commercial Mortgage Trust 2012-C9                                                                       | CUSIP: 92930RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1296371 | PA      | $1289941.15   | 0.03%             | 2045-11-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                | WFRBS Commercial Mortgage Trust 2011-C4                                                                       | CUSIP: 92936CBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $186787.70    | 0.00%             | 2044-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4963050.00   | 0.11%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2550487.50   | 0.06%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                            | WW International Inc 2025 Takeback Term Loan                                                                  | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-06-24      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                        | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      630245 | PA      | $631625.68    | 0.01%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                             | WEC US Holdings Ltd 2024 Term Loan                                                                            | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1754169 | PA      | $1757853.08   | 0.04%             | 2031-01-27      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                               | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    11265000 | PA      | $11279729.10  | 0.26%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                 | WHARF Commercial Mortgage Trust 2025-DC                                                                       | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1605000 | PA      | $1644336.30   | 0.04%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                   | LUXCO3 SHARES                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       51940 | NS      | $859953.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                           | Philippine Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    42200000 | PA      | $728896.18    | 0.02%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                    | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      946337 | PA      | $943544.90    | 0.02%             | 2031-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc                                                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      475000 | PA      | $496438.65    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                             | Verisure Holding AB 2021 EUR Term Loan                                                                        | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |      903125 | PA      | $1040445.78   | 0.02%             | 2028-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PES ENERGY LIQUIDATING TRUST                                    | PES ENERGY LIQUIDATING TRUST                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3682 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CeramTec AcquiCo GmbH                                           | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |     2001017 | PA      | $2299414.27   | 0.05%             | 2029-03-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Shutterfly Inc                                                  | Shutterfly Inc 2023 2nd Lien PIK Term Loan                                                                    | CUSIP: 000000000<br>LEI: 549300I1C8WJQ5FZE154 | Long             | LON              | CORP              | US        |      689569 | PA      | $668364.82    | 0.02%             | 2027-10-01      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                           | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                                               | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |       15000 | PA      | $13965.30     | 0.00%             | 2048-05-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                | Welltower OP LLC                                                                                              | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     2255000 | PA      | $4294647.50   | 0.10%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PES Holdings LLC                                                | PES Holdings LLC 2018 Term Loan C                                                                             | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       95206 | PA      | $476.03       | 0.00%             | 2025-12-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                  | Westlake Flooring Master Trust                                                                                | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $3109590.78   | 0.07%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                         | WEX Inc 2024 Term Loan B2                                                                                     | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     1525180 | PA      | $1519933.44   | 0.03%             | 2028-03-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                  | Wheels Fleet Lease Funding 1 LLC                                                                              | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    11730187 | PA      | $11833151.80  | 0.27%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                             | White Cap Buyer LLC 2024 Term Loan B                                                                          | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     1957814 | PA      | $1961495.09   | 0.04%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                   | Wilsonart LLC 2024 Term Loan B                                                                                | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |     1980000 | PA      | $1911769.20   | 0.04%             | 2031-08-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                        | Windsor Holdings III LLC                                                                                      | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      175000 | PA      | $184743.13    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                        | Windsor Holdings III LLC 2025 USD Term Loan B                                                                 | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     1911298 | PA      | $1906519.66   | 0.04%             | 2030-08-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                        | Windsor Holdings III LLC 2025 EUR Term Loan B                                                                 | CUSIP: 97360BAJ4<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     1295000 | PA      | $1483561.54   | 0.03%             | 2030-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                            | Wolverine World Wide Inc                                                                                      | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      400000 | PA      | $366225.68    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                           | Worldwide Plaza Trust 2017-WWP                                                                                | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4095000 | PA      | $3031402.37   | 0.07%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                | WULF Compute LLC                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7350000 | PA      | $7635730.81   | 0.17%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                  | Wynn Macau Ltd                                                                                                | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    12330000 | PA      | $12934170.00  | 0.30%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                           | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBK5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $3038455.75   | 0.07%             | 2026-10-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                           | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     3030000 | PA      | $3026536.71   | 0.07%             | 2028-01-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                           | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |    15835000 | PA      | $15893616.58  | 0.36%             | 2030-06-17      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                          | XPLR Infrastructure Operating Partners LP                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      275000 | PA      | $288534.95    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                            | YPF SA                                                                                                        | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     6010000 | PA      | $6173904.72   | 0.14%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                                                               | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6500000 | PA      | $6724731.65   | 0.15%             | 2055-03-20      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                        | Zelis Payments Buyer Inc Term Loan B                                                                          | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     1519692 | PA      | $1494647.45   | 0.03%             | 2029-09-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                           | Zorlu Enerji Elektrik Uretim AS                                                                               | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     7661000 | PA      | $6873170.72   | 0.16%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                         | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                      | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     5600000 | PA      | $4166360.15   | 0.10%             | 2050-12-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8095000 | OU      | $1568093.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F  2.97000 99D0UXBE1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10685000 | OU      | $1893443.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5555000 | OU      | $699204.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12095000 | OU      | $789481.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0Z0521 IRS USD R V 12MSOFR 99D0Z0539 CCPOIS / Short: B9D0Z0521 IRS USD P F  3.41000 99D0Z0521 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4760000 | OU      | $459152.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D100ZM0 IRS USD R V 12MSOFR 99D100ZN8 CCPOIS / Short: B9D100ZM0 IRS USD P F  3.87700 99D100ZM0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8975000 | OU      | $-137912.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D101AN3 IRS USD R V 12MSOFR 99D101AQ6 CCPOIS / Short: B9D101AN3 IRS USD P F  3.75000 99D101AN3 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9815000 | OU      | $409452.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    64955000 | OU      | $-1535284.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10CNY1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10CNY1 CDS EUR P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7300000 | OU      | $153851.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10CEE5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10CEE5 CDS EUR P F  1.00000 1 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7250000 | OU      | $-35097.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10LZQ5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10LZQ5 CDS EUR P F  1.00000 1 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      935000 | OU      | $-11401.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10LWZ8 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10LWZ8 CDS EUR P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      915000 | OU      | $3012.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10Q3P1 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D10Q3P1 CDS EUR P F  5.00000 1 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7853814 | OU      | $-994160.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1835000 | OU      | $16163.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D11RX18 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D11RX18 CDS EUR P V 03MEVENT 2 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   122330000 | OU      | $15451960.45  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D11SV34 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D11SV34 CDS USD P F  5.00000 1 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   121340000 | OU      | $-9455148.37  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    58985600 | PA      | $2735384.37   | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    29570000 | PA      | $1358002.65   | 0.03%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    15510000 | PA      | $902856.01    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25335000 | PA      | $1284883.44   | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4186500000 | PA      | $948160.02    | 0.02%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    91637900 | PA      | $4902332.93   | 0.11%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    29566000 | PA      | $5290022.72   | 0.12%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  9076600000 | PA      | $1867443.66   | 0.04%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10690000 | PA      | $2807992.82   | 0.06%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6975000 | PA      | $1692004.53   | 0.04%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8160000 | PA      | $1747248.80   | 0.04%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                         | M&G PLC                                                                                                       | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      470000 | PA      | $489220.18    | 0.01%             | 2048-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                         | Hungary Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   573660000 | PA      | $1473741.11   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5815000 | PA      | $1677855.11   | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18530000000 | PA      | $1225119.36   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    22136000 | PA      | $5387882.16   | 0.12%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 59047000000 | PA      | $3765444.59   | 0.09%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   103820000 | PA      | $3161192.85   | 0.07%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                      | MHP Lux SA                                                                                                    | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     5475000 | PA      | $4407375.00   | 0.10%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2050000 | PA      | $2382190.21   | 0.05%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     2875000 | PA      | $3278487.30   | 0.07%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                           | Angola Government International Bonds                                                                         | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     9890000 | PA      | $9451670.55   | 0.22%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                               | Gabon Government International Bond                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    25660000 | PA      | $20028768.02  | 0.46%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                        | VF Ukraine PAT via VFU Funding PLC                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |     1640742 | PA      | $1574914.36   | 0.04%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                        | Nexi SpA                                                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     1200000 | PA      | $1343012.32   | 0.03%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                          | Agricultural Development Bank of China                                                                        | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    31590000 | PA      | $4679307.94   | 0.11%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                        | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3695000 | PA      | $4129955.90   | 0.09%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                                | Champion MTN Ltd                                                                                              | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     7250000 | PA      | $6258048.48   | 0.14%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                             | New Immo Holding SA                                                                                           | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3430117.34   | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $2960268.54   | 0.07%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     4900000 | PA      | $465500.00    | 0.01%             | 2030-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                         | Hungary Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   391870000 | PA      | $1140501.66   | 0.03%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                       | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     1685000 | PA      | $1943788.51   | 0.04%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1235000 | PA      | $114276.23    | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     6215000 | PA      | $590425.00    | 0.01%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTLK EUROPE CAPITAL DAC                                         | GTLK Europe Capital DAC                                                                                       | CUSIP: 000000000<br>LEI: 635400I6H6CSZ39WIN49 | Long             | DBT              | CORP              | IE        |      620000 | PA      | $0.00         | 0.00%             | 2028-02-26      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| PERMANENT TSB GROUP                                             | Permanent TSB Group Holdings PLC                                                                              | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |     1600000 | PA      | $1849219.54   | 0.04%             | 2025-11-25      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5040000 | PA      | $3840506.47   | 0.09%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    11935000 | PA      | $13302729.21  | 0.30%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      965000 | PA      | $1075587.24   | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                        | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     4230000 | PA      | $4865594.99   | 0.11%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                           | Mexico Government International Bonds                                                                         | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      860000 | PA      | $533200.00    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     7485000 | PA      | $696853.65    | 0.02%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 23228400000 | PA      | $4077664.16   | 0.09%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                        | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     3930000 | PA      | $4556187.78   | 0.10%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                        | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      306000 | PA      | $354756.61    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     3830000 | PA      | $3767762.50   | 0.09%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    11780000 | PA      | $11371081.10  | 0.26%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                          | GLP China Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     8915000 | PA      | $8791870.03   | 0.20%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                              | Canary Wharf Group Investment Holdings PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     1010000 | PA      | $1154427.29   | 0.03%             | 2026-04-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                              | Canary Wharf Group Investment Holdings PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     3596000 | PA      | $4428746.56   | 0.10%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5285000 | PA      | $4044259.07   | 0.09%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                        | Nexi SpA                                                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     2495000 | PA      | $2860831.43   | 0.07%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   293350000 | PA      | $3284571.59   | 0.08%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                     | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    12395000 | PA      | $8646153.20   | 0.20%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                     | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     6395000 | PA      | $4252536.04   | 0.10%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     7580000 | PA      | $8679113.54   | 0.20%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                           | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1115000000 | PA      | $1183931.03   | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                  | Elior Group SA                                                                                                | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |     2980000 | PA      | $3430093.64   | 0.08%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7080000 | PA      | $5406637.13   | 0.12%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     6110000 | PA      | $6791872.16   | 0.16%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                               | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $316863.98    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                          | Pingan Real Estate Capital Ltd                                                                                | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |    16415000 | PA      | $16076653.86  | 0.37%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   109960000 | PA      | $1216267.73   | 0.03%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                                  | Just Group PLC                                                                                                | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |     2580000 | PA      | $3058883.96   | 0.07%             | 2031-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2470005.38   | 0.06%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                         | Kaixo Bondco Telecom SA                                                                                       | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     1675000 | PA      | $1948572.92   | 0.04%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                        | Eolo SpA                                                                                                      | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |    10285000 | PA      | $10815415.13  | 0.25%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BCP MODULAR SERVICES                                            | BCP V Modular Services Finance II PLC                                                                         | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1760000 | PA      | $1913440.25   | 0.04%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                 | RAC Bond Co PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $195595.15    | 0.00%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     3065000 | PA      | $3641104.17   | 0.08%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1490000 | PA      | $1711224.67   | 0.04%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                   | Odido Holding BV                                                                                              | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1377378.03   | 0.03%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                          | Odido Group Holding BV                                                                                        | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $463788.18    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                   | Odido Holding BV                                                                                              | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     2685000 | PA      | $3081883.34   | 0.07%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                          | Republic of Poland Government Bond                                                                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12460000 | PA      | $3364275.10   | 0.08%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9005000 | PA      | $9223968.64   | 0.21%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2150000 | PA      | $2976240.43   | 0.07%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    19114000 | PA      | $690971.69    | 0.02%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4260000000 | PA      | $272942.27    | 0.01%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3805000 | PA      | $919562.20    | 0.02%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                         | Sasol Financing USA LLC                                                                                       | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $10752000.00  | 0.25%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     4240000 | PA      | $5875287.09   | 0.13%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                           | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1910000000 | PA      | $2087083.58   | 0.05%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     2750000 | PA      | $3247724.24   | 0.07%             | 2027-04-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                         | Bank of Cyprus Holdings PLC                                                                                   | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |     2100000 | PA      | $2863877.25   | 0.07%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     3260000 | PA      | $3478876.24   | 0.08%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                         | International Bank for Reconstruction & Development                                                           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    71800000 | PA      | $813778.43    | 0.02%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    44690300 | PA      | $2277710.10   | 0.05%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                              | Pinnacle Bidco PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $210556.21    | 0.00%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo - Pro as                                                                                               | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      355000 | PA      | $374525.00    | 0.01%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                         | Metro Bank Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     2575000 | PA      | $3857190.86   | 0.09%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |      835000 | PA      | $1033040.16   | 0.02%             | 2028-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7445000 | PA      | $1699445.65   | 0.04%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2827450.59   | 0.06%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                         | Piraeus Financial Holdings SA                                                                                 | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $254774.37    | 0.01%             | 2034-04-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                         | Inter-American Development Bank                                                                               | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    75000000 | PA      | $854753.09    | 0.02%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                           | Nova Ljubljanska Banka dd                                                                                     | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     3600000 | PA      | $4512099.56   | 0.10%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| EUROBANK ERG SVCS HLDGS                                         | Eurobank Ergasias Services and Holdings SA                                                                    | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $247817.55    | 0.01%             | 2034-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                               | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     5050000 | PA      | $5939667.51   | 0.14%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                             | Benin Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     8715000 | PA      | $9059203.63   | 0.21%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7245000 | PA      | $8641562.22   | 0.20%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1650000 | PA      | $1961828.61   | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FORVIA SE                                                       | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1548163.14   | 0.04%             | 2029-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                                         | European Bank for Reconstruction & Development                                                                | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    71000000 | PA      | $802219.92    | 0.02%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                          | CD&R Firefly Bidco PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137300.93    | 0.00%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                        | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     1450000 | PA      | $1682422.73   | 0.04%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     3775000 | PA      | $4573947.40   | 0.10%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SAS                                                                                             | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     4525000 | PA      | $5586652.14   | 0.13%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126938.87    | 0.00%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                   | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     7690000 | PA      | $7201177.54   | 0.16%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                   | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $206015.48    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                           | China Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    29900000 | PA      | $4368378.90   | 0.10%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                              | Bertrand Franchise Finance SAS                                                                                | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     1605000 | PA      | $1792471.88   | 0.04%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: —       |
| BERTRAND FRANCHISE                                              | Bertrand Franchise Finance SAS                                                                                | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     3145000 | PA      | $3521415.57   | 0.08%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CCF HOLDING SAS                                                 | CCF Holding SAS                                                                                               | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $2265632.36   | 0.05%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      362000 | PA      | $117042.15    | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| PICARD GROUPE SAS                                               | Picard Groupe SAS                                                                                             | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2417857.34   | 0.06%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                               | Picard Groupe SAS                                                                                             | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |     1405000 | PA      | $1698544.78   | 0.04%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     2800000 | PA      | $3238159.21   | 0.07%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1630000 | PA      | $1885071.26   | 0.04%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                       | QIAGEN NV                                                                                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     5200000 | PA      | $5458424.61   | 0.12%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                                  | BAWAG Group AG                                                                                                | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     1600000 | PA      | $1958269.46   | 0.04%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |    11349000 | PA      | $13402687.66  | 0.31%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                       | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1330000 | PA      | $1299974.09   | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| UNITED GROUP BV                                                 | United Group BV                                                                                               | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $175865.80    | 0.00%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     7286000 | PA      | $7230404.54   | 0.17%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BANK KB INDONESIA TBK PT                                        | Bank KB Indonesia Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 254900AMT6QDVD6GO926 | Long             | DBT              | CORP              | ID        |      900000 | PA      | $903306.14    | 0.02%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                          | B&M European Value Retail SA                                                                                  | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $129087.45    | 0.00%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SAS                                                                                             | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118661.50    | 0.00%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                         | Abanca Corp Bancaria SA                                                                                       | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $3118219.25   | 0.07%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                        | Trade & Development Bank of Mongolia LLC                                                                      | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    14150000 | PA      | $13985138.07  | 0.32%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                         | SCOR SE                                                                                                       | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1912867.61   | 0.04%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    15242414 | PA      | $14061057.26  | 0.32%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    10507586 | PA      | $9587108.96   | 0.22%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                                | Samhallsbyggnadsbolaget I Norden Holding AB                                                                   | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     6820000 | PA      | $6335687.83   | 0.14%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SAMHALLSBYG HOLD                                                | Samhallsbyggnadsbolaget I Norden Holding AB                                                                   | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    15555000 | PA      | $13766120.68  | 0.31%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                         | European Bank for Reconstruction & Development                                                                | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    36900000 | PA      | $416770.57    | 0.01%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                   | AIB Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1510000 | PA      | $1781699.26   | 0.04%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2111181.45   | 0.05%             | 2033-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                        | Azule Energy Finance Plc                                                                                      | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $377078.25    | 0.01%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| LUMINOR HOLDING AS                                              | Luminor Holding AS                                                                                            | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |     1275000 | PA      | $1528693.24   | 0.03%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                               | Ibercaja Banco SA                                                                                             | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     3100000 | PA      | $3623066.28   | 0.08%             | 2036-08-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $708841.06    | 0.02%             | 2035-03-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                         | Metro Bank Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     5540000 | PA      | $8535452.92   | 0.20%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                        | Itelyum Regeneration Spa                                                                                      | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233779.16    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                        | Asian Infrastructure Investment Bank/The                                                                      | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    63600000 | PA      | $721499.13    | 0.02%             | 2032-01-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1630000 | PA      | $1754515.88   | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                     | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     6545000 | PA      | $6868977.50   | 0.16%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| EASTERN EUROPEAN ELECT                                          | Eastern European Electric Co BV                                                                               | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |    13605000 | PA      | $16400030.66  | 0.38%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo - Pro as                                                                                               | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |    19193000 | PA      | $23441778.18  | 0.54%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                             | Erste Group Bank AG                                                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     2600000 | PA      | $3142853.68   | 0.07%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1210000 | PA      | $1700824.69   | 0.04%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1050000 | PA      | $1268170.38   | 0.03%             | 2033-05-26      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                    | KBC Group NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     1600000 | PA      | $1906446.31   | 0.04%             | 2030-11-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                         | Nationwide Building Society                                                                                   | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     2750000 | PA      | $3789055.63   | 0.09%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                            | ZF Europe Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $2476403.20   | 0.06%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                        | Clarios Global LP / Clarios US Finance Co                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      130000 | PA      | $152841.05    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                                   | CrediaBank SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |     1900000 | PA      | $2333588.36   | 0.05%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    12395000 | PA      | $3884523.30   | 0.09%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1700000 | PA      | $1959296.83   | 0.04%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3750219.78   | 0.09%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     3905000 | PA      | $4576440.06   | 0.10%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3500005.67   | 0.08%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                         | Piraeus Financial Holdings SA                                                                                 | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     1075000 | PA      | $1291928.07   | 0.03%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2627779.33   | 0.06%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                        | RLGH Finance Bermuda Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |     4175000 | PA      | $4486530.28   | 0.10%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                      | Sogecap SA                                                                                                    | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2459899.30   | 0.06%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                   | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     4860000 | PA      | $5051690.21   | 0.12%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $4719670.31   | 0.11%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                        | Alexandrite Lake Lux Holdings Sarl                                                                            | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     6560000 | PA      | $7753367.93   | 0.18%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1301256.15   | 0.03%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                                    | Mexico Cetes                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25063130 | PA      | $1179869.93   | 0.03%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      211777 | PA      | $244112.69    | 0.01%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                             | Sammaan Capital Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     6765000 | PA      | $6831687.68   | 0.16%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BOBL FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -966 | NC      | $-536667.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR NOTE (CBT)DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        5608 | NC      | $-190649.21   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                      | CAN 10YR BOND FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         468 | NC      | $1005555.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                | LONG GILT FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -1 | NC      | $223.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUXL 30Y BND DEC25                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -12 | NC      | $-41782.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR ULTRA FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1235 | NC      | $741275.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUND FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -904 | NC      | $-707433.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                               | EURO-SCHATZ FUT DEC25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -358 | NC      | $-6548.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US ULTRA BOND CBT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         262 | NC      | $1125991.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US LONG BOND(CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         778 | NC      | $703903.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US 2YR NOTE (CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2109 | NC      | $-1017349.99  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                             | AUST 10Y BOND FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         994 | NC      | $55470.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US 5YR NOTE (CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        5725 | NC      | $-2226734.55  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14086200 | PA      | $721035.87    | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 66479000000 | PA      | $4111464.31   | 0.09%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9865000 | PA      | $3211954.80   | 0.07%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                         | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    24217139 | PA      | $623759.16    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    23926000 | PA      | $840886.99    | 0.02%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                       | Telenet Financing USD LLC 2020 USD Term Loan AR                                                               | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     1000000 | PA      | $994820.00    | 0.02%             | 2028-04-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                | Boluda Towage SL 2024 EUR Term Loan B                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     1000000 | PA      | $1160003.97   | 0.03%             | 2030-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                             | IVC Acquisition Ltd 2025 EUR Repriced Term Loan B                                                             | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |     1320000 | PA      | $1516811.86   | 0.03%             | 2028-12-12      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV 2025 EUR Term Loan B3                                                                     | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |     2055172 | PA      | $2376309.31   | 0.05%             | 2031-05-23      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp                                              | Tecta America Corp 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     1526175 | PA      | $1529990.44   | 0.03%             | 2032-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                             | MasOrange Finco Plc 2025 EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |     2561915 | PA      | $2951603.44   | 0.07%             | 2031-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                           | DK Crown Holdings Inc 2025 Term Loan B                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      492525 | PA      | $490062.38    | 0.01%             | 2032-03-04      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| DLG Acquisitions Limited                                        | DLG Acquisitions Limited 2025 EUR Term Loan B                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-05-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                    | Aspire Bakeries Holdings LLC 2025 Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      228272 | PA      | $228986.60    | 0.01%             | 2030-12-23      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Dorna Sports SL                                                 | Dorna Sports SL 2025 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |     1310000 | PA      | $1514425.99   | 0.03%             | 2032-08-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                | RunItOneTime LLC Roll-Up DIP Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       12455 | PA      | $11209.82     | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                          | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                                                   | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     2000000 | PA      | $2315258.94   | 0.05%             | 2032-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      154433 | PA      | $148493.13    | 0.00%             | 2026-04-16      | Floating      | 16.46%                | No            |                  3 | On Loan: No      |
| Owens-Illinois Inc                                              | Owens-Illinois Inc 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |     1000000 | PA      | $997080.00    | 0.02%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      255046 | PA      | $255046.39    | 0.01%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Altice France SA                                                | Altice France SA 2025 USD Term Loan B14                                                                       | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |      754698 | PA      | $752539.44    | 0.02%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                               | Rockpoint Gas Storage Partners LP 2025 Repriced Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |     1253025 | PA      | $1254979.76   | 0.03%             | 2031-09-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                         | VERSANT MEDIA GROUP INC TERM LOAN B                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      875000 | PA      | $870992.50    | 0.02%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    39760000 | PA      | $462150.88    | 0.01%             | 2029-01-14      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                           | Philippine Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   101410000 | PA      | $1786490.96   | 0.04%             | 2029-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                            | BCP V Modular Services Finance II PLC                                                                         | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $604120.84    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                       | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     4810000 | PA      | $5548737.50   | 0.13%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      340000 | PA      | $377943.79    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                               | Ibercaja Banco SA                                                                                             | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     3600000 | PA      | $4579328.83   | 0.10%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   162657000 | PA      | $8393057.39   | 0.19%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    70094000 | PA      | $4046111.35   | 0.09%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                       | Bausch & Lomb Corporation 2023 Incremental Term Loan                                                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     1986248 | PA      | $1989982.39   | 0.05%             | 2028-09-29      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                | Garda World Security Corporation 2025 Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      987538 | PA      | $986717.84    | 0.02%             | 2029-02-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                          | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                      | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     3521103 | PA      | $3508532.24   | 0.08%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                     | Bausch Health Companies Inc 2025 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     2743125 | PA      | $2721536.61   | 0.06%             | 2030-10-08      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                           | Ontario Gaming GTA LP Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      869512 | PA      | $813359.38    | 0.02%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP 2024 USD Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     1069841 | PA      | $1069177.27   | 0.02%             | 2030-05-06      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP 2025 USD Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      775000 | PA      | $776697.25    | 0.02%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                              | WestJet Loyalty LP Term Loan B                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1300200 | PA      | $1304269.63   | 0.03%             | 2031-02-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                            | Speedster Bidco GmbH 2024 USD Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     2029813 | PA      | $2032350.02   | 0.05%             | 2031-12-10      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                          | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                  | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |     1920000 | PA      | $2225260.10   | 0.05%             | 2030-04-30      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                          | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     1751272 | PA      | $1761132.00   | 0.04%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                      | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     6609000 | PA      | $5994627.36   | 0.14%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                         | International Airport Finance SA                                                                              | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     5559546 | PA      | $5931796.00   | 0.14%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                      | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      535000 | PA      | $555346.59    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $540055.53    | 0.01%             | 2036-12-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                       | Banijay Entertainment SAS 2025 USD Term Loan B3                                                               | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |      448689 | PA      | $450371.55    | 0.01%             | 2028-03-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                       | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)                                                         | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |     1305000 | PA      | $1507397.25   | 0.03%             | 2032-02-10      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1150000 | PA      | $1088972.26   | 0.02%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                    | State Street Navigator Securities Lending Government Money Market Portfolio                                   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   112499183 | NS      | $112499182.95 | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                           | Alibaba Group Holding Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     3400000 | PA      | $3821600.00   | 0.09%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                                      | AS Mileage Plan IP Limited 2025 Repriced Term Loan B                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1470150 | PA      | $1473825.38   | 0.03%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                         | Biocon Biologics Global PLC                                                                                   | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     8112000 | PA      | $8021220.39   | 0.18%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                  | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2305300.12   | 0.05%             | 2031-09-30      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                  | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     1302649 | PA      | $1291836.81   | 0.03%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2025 USD Term Loan                                                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |      745000 | PA      | $744448.70    | 0.02%             | 2032-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                                       | Howden Group Holdings Ltd 2025 USD Term Loan B                                                                | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     1861780 | PA      | $1864293.15   | 0.04%             | 2031-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                            | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      987525 | PA      | $835446.15    | 0.02%             | 2031-02-07      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                                 | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                                                         | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     1915000 | PA      | $2214609.03   | 0.05%             | 2031-02-28      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                     | JetBlue Airways Corporation 2024 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     2425500 | PA      | $2300586.75   | 0.05%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company            | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      718987 | PA      | $721417.65    | 0.02%             | 2028-11-05      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | Studio City Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    10225000 | PA      | $9790673.70   | 0.22%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Virgin Media Bristol LLC                                        | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                 | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     1010000 | PA      | $1007687.10   | 0.02%             | 2029-01-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                        | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                 | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      562500 | PA      | $549894.38    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                               | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1535000 | PA      | $1537007.03   | 0.04%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                                      | Cobham Ultra SeniorCo Sarl USD Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |     1515874 | PA      | $1519391.25   | 0.03%             | 2029-08-03      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                          | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                          | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     1025000 | PA      | $1025317.75   | 0.02%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                            | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      963000 | PA      | $1005454.82   | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                            | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     3253000 | PA      | $3374987.50   | 0.08%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                          | Millicom International Cellular SA                                                                            | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     4979000 | PA      | $4650781.83   | 0.11%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                               | Motion Finco Sarl 2024 USD Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      434778 | PA      | $375382.97    | 0.01%             | 2029-11-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                                                       | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1045000 | PA      | $872972.06    | 0.02%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Venga Finance Sarl                                              | Venga Finance Sarl 2025 USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |     1202994 | PA      | $1199986.07   | 0.03%             | 2029-06-28      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Zacapa SARL                                                     | Zacapa SARL 2024 Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |     2610804 | PA      | $2615372.93   | 0.06%             | 2029-03-22      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                 | Cimpress Public Limited Company 2024 Term Loan B                                                              | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |     2270540 | PA      | $2272424.80   | 0.05%             | 2028-05-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                | Fugue Finance BV 2025 Repriced Term Loan                                                                      | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     1739583 | PA      | $1741757.65   | 0.04%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                | Greenko Dutch BV                                                                                              | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      683350 | PA      | $675624.03    | 0.02%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                                | Pegasus BidCo BV 2025 USD Repriced Term Loan B                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     1645138 | PA      | $1652672.32   | 0.04%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| PEARLS (Netherlands) Bidco BV                                   | PEARLS (Netherlands) Bidco BV 2022 USD Term Loan B                                                            | CUSIP: 000000000<br>LEI: 2549005MTFX0VLL0UQ17 | Long             | LON              | CORP              | US        |      965392 | PA      | $904571.89    | 0.02%             | 2029-02-26      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                              | Nouryon Finance BV 2024 USD Term Loan B1                                                                      | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      982111 | PA      | $979655.59    | 0.02%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | 99D11FDX6 WELLINGTON                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     3275000 | NC      | $130747.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | 99D11FDI9 WELLINGTON                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | AD        |     3275000 | NC      | $171207.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     2102773 | PA      | $1963989.99   | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                          | BRF SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     5440000 | PA      | $4611657.73   | 0.11%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4253245 | PA      | $4597628.69   | 0.11%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                  | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3720000 | PA      | $4115622.00   | 0.09%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                              | Dominican Republic International Bond                                                                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   125400000 | PA      | $2344052.92   | 0.05%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                           | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     7615000 | PA      | $7272629.60   | 0.17%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                  | Trust Fibra Uno                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     3650000 | PA      | $3975434.00   | 0.09%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                          | VTR Comunicaciones SpA                                                                                        | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      615000 | PA      | $598087.50    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                            | YPF SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     7925000 | PA      | $7910311.81   | 0.18%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                               | Evertec Group LLC 2023 Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |     1562500 | PA      | $1564453.13   | 0.04%             | 2030-10-30      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                   | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     2294000 | PA      | $2368186.35   | 0.05%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                   | JSW Steel Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     4715000 | PA      | $4631499.94   | 0.11%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                                   | MAXEON SOLAR TECHNOLOGIES LTD                                                                                 | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | N/A              | DE               |  | SG        |       20550 | NS      | $8137.80      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer