# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-004234
**Filing Date:** 2026-2
**Character Count:** 1020422
**Document Hash:** c4a1a2da208a893f58e798900a6bc9c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004234.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-004234

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 26675620

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

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

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

## Series and Classes Contracts Data

### BLACKROCK MANAGED INCOME FUND (Series ID: S000018357)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000050720 | CLASS K SHARES       |  |
| C000050721 | INSTITUTIONAL SHARES |  |
| C000050722 | INVESTOR A SHARES    |  |
| C000174022 | INVESTOR C SHARES    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Managed Income Fund

- **b. EDGAR series identifier (if any):** S000018357

- **c. LEI of Series:** RBPZPJ2O5BNMGVB65O41

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $930678413.05

**Total Liabilities:** $71343345.20

**Net Assets:** $859335067.85

**Cash Not Reported:** $807593.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 46853.88000000 | **1-Year:** 13047.07000000 | **5-Year:** 90354.29000000 | **10-Year:** 18711.71000000 | **30-Year:** 3087.24000000

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

- **3-Month:** 29164.89000000 | **1-Year:** 329.45000000 | **5-Year:** 5267.63000000 | **10-Year:** 392.42000000 | **30-Year:** 146.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050720 | 0.38%                | 0.88%                | 0.12%                |
| Class ID C000050721 | 0.37%                | 0.88%                | 0.12%                |
| Class ID C000050722 | 0.35%                | 0.76%                | 0.10%                |
| Class ID C000174022 | 0.19%                | 0.80%                | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5097105.36              | $-5393578.18                               |
| Month 2  | $-214750.32              | $3317767.29                                |
| Month 3  | $1477180.19              | $-2261440.92                               |

**Designated Index Information**

- **Index Name:** 17.50% MSCI World High Div / 60.00% US Agg / 22.50% BBG HY 2% Issuer Capped

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| A10 Issuer LLC                                                            | A10 Issuer LLC, Series 2025-FL6, Class A                                          | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    838000 | PA      | $836432.02    | 0.10%             | 2042-05-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56725.77     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                      | AGL Core CLO 36 Ltd., Series 2024-36A, Class B                                    | CUSIP: 00121WAE3<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005487.60   | 0.23%             | 2038-01-23      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    196000 | PA      | $177701.15    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301685.49    | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                     | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $598529.03    | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                            | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $769164.94    | 0.09%             | 2029-12-17      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7542 | NS      | $187343.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    185000 | PA      | $172869.75    | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                   | AS Mileage Plan IP Ltd.                                                           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    311000 | PA      | $313803.53    | 0.04%             | 2031-10-20      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6885 | NS      | $862621.65    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       949 | NS      | $216837.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128980.19    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $246602.00    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149540.68    | 0.02%             | 2030-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    275000 | PA      | $271712.22    | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AEGON Funding Co. LLC                                                     | Aegon Funding Co. LLC                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    786000 | PA      | $798403.25    | 0.09%             | 2027-04-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1012 | NS      | $137702.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Agree Realty Corp.                                                        | Agree Realty Corp.                                                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      3548 | NS      | $255562.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AGL CLO 7 Ltd.                                                            | AGL CLO 7 Ltd., Series 2020-7A, Class AR2                                         | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004871.00   | 0.23%             | 2038-10-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| AGL CLO 43 Ltd.                                                           | AGL CLO 43 Ltd., Series 2025-43A, Class C                                         | CUSIP: 00852TAG0<br>LEI: 254900MOOKTGLK7JFO07 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1755737.38   | 0.20%             | 2038-09-10      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30933.64     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    664000 | PA      | $654159.62    | 0.08%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47285.62     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       922 | NS      | $227752.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100059.59    | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                     | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1726 | NS      | $84470.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $219028.28    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      7167 | NS      | $1050538.86   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1198 | NS      | $77881.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189653.82    | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1874000 | PA      | $1734621.25   | 0.20%             | 2041-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020414<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1498000 | PA      | $-1386586.25  | -0.16%            | 2041-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6127000 | PA      | $-4951357.49  | -0.58%            | 2056-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7229000 | PA      | $5841906.85   | 0.68%             | 2056-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113000 | PA      | $106877.70    | 0.01%             | 2041-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4890000 | PA      | $-4133196.12  | -0.48%            | 2056-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5504000 | PA      | $4652170.03   | 0.54%             | 2056-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    257000 | PA      | $247211.91    | 0.03%             | 2041-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030413<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -2000 | PA      | $-1923.83     | -0.00%            | 2041-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    520000 | PA      | $459854.69    | 0.05%             | 2056-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87000 | PA      | $84567.05     | 0.01%             | 2041-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032419<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -3000 | PA      | $-2916.11     | -0.00%            | 2041-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -310000 | PA      | $-286568.36   | -0.03%            | 2056-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419000 | PA      | $387329.49    | 0.05%             | 2056-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    985000 | PA      | $907469.72    | 0.11%             | 2056-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67000 | PA      | $66117.88     | 0.01%             | 2041-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    859000 | PA      | $814696.70    | 0.09%             | 2056-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -751000 | PA      | $-712266.84   | -0.08%            | 2056-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    336000 | PA      | $336118.12    | 0.04%             | 2041-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1339000 | PA      | $-1307054.37  | -0.15%            | 2056-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1339000 | PA      | $1307054.37   | 0.15%             | 2056-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1339000 | PA      | $1306008.27   | 0.15%             | 2056-02-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1815000 | PA      | $1809895.31   | 0.21%             | 2056-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1567000 | PA      | $-1562592.81  | -0.18%            | 2056-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2565000 | PA      | $2600865.34   | 0.30%             | 2056-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1335000 | PA      | $-1353666.76  | -0.16%            | 2056-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419000 | PA      | $430198.81    | 0.05%             | 2056-01-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389000 | PA      | $404264.59    | 0.05%             | 2056-01-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       767 | NS      | $159651.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc., Series B                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104922.75    | 0.01%             | 2026-05-15      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1380276.55   | 0.16%             | 2031-01-17      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50244.10     | 0.01%             | 2029-05-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216573.91    | 0.03%             | 2033-07-31      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9104 | NS      | $2849552.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    338000 | PA      | $339037.32    | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185627.69    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1748 | NS      | $100789.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    704000 | PA      | $622534.28    | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624943.96    | 0.07%             | 2030-08-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1967142.28   | 0.23%             | 2030-11-20      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    613000 | PA      | $621423.25    | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387350.69    | 0.05%             | 2035-03-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1444 | NS      | $144197.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV                                                           | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    262000 | PA      | $256207.18    | 0.03%             | 2029-04-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| DCC plc                                                                   | DCC plc                                                                           | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       305 | NS      | $19001.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1561 | NS      | $179998.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series C                                       | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297828.13    | 0.03%             | 2056-03-15      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series D                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137554.19    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       637 | NS      | $235658.15    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111444.54    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98551.93     | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    299000 | PA      | $304046.84    | 0.04%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226705.18    | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173008.39    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     35246 | NS      | $811188.68    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                          | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    381000 | PA      | $381756.58    | 0.04%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                          | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92507.18     | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222102.16    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       526 | NS      | $44999.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     21835 | NS      | $1237840.45   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11780.99     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    132000 | PA      | $117242.46    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146349.08    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    925000 | PA      | $951703.66    | 0.11%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83361.90     | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44262.43     | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| American Water Works Co., Inc.                                            | American Water Works Co., Inc.                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       902 | NS      | $117711.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       637 | NS      | $215146.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RS GROUP plc                                                              | RS GROUP plc                                                                      | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      7568 | NS      | $63451.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMETEK, Inc.                                                              | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       208 | NS      | $42704.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       417 | NS      | $136488.27    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268796.89    | 0.03%             | 2033-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326726.30    | 0.04%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111797.42    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1027 | NS      | $138788.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                             | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                          | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005529.00   | 0.23%             | 2038-10-20      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2023-5, Class A1                                 | CUSIP: 03465RAA0<br>LEI: 25490044I2782VP4HJ09 | Long             | ABS-MBS          | CORP              | US        |    951005 | PA      | $948104.88    | 0.11%             | 2067-09-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-7, Class A1                                 | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    706381 | PA      | $713297.42    | 0.08%             | 2070-06-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                        | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $265203.84    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35634.42     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $61938.11     | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159145.17    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                        | Anheuser-Busch InBev Finance, Inc.                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57411.01     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1541 | NS      | $53102.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1384 | NS      | $485161.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111104.54    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    229000 | PA      | $222828.13    | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673979.30    | 0.08%             | 2028-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449768.25    | 0.05%             | 2032-09-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                         | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93983.79     | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                         | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111288.64    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                         | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    109000 | PA      | $113509.23    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Aon North America, Inc.                                                   | Aon North America, Inc.                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48590.45     | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                     | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R                                 | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003846.60   | 0.23%             | 2038-10-21      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXVIII                                                         | Apidos CLO XXVIII, Series 2017-28A, Class A1AR                                    | CUSIP: 03767CAL4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504771.95   | 0.18%             | 2038-10-20      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4064 | NS      | $1104839.04   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corp.                                                     | Applied Digital Corp.                                                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       273 | NS      | $6693.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5246 | NS      | $1348169.54   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298476.39    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167403.96    | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    879000 | PA      | $901612.39    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739765.22    | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    198000 | PA      | $198904.15    | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    881000 | PA      | $897476.20    | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $201820.59    | 0.02%             | 2034-09-13      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AREIT                                                                     | AREIT, Series 2025-CRE11, Class A                                                 | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001124.40   | 0.12%             | 2043-07-25      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42050.71     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163107.10    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187843.05    | 0.02%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    294000 | PA      | $296888.35    | 0.03%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34221.83     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                        | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1764840.79   | 0.21%             | 2028-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       755 | NS      | $98927.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154503.04    | 0.02%             | 2027-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257551.36    | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51163.73     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252616.32    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      2338 | NS      | $98173.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Associated Banc-Corp.                                                     | Associated Banc-Corp.                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    832000 | PA      | $863724.64    | 0.10%             | 2030-08-29      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| Assurant, Inc.                                                            | Assurant, Inc.                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3035 | NS      | $730979.75    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust              | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                      | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $600936.73    | 0.07%             | 2044-12-15      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1213 | NS      | $203335.19    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50806.82     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $123127.87    | 0.01%             | 2042-08-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1293 | NS      | $332598.39    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1229 | NS      | $222829.99    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196565.13    | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Avery Dennison Corp.                                                      | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       275 | NS      | $50017.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                        | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    683000 | PA      | $671864.89    | 0.08%             | 2026-09-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                        | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1288487.06   | 0.15%             | 2030-10-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     18033 | NS      | $283766.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        28 | NS      | $15902.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class A                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1117830.89   | 0.13%             | 2041-12-10      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $911329.87    | 0.11%             | 2041-12-10      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $481298.37    | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49654.61     | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    247000 | PA      | $245100.24    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1503330.78   | 0.17%             | 2026-09-06      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    458000 | PA      | $461163.70    | 0.05%             | 2027-04-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55811.65     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73879.02     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT International Finance plc                                             | BAT International Finance plc                                                     | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $241345.58    | 0.03%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1644000 | PA      | $1648622.27   | 0.19%             | 2042-11-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211235.80    | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                                 | BPR Trust, Series 2021-TY, Class A                                                | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399877.12    | 0.05%             | 2038-09-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1401301.16   | 0.16%             | 2042-11-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $341459.28    | 0.04%             | 2033-12-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       175 | NS      | $30247.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $733781.70    | 0.09%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1611527 | PA      | $1613017.77   | 0.19%             | 2039-02-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class C                                                | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $144515.86    | 0.02%             | 2041-03-15      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class D                                                | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $122777.13    | 0.01%             | 2041-03-15      | Floating      | 9.14%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                           | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038462 | PA      | $1039109.75   | 0.12%             | 2037-06-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class C                           | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $76281.93     | 0.01%             | 2041-10-15      | Floating      | 8.61%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LIFE, Class A                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $151348.28    | 0.02%             | 2047-06-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-OMG, Class A                                                | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $314195.78    | 0.04%             | 2042-10-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VOLT, Class A                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2201368.40   | 0.26%             | 2044-12-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ARIA, Class A                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $1004019.68   | 0.12%             | 2042-12-13      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11286 | NS      | $513964.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ballyrock CLO 27 Ltd.                                                     | Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A                                 | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1807691.76   | 0.21%             | 2037-10-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505269.20   | 0.18%             | 2037-07-20      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                      | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396277.66    | 0.05%             | 2026-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                      | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12644.42     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                                  | Banco Nacional de Panama                                                          | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $176828.00    | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     11071 | NS      | $608905.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series RR                                                  | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86057.80     | 0.01%             | 2027-01-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1048721.64   | 0.12%             | 2028-07-21      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62207.59     | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1489574.16   | 0.17%             | 2029-03-05      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    591000 | PA      | $583460.68    | 0.07%             | 2027-07-22      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    312000 | PA      | $297617.65    | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    659000 | PA      | $648220.44    | 0.08%             | 2028-02-04      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132603.14    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550265.63    | 0.06%             | 2027-01-20      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    323000 | PA      | $336916.06    | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series FIX                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $1034419.01   | 0.12%             | 2031-01-24      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344510.34    | 0.04%             | 2029-05-09      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series 6                                                        | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205788.60    | 0.02%             | 2085-11-26      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1274 | NS      | $147898.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                         | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $214164.20    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class AS                                                  | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $98200.03     | 0.01%             | 2063-03-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                     | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $114547.16    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402250.95    | 0.05%             | 2027-05-09      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $255469.93    | 0.03%             | 2028-03-12      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407635.88    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $231532.92    | 0.03%             | 2035-03-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    401000 | PA      | $403212.79    | 0.05%             | 2029-11-11      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| UNITE Group plc (The)                                                     | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     16135 | NS      | $121477.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1936 | NS      | $36996.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61356.60     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5994.49      | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33177.37     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87792.51     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                      | Bayer US Finance LLC                                                              | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $2258739.56   | 0.26%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                      | Bayer US Finance LLC                                                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231264.11    | 0.03%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                                   | Bayer US Finance II LLC                                                           | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360394.51    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2025-FL14, Class A                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998360.50    | 0.12%             | 2042-10-17      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100069.52    | 0.01%             | 2035-05-15      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                   | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                  | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413618 | PA      | $373843.24    | 0.04%             | 2040-02-28      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       616 | NS      | $119547.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $391625.41    | 0.05%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2913000 | PA      | $3077570.28   | 0.36%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                                    | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B                | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1354246.56   | 0.16%             | 2037-10-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    234000 | PA      | $230642.82    | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $127077.33    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    551000 | PA      | $581665.11    | 0.07%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    579000 | PA      | $596296.90    | 0.07%             | 2028-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                                         | Taylor Wimpey plc                                                                 | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    387202 | NS      | $560284.11    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249985.30    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1753000 | PA      | $1759589.18   | 0.20%             | 2042-08-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                                   | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002719.90   | 0.12%             | 2037-10-22      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                                        | BlackRock Allocation Target Shares - Securitized Total Return Series, Class A     | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |   1110922 | NS      | $10642629.92  | 1.24%             |  |  |  | No            | N/A                | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  39356335 | NS      | $39356334.91  | 4.58%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Funds V                                                         | BlackRock Floating Rate Income Portfolio, Class K Shares                          | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     34279 | NS      | $327021.47    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51422.09     | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105868.60    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    331000 | PA      | $334676.29    | 0.04%             | 2029-05-09      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    644000 | PA      | $624340.32    | 0.07%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    321000 | PA      | $291642.86    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6703.49      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443440.35    | 0.05%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    786000 | PA      | $807622.98    | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $485099.13    | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    314000 | PA      | $313402.32    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    966000 | PA      | $991131.77    | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      9061 | NS      | $1676822.76   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      3030 | NS      | $204464.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1004 | NS      | $95731.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyce Park CLO Ltd.                                                       | Boyce Park CLO Ltd., Series 2022-1A, Class C                                      | CUSIP: 103228AJ1<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001578.80   | 0.12%             | 2035-04-21      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                       | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |    858206 | PA      | $863507.14    | 0.10%             | 2065-06-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Bridge Street CLO VI Ltd.                                                 | Bridge Street CLO VI Ltd., Series 2025-2A, Class A1                               | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002524.80   | 0.12%             | 2039-01-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1410 | NS      | $76055.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                      | Broadridge Financial Solutions, Inc.                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       277 | NS      | $61818.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease, Inc.                                                | Broadstone Net Lease, Inc.                                                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      3353 | NS      | $58241.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8067 | NS      | $2791988.70   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82225.34     | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567596.85    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82366.19     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67062.04     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    640000 | PA      | $650259.92    | 0.08%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    686000 | PA      | $627469.43    | 0.07%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    581000 | PA      | $537811.23    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134897.32    | 0.02%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Brookdale Senior Living, Inc.                                             | Brookdale Senior Living, Inc.                                                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     21853 | NS      | $235793.87    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2448 | NS      | $63794.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                                | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001679.00   | 0.12%             | 2034-07-18      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272904 | PA      | $272903.90    | 0.03%             | 2039-12-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73062 | PA      | $73175.13     | 0.01%             | 2041-05-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081305 | PA      | $1083321.89   | 0.13%             | 2041-08-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380790 | PA      | $381027.53    | 0.04%             | 2040-04-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VLT6, Class A                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $101872.50    | 0.01%             | 2042-03-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                  | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30284.21     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CBOE Global Markets, Inc.                                                 | CBOE Global Markets, Inc.                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       246 | NS      | $61746.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2020-13A, Class A                                               | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001511.50   | 0.12%             | 2034-01-20      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust                                                      | CHNGE Mortgage Trust, Series 2022-2, Class A1                                     | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609981 | PA      | $600969.26    | 0.07%             | 2067-03-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-2RA, Class AR                                      | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003001.00   | 0.12%             | 2037-10-24      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1565 | NS      | $430734.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-2A, Class A1RR                                     | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002448.70   | 0.12%             | 2038-10-17      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                     | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2406344.16   | 0.28%             | 2038-10-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class BR2                                      | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507549.50   | 0.18%             | 2038-10-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class A1R                                      | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003139.90   | 0.12%             | 2040-01-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                                | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003000.00   | 0.12%             | 2037-07-25      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2023-I2, Class A1                                               | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235087 | PA      | $236079.25    | 0.03%             | 2067-12-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     18546 | NS      | $1296921.78   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                         | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18970.84     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                         | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19154.26     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3246 | NS      | $257602.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class A                              | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $131386.08    | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      7017 | NS      | $184687.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    252000 | PA      | $254505.94    | 0.03%             | 2029-07-03      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    657000 | PA      | $657736.50    | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2022-1A, Class C                                  | CUSIP: 13877JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001620.80   | 0.12%             | 2035-04-15      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374214.91    | 0.04%             | 2026-07-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp., Series M                                             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48410.99     | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161801.84    | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1288107.92   | 0.15%             | 2031-09-11      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169142.51    | 0.02%             | 2036-09-11      | Variable      | 5.20%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       998 | NS      | $205089.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CareTrust REIT, Inc.                                                      | CareTrust REIT, Inc.                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      6771 | NS      | $244839.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-4A, Class A11R                                   | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501033.35   | 0.17%             | 2035-04-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $364329.75    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     16526 | NS      | $873233.84    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CarVal CLO IV Ltd.                                                        | CarVal CLO IV Ltd., Series 2021-1A, Class A1R                                     | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503865.95   | 0.18%             | 2038-03-31      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       184 | NS      | $105408.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2985 | NS      | $122832.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1326145.90   | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1370229.02   | 0.16%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    242000 | PA      | $216478.19    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    187000 | PA      | $161487.81    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19663.12     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    158000 | PA      | $135902.80    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3000 | NS      | $115020.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series A                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $189800.88    | 0.02%             | 2055-02-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series B                                                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59722.88     | 0.01%             | 2055-02-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43067.56     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337554.71    | 0.04%             | 2056-04-01      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                   | CenterPoint Energy Houston Electric LLC                                           | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111073.32    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Resources Corp.                                        | CenterPoint Energy Resources Corp.                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18446.25     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301046 | PA      | $292787.59    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1376716.61   | 0.16%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $420392.04    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1464050.09   | 0.17%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    917000 | PA      | $957053.60    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $775143.81    | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    688000 | PA      | $689446.50    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96402.14     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $141839.28    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60441.25     | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261029.48    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86902.14     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    497000 | PA      | $496157.82    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    426000 | PA      | $441923.87    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                              | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    719000 | PA      | $725953.08    | 0.08%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80079.68     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1483 | NS      | $163663.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    406000 | PA      | $406028.67    | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $176962.85    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-2A, Class A1                                       | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003495.80   | 0.12%             | 2037-04-22      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Cincinnati Financial Corp.                                                | Cincinnati Financial Corp.                                                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       169 | NS      | $27601.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Mining, Inc.                                                       | Cipher Mining, Inc.                                                               | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |       689 | NS      | $10169.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1654 | NS      | $127407.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series T                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86081.57     | 0.01%             | 2026-08-15      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324867.43    | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549621.85    | 0.06%             | 2029-04-23      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1482438.36   | 0.17%             | 2030-03-20      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    857000 | PA      | $802187.72    | 0.09%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136200.19    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series X                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173393.18    | 0.02%             | 2026-02-18      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48098.92     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144928.75    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    495000 | PA      | $507944.84    | 0.06%             | 2030-02-13      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    351000 | PA      | $364762.48    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    217000 | PA      | $220890.59    | 0.03%             | 2030-02-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49227.37     | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    332000 | PA      | $334695.03    | 0.04%             | 2028-05-07      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    908000 | PA      | $927417.26    | 0.11%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205634.43    | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162603.49    | 0.02%             | 2031-02-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58095.00     | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    301000 | PA      | $303393.59    | 0.04%             | 2030-09-19      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    302000 | PA      | $311354.45    | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    535000 | PA      | $555921.24    | 0.06%             | 2030-08-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     12365 | NS      | $722239.65    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     32797 | PA      | $572.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     49000 | PA      | $345.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     92000 | PA      | $1576.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    182000 | PA      | $1282.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    769000 | PA      | $3324.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $679.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     90000 | PA      | $414.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     81000 | PA      | $1336.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $661.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $629.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     79000 | PA      | $531.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58028 | PA      | $1063.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $684.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    123000 | PA      | $392.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    112000 | PA      | $389.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $232.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    149000 | PA      | $517.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    436000 | PA      | $1533.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $233.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cleanspark, Inc.                                                          | Cleanspark, Inc.                                                                  | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |       607 | NS      | $6142.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59366.09     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| COAST Commercial Mortgage Trust                                           | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                        | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $369768.97    | 0.04%             | 2036-08-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     22208 | NS      | $1552561.28   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       865 | NS      | $68352.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-6, Class A1                                 | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712253 | PA      | $718733.30    | 0.08%             | 2070-08-25      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series F                                                          | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9516.53      | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19150 | NS      | $572393.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    780000 | PA      | $745193.80    | 0.09%             | 2035-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49589.60     | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552964.45    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60023.29     | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27370.30     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    963000 | PA      | $933955.33    | 0.11%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55265.62     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32167.41     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88724.92     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class A                              | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914000 | PA      | $915129.80    | 0.11%             | 2041-06-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                               | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66679.41     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                               | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149828.59    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                               | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36179.20     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199688.26    | 0.02%             | 2041-08-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6599 | NS      | $617732.39    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison, Inc.                                                 | Consolidated Edison, Inc.                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       389 | NS      | $38635.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       342 | NS      | $120818.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111786.47    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275945.35    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     31000 | PA      | $-409.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $-264.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     14000 | PA      | $-179.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21000 | PA      | $-269.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cooper Cos., Inc. (The)                                                   | Cooper Cos., Inc. (The)                                                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       703 | NS      | $57617.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      6458 | NS      | $218740.61    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                  | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       148 | NS      | $18755.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1604 | NS      | $158641.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       896 | NS      | $13045.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    812000 | PA      | $672307.39    | 0.08%             | 2056-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    727000 | PA      | $626980.71    | 0.07%             | 2056-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    777000 | PA      | $698055.59    | 0.08%             | 2056-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892000 | PA      | $811614.91    | 0.09%             | 2056-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -851000 | PA      | $-774309.74   | -0.09%            | 2056-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    674000 | PA      | $636587.74    | 0.07%             | 2056-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -261000 | PA      | $-246512.46   | -0.03%            | 2056-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    808000 | PA      | $786916.25    | 0.09%             | 2056-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -285000 | PA      | $-277563.28   | -0.03%            | 2056-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478000 | PA      | $476870.21    | 0.06%             | 2056-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2191000 | PA      | $2212244.79   | 0.26%             | 2056-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -245000 | PA      | $-247375.62   | -0.03%            | 2056-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425000 | PA      | $433084.96    | 0.05%             | 2056-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320000 | PA      | $330775.00    | 0.04%             | 2056-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -320000 | PA      | $-330775.00   | -0.04%            | 2056-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320000 | PA      | $330412.50    | 0.04%             | 2056-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       687 | NS      | $592427.58    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     60000 | PA      | $-1372.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      9632 | NS      | $248312.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    670000 | PA      | $379.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    470000 | PA      | $265.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     10000 | PA      | $-231.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    474000 | PA      | $429.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    138000 | PA      | $207.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $44.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    336000 | PA      | $505.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $-1496.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $-1430.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-599.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $284.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20000 | PA      | $284.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-615.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    220000 | PA      | $3127.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3500000 | PA      | $73395.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    275000 | PA      | $361.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     40000 | PA      | $-1008.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1263000 | PA      | $1296617.66   | 0.15%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204380.40    | 0.02%             | 2030-02-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $230572.03    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    845000 | PA      | $840890.06    | 0.10%             | 2031-09-23      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     10000 | PA      | $-254.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-741.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       767 | NS      | $24978.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     60000 | PA      | $-1078.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-595.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-898.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5837612 | PA      | $-1693.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $-1506.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     55000 | PA      | $-3.25        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     56000 | PA      | $-3.32        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2985224 | PA      | $-23939.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H5, Class A1                                    | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940883 | PA      | $948781.68    | 0.11%             | 2070-07-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19919.69     | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50912.92     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     84000 | PA      | $75092.49     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34495.82     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6087.28      | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33277.86     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90275.73     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38789.23     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42651.53     | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    142000 | PA      | $190.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     57049 | PA      | $51.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     57000 | PA      | $101.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       504 | NS      | $257266.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    880000 | PA      | $764.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    156951 | PA      | $-147.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Curtiss-Wright Corp.                                                      | Curtiss-Wright Corp.                                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        97 | NS      | $53473.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $65100.70     | 0.01%             | 2037-08-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class A                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2301776.29   | 0.27%             | 2042-11-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class C                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499999.25    | 0.06%             | 2042-11-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.16%             | 2034-08-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $639203.46    | 0.07%             | 2037-04-15      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                        | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    865000 | PA      | $881371.22    | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                        | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    783000 | PA      | $719866.40    | 0.08%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DTE Energy Co.                                                            | DTE Energy Co.                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       239 | NS      | $30826.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co.                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25789.82     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                             | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $356188.08    | 0.04%             | 2035-08-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    270000 | PA      | $-3879.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Daimler Truck Finance North America LLC                                   | Daimler Truck Finance North America LLC                                           | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156487.08    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1246 | NS      | $285234.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    709000 | PA      | $348.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    582000 | PA      | $285.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    557000 | PA      | $-1460.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     87000 | PA      | $1134.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    127000 | PA      | $2050.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     96000 | PA      | $1215.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    227000 | PA      | $2097.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    153000 | PA      | $1861.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    570000 | PA      | $3613.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       562 | NS      | $103419.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    111000 | PA      | $-235.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                       | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |     31837 | NS      | $419606.81    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     46600 | NS      | $432009.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       567 | NS      | $263978.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                            | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264651.78    | 0.03%             | 2032-10-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1440 | NS      | $181267.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156791.17    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                             | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70209.78     | 0.01%             | 2055-09-12      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co., Series A                                                        | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25936.38     | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $183214.42    | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $181269.65    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $446905.46    | 0.05%             | 2028-02-08      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    655000 | PA      | $680949.88    | 0.08%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    540000 | PA      | $545459.21    | 0.06%             | 2031-08-04      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    575000 | PA      | $573042.10    | 0.07%             | 2031-12-10      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $236028.39    | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       758 | NS      | $50308.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                               | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                            | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509295.00   | 0.29%             | 2038-01-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                               | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                            | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508339.75   | 0.29%             | 2038-01-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 12 Ltd.                                              | Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A                            | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003532.00   | 0.23%             | 2038-10-20      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17461.42     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    509000 | PA      | $475615.80    | 0.06%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385712.47    | 0.04%             | 2030-01-30      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276459.57    | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       678 | NS      | $104893.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                      | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338879.70    | 0.04%             | 2028-03-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Magna International, Inc.                                                 | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       811 | NS      | $43234.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       191 | NS      | $25359.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2430 | NS      | $142373.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86620.08     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171984.07    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        79 | NS      | $32928.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                            | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174008.33    | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                        | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $36989.80     | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1925 | NS      | $225629.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                         | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126686.96    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                         | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56687.42     | 0.01%             | 2034-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                         | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135898.47    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                          | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102949.14    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                          | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64328.82     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                           | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112762.50    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       466 | NS      | $18733.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    344000 | PA      | $348354.11    | 0.04%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2906 | NS      | $305159.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15092.61     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1289 | NS      | $69090.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118457.93    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    374000 | PA      | $406221.15    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    462000 | PA      | $468023.18    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240617.60    | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235096.11    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    609000 | PA      | $636188.85    | 0.07%             | 2034-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200471.80    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    851000 | PA      | $856585.57    | 0.10%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EastGroup Properties, Inc.                                                | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1520 | NS      | $270772.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       922 | NS      | $80306.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       889 | NS      | $75787.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM2, Class A1                    | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881201 | PA      | $889369.84    | 0.10%             | 2070-06-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| EFMT                                                                      | EFMT, Series 2025-NQM5, Class A1                                                  | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827250 | PA      | $828804.07    | 0.10%             | 2070-11-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       239 | NS      | $48834.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27083.18     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class CRR                                    | CUSIP: 29001LBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $703345.79    | 0.08%             | 2037-10-20      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                                            | Embraer Netherlands Finance BV                                                    | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $19060.20     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       102 | NS      | $62402.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       681 | NS      | $90382.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire State Realty Trust, Inc.                                           | Empire State Realty Trust, Inc., Class A                                          | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      3073 | NS      | $20035.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401239.31    | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series 20-A                                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $338182.84    | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series G                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    322000 | PA      | $329712.87    | 0.04%             | 2030-05-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    422000 | PA      | $433233.21    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    177000 | PA      | $182153.49    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455455.78    | 0.05%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1036000 | PA      | $1031620.06   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74179.02     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    397000 | PA      | $386347.53    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1591 | NS      | $147056.13    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC, Series E                                       | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338419.77    | 0.04%             | 2077-08-16      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Equifax, Inc.                                                             | Equifax, Inc.                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3528 | NS      | $765505.44    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       718 | NS      | $550102.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    148000 | PA      | $141228.40    | 0.02%             | 2028-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                         | Equity LifeStyle Properties, Inc.                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      5141 | NS      | $311596.01    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                   | Essential Properties Realty Trust, Inc.                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       685 | NS      | $20317.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc.                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1086 | NS      | $78724.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2813 | NS      | $189399.29    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1150 | NS      | $50128.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39394.46     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204329.55    | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34806.68     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $385547.11    | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                            | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    671000 | PA      | $693253.20    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133409.89    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                            | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257759.26    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2025-ESH, Class A                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $716116.33    | 0.08%             | 2042-10-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    251000 | PA      | $198667.94    | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| FNB Corp.                                                                 | FNB Corp.                                                                         | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387803.17    | 0.05%             | 2030-12-11      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                              | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    536000 | PA      | $522953.67    | 0.06%             | 2031-01-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1926 | NS      | $1271333.34   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Trust                                                                  | FS Trust, Series 2024-HULA, Class A                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $571423.97    | 0.07%             | 2039-08-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1155000 | PA      | $1154502.89   | 0.13%             | 2042-08-19      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| BT Group plc                                                              | BT Group plc                                                                      | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     18943 | NS      | $46930.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132D6AZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380672 | PA      | $360270.92    | 0.04%             | 2036-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22802 | PA      | $19784.14     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DMYZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1606615 | PA      | $1381370.00   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DSKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500906 | PA      | $450037.53    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198301 | PA      | $207077.70    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2004339 | PA      | $1624963.12   | 0.19%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337879 | PA      | $299898.13    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132LBBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    719010 | PA      | $694773.79    | 0.08%             | 2049-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119288 | PA      | $103831.05    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45247 | PA      | $39571.97     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122252 | PA      | $103128.57    | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122434 | PA      | $106407.08    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1313 | NS      | $132350.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                             | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204000 | PA      | $187736.91    | 0.02%             | 2030-05-01      | Fixed         | 2.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140LYNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80889 | PA      | $70407.46     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065041 | PA      | $864620.30    | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140QNUW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598349 | PA      | $1373824.77   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140QVGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953036 | PA      | $951063.24    | 0.11%             | 2054-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W14M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460749 | PA      | $473090.51    | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W1KX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602418 | PA      | $622606.74    | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W2AA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065158 | PA      | $868716.49    | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W2MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067640 | PA      | $875456.62    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W34A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390213 | PA      | $408196.75    | 0.05%             | 2055-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W34F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695105 | PA      | $623525.72    | 0.07%             | 2052-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W34Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467361 | PA      | $470034.96    | 0.05%             | 2055-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3CQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295315 | PA      | $1322207.17   | 0.15%             | 2055-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576207 | PA      | $541479.07    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3P45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066294 | PA      | $878109.51    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3P94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603764 | PA      | $1376053.67   | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446608 | PA      | $459418.52    | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W4B22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575658 | PA      | $543690.03    | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W4FM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823896 | PA      | $720319.33    | 0.08%             | 2042-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XHHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024342 | PA      | $948777.26    | 0.11%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XMZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439731 | PA      | $389828.47    | 0.05%             | 2052-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XP2W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954339 | PA      | $923490.91    | 0.11%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XPQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425998 | PA      | $328690.83    | 0.04%             | 2051-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XQA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463169 | PA      | $415235.27    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140Y6S43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761406 | PA      | $785323.44    | 0.09%             | 2055-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55665 | PA      | $48521.57     | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115851 | PA      | $100839.59    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34827 | PA      | $29368.05     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118497 | PA      | $101675.08    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427PCS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380143 | PA      | $395874.40    | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427QR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211374 | PA      | $212197.81    | 0.02%             | 2055-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       886 | NS      | $255929.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95266.22     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3142GT2V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296116 | PA      | $1320500.48   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       247 | NS      | $63049.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95938 | PA      | $81665.84     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83177.89     | 0.01%             | 2029-05-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128150.13    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    234000 | PA      | $239036.46    | 0.03%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       493 | NS      | $30574.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2005-FF10, Class A6M                   | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473184 | PA      | $446633.29    | 0.05%             | 2035-11-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                      | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    246000 | PA      | $247903.81    | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                      | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153303.41    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227891.81    | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48464.66     | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78071.69     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79381.53     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      2265 | NS      | $101404.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series B                                                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1402382.56   | 0.16%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    782000 | PA      | $729121.51    | 0.08%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771684.22    | 0.09%             | 2039-12-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     22000 | PA      | $25466.88     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212331.21    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    232000 | PA      | $212593.97    | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417471.04    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $359530.84    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    788000 | PA      | $822258.82    | 0.10%             | 2028-05-12      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $237875.03    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    620000 | PA      | $627722.37    | 0.07%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $228273.43    | 0.03%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204349.00    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1016953.77   | 0.12%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255799.34    | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1454241.10   | 0.17%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       460 | NS      | $36528.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    409000 | PA      | $427762.73    | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366221.51    | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1199 | NS      | $60897.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19589.88     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    303000 | PA      | $302068.05    | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260661.31    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2022-NQM3, Class A1                                            | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683537 | PA      | $681324.03    | 0.08%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2025-NQM3, Class A1                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901456 | PA      | $909489.64    | 0.11%             | 2070-05-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886069 | PA      | $813671.24    | 0.09%             | 2052-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1019048 | PA      | $879469.30    | 0.10%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    914977 | PA      | $758005.82    | 0.09%             | 2052-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459849 | PA      | $413725.16    | 0.05%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598663 | PA      | $599638.61    | 0.07%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179Y5H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297071 | PA      | $281661.80    | 0.03%             | 2054-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109765 | PA      | $111040.47    | 0.01%             | 2054-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                    | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169296.93    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                    | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    638000 | PA      | $649104.77    | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                    | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    232000 | PA      | $225541.47    | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289242 | PA      | $282034.82    | 0.03%             | 2054-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345630 | PA      | $352477.62    | 0.04%             | 2055-06-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3622AC3F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109238 | PA      | $110910.22    | 0.01%             | 2053-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3622ADXP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119371 | PA      | $121951.68    | 0.01%             | 2055-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1224 | NS      | $100392.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GSMS Trust                                                                | GSMS Trust, Series 2024-FAIR, Class A                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $120455.15    | 0.01%             | 2029-07-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| GSAT Trust                                                                | GSAT Trust, Series 2025-BMF, Class A                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1371000 | PA      | $1372713.34   | 0.16%             | 2040-07-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                   | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547098 | PA      | $552711.82    | 0.06%             | 2065-06-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                   | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    514573 | PA      | $515070.93    | 0.06%             | 2065-07-25      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                     | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001336.80   | 0.12%             | 2041-11-25      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962604 | PA      | $941349.89    | 0.11%             | 2065-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       178 | NS      | $116335.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings, Inc.                                                    | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       289 | NS      | $39410.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       109 | NS      | $36695.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2806 | NS      | $864332.18    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403399.04    | 0.05%             | 2030-07-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       564 | NS      | $26226.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250973.47    | 0.03%             | 2028-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196405.45    | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc., Series C                                      | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149608.13    | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    242000 | PA      | $244595.02    | 0.03%             | 2027-04-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    372000 | PA      | $390788.00    | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147374.55    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    665000 | PA      | $675536.20    | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    695000 | PA      | $695988.64    | 0.08%             | 2028-10-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                                                 | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class A1                              | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003466.90   | 0.12%             | 2037-07-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218939.26    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68310.50     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28907.82     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    795000 | PA      | $807725.21    | 0.09%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69387.94     | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       941 | NS      | $115498.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78075.37     | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96716.84     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                              | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    452000 | PA      | $451544.80    | 0.05%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                              | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    644000 | PA      | $664623.48    | 0.08%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                              | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $459708.37    | 0.05%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69608.49     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52752.56     | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1356510.85   | 0.16%             | 2030-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                  | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3               | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499118.25   | 0.29%             | 2034-04-20      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       491 | NS      | $431589.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1117852.44   | 0.13%             | 2030-04-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114756.73    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    239000 | PA      | $240279.45    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20228.44     | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1558566.77   | 0.18%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74560.12     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    684000 | PA      | $642734.42    | 0.07%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31092.96     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457649.34    | 0.05%             | 2027-03-09      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96652.17     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17912.23     | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76723.08     | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series V                                         | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54471.58     | 0.01%             | 2026-11-10      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392736.35    | 0.05%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series U                                         | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58152.20     | 0.01%             | 2026-08-10      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                                      | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class B                    | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005654.00   | 0.23%             | 2038-01-25      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                           | Golub Capital Partners CLO Ltd., Series 2017-19RA, Class C1R3                     | CUSIP: 38181YAG1<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504330.35   | 0.18%             | 2036-10-20      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2020-151, Class MI               | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2336210 | PA      | $336076.62    | 0.04%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2020-146                         | CUSIP: 38382KVC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1813805 | PA      | $344289.89    | 0.04%             | 2050-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-87, Class NI                | CUSIP: 38382TKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1215100 | PA      | $204474.80    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-193, Class IA               | CUSIP: 38383DVA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2075936 | PA      | $344864.90    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co., Inc.                                                | Graham Packaging Co., Inc.                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10008.53     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO II Ltd.                                                      | Greywolf CLO II Ltd., Series 2013-1A, Class A2AR                                  | CUSIP: 398079BA0<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300210.00    | 0.03%             | 2034-04-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Greystone CRE Notes 2025 LLC                                              | Greystone CRE Notes 2025 LLC, Series 2025-HC4, Class A                            | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $997975.60    | 0.12%             | 2042-10-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| American Healthcare REIT, Inc.                                            | American Healthcare REIT, Inc.                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      7502 | NS      | $353044.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13723.09     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       586 | NS      | $30463.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                         | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       141 | NS      | $32743.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      1969 | NS      | $68516.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HONO Mortgage Trust                                                       | HONO Mortgage Trust, Series 2021-LULU, Class A                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493770.85    | 0.06%             | 2036-10-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770956.49    | 0.09%             | 2037-05-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267091.26    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    656000 | PA      | $630847.77    | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    987000 | PA      | $976663.71    | 0.11%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227111.87    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    645000 | PA      | $663734.03    | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       246 | NS      | $114847.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd.                                                            | HDFC Bank Ltd.                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     19371 | NS      | $707816.34    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $277890.99    | 0.03%             | 2027-08-14      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203737.75    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $825000.10    | 0.10%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1202000 | PA      | $1205706.55   | 0.14%             | 2031-11-06      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6265 | NS      | $139584.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758645 | PA      | $760532.46    | 0.09%             | 2041-10-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM3, Class A1                                           | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586033 | PA      | $591662.22    | 0.07%             | 2070-02-25      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Generali                                                                  | Generali                                                                          | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      2587 | NS      | $108106.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                    | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                   | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500264.05    | 0.06%             | 2034-04-20      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     20810 | NS      | $143799.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117695.77    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80614.08     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       400 | NS      | $107906.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       300 | NS      | $41340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties, Inc.                                               | Healthpeak Properties, Inc.                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      3027 | NS      | $48674.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                 | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    262000 | PA      | $254361.75    | 0.03%             | 2027-02-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                 | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68675.81     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HEICO Corp.                                                               | HEICO Corp.                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       171 | NS      | $55333.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp.                                                                | Hess Corp.                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    467000 | PA      | $468975.46    | 0.05%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94540.02     | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126875.42    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hexcel Corp.                                                              | Hexcel Corp.                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       256 | NS      | $18918.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       737 | NS      | $54899.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1203 | NS      | $413952.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-AFC2, Class A1A                                          | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899510 | PA      | $906580.34    | 0.11%             | 2060-06-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Publicis Groupe SA                                                        | Publicis Groupe SA                                                                | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       702 | NS      | $72901.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       164 | NS      | $31994.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183886.73    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263544.32    | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444559.57    | 0.05%             | 2030-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Hormel Foods Corp.                                                        | Hormel Foods Corp.                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4056 | NS      | $96127.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Houston Galleria Mall Trust                                               | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $797864.91    | 0.09%             | 2045-02-05      | Variable      | 5.46%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       350 | NS      | $71757.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell, Inc.                                                             | Hubbell, Inc.                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2191 | NS      | $973045.01    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Pacific Properties, Inc.                                           | Hudson Pacific Properties, Inc.                                                   | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |      5705 | NS      | $61785.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       532 | NS      | $136261.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45634.60     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216988.34    | 0.03%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    149000 | PA      | $156512.04    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    487000 | PA      | $503501.85    | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190917.75    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       140 | NS      | $47609.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Indra Sistemas SA                                                         | Indra Sistemas SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |       142 | NS      | $8072.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hut 8 Corp.                                                               | Hut 8 Corp.                                                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |       318 | NS      | $14608.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                           | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176881.73    | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       619 | NS      | $53338.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    192000 | PA      | $194879.62    | 0.02%             | 2029-02-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ICG US CLO Ltd.                                                           | ICG US CLO Ltd., Series 2025-2A, Class A                                          | CUSIP: 44936BAA0<br>LEI: 213800Q8XLI78LCJR944 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001617.50   | 0.12%             | 2039-01-18      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1321 | NS      | $325362.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Illuminate Buyer LLC                                                      | Illuminate Buyer LLC                                                              | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3004.06      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Incora Top Holdco LLC                                                     | Incora Top Holdco LLC                                                             | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $7459.59      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                      | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      1188 | NS      | $80287.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    239000 | PA      | $247041.42    | 0.03%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75954.85     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       160 | NS      | $45478.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4724 | NS      | $765099.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $103805.04    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11100.31     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    384000 | PA      | $381158.02    | 0.04%             | 2028-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Invesco US CLO Ltd.                                                       | Invesco US CLO Ltd., Series 2023-3A, Class AR                                     | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501608.60    | 0.06%             | 2038-07-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                      | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112659.35    | 0.01%             | 2029-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                      | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181192.35    | 0.02%             | 2034-09-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $400192.66    | 0.05%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       253 | NS      | $167592.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       244 | NS      | $138191.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes, Inc.                                                    | Invitation Homes, Inc.                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6120 | NS      | $170074.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    367000 | PA      | $348973.66    | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37602.51     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174701.01    | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      4071 | NS      | $337689.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    127626 | PA      | $127460.04    | 0.01%             | 2027-01-29      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| iShares J.P. Morgan EM Local Currency Bond ETF                            | iShares J.P. Morgan EM Local Currency Bond ETF                                    | CUSIP: 464286517<br>LEI: 549300ZZ765YKMMG3526 | Long             |  | RF                | US        |    203731 | NS      | $8469097.67   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares, Inc.                                                             | iShares Core MSCI Emerging Markets ETF                                            | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |    124446 | NS      | $8365260.12   | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Trust                                                             | iShares Core Dividend Growth ETF                                                  | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |      9335 | NS      | $648035.70    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                   | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |    743531 | NS      | $27804341.75  | 3.24%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-PHNY, Class A | CUSIP: 46592UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999062.30    | 0.12%             | 2041-01-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1815 | NS      | $584829.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1538974.15   | 0.18%             | 2029-07-23      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    668000 | PA      | $622260.16    | 0.07%             | 2031-04-22      | Variable      | 2.52%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72572.81     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38288.28     | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71912.81     | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1295558.34   | 0.15%             | 2029-10-23      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $501078.30    | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28167.14     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1493755.90   | 0.17%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    323000 | PA      | $333233.28    | 0.04%             | 2035-07-22      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353430.14    | 0.04%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133435.29    | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2022-DSC1, Class A1                            | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630895 | PA      | $623164.70    | 0.07%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771189.80    | 0.09%             | 2039-06-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      1900 | NS      | $27634.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      1197 | NS      | $63425.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1020 | NS      | $211089.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OQ Chemicals International Holding GmbH                                   | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    112242 | PA      | $82684.97     | 0.01%             | 2031-04-08      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA, 1st Lien Term Loan                                           | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     80812 | PA      | $79801.68     | 0.01%             | 2026-01-30      | Variable      | 8.50%                 | No            | 3                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series KK                                                   | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38780.23     | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       131 | NS      | $159175.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                            | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      2719 | NS      | $660631.44    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      9249 | NS      | $259064.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                           | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1081852.63   | 0.13%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                           | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1055781.79   | 0.12%             | 2035-03-06      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                        | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    543000 | PA      | $559388.26    | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                        | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490657.29    | 0.06%             | 2029-04-13      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249478.69    | 0.03%             | 2032-08-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        65 | NS      | $13207.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3666 | NS      | $69415.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp.                                                      | Kimberly-Clark Corp.                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       379 | NS      | $38237.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    261000 | PA      | $269458.73    | 0.03%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      3406 | NS      | $93630.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163795.59    | 0.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262214.78    | 0.03%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       311 | NS      | $23669.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                                 | Kratos Defense & Security Solutions, Inc.                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       608 | NS      | $46153.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    523000 | PA      | $511908.43    | 0.06%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                             | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    433000 | PA      | $444866.86    | 0.05%             | 2035-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696175 | PA      | $1695645.35   | 0.20%             | 2039-12-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3120 | NS      | $194937.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kuwait International Government Bond                                      | State of Kuwait                                                                   | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    627000 | PA      | $625263.21    | 0.07%             | 2030-10-09      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class A                                              | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894000 | PA      | $893997.68    | 0.10%             | 2043-01-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       230 | NS      | $67521.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17597.86     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| LYB International Finance II BV                                           | LYB International Finance II BV                                                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $16911.11     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                 | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25361.48     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                 | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    894000 | PA      | $897316.90    | 0.10%             | 2031-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      3397 | NS      | $147347.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      1552 | NS      | $81664.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vossloh AG                                                                | Vossloh AG                                                                        | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |       201 | NS      | $17938.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC, 1st Lien Term Loan                                     | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    288719 | PA      | $290056.13    | 0.03%             | 2030-12-20      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Bilfinger SE                                                              | Bilfinger SE                                                                      | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |       559 | NS      | $69941.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       269 | NS      | $69740.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Interpump Group SpA                                                       | Interpump Group SpA                                                               | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      1270 | NS      | $69084.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      5797 | NS      | $96732.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      3360 | NS      | $1553587.70   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    203000 | PA      | $0.02         | 0.00%             | 2037-07-17      | Fixed         | 6.88%                 | No            | 3                  | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       146 | NS      | $26338.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp.                                                              | Lennar Corp., Class A                                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       653 | NS      | $67128.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo DRS, Inc.                                                        | Leonardo DRS, Inc.                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      1140 | NS      | $38862.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      1132 | NS      | $40747.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LEX Mortgage Trust                                                        | LEX Mortgage Trust, Series 2024-BBG, Class A                                      | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005897.10   | 0.12%             | 2033-10-13      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                       | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       745 | NS      | $89332.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1317 | NS      | $1415353.56   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                                                            | Rheinmetall AG                                                                    | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        72 | NS      | $131356.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210300.88    | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $262163.72    | 0.03%             | 2026-06-27      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $341369.90    | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1419000 | PA      | $1414573.27   | 0.16%             | 2031-11-04      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630083.59    | 0.07%             | 2042-08-17      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       286 | NS      | $138329.62    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp., Series B                                                   | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25589.88     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25840.36     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23281.34     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22305.85     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55571.90     | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388698.91    | 0.05%             | 2030-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Aurubis AG                                                                | Aurubis AG                                                                        | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       327 | NS      | $47333.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1606 | NS      | $387302.96    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136245.01    | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     42123 | NS      | $988088.47    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3556 | NS      | $716462.88    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $137784.13    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294684.14    | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    533000 | PA      | $547190.77    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-CHM1, Class A1                                             | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519827 | PA      | $513405.84    | 0.06%             | 2056-09-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2023-NQM2, Class A1                                             | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274077 | PA      | $272166.73    | 0.03%             | 2068-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       178 | NS      | $102123.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jungheinrich AG                                                           | Jungheinrich AG (Preference)                                                      | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |       521 | NS      | $21478.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Securitas AB                                                              | Securitas AB, Class B                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      1416 | NS      | $22518.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acciona SA                                                                | Acciona SA                                                                        | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       352 | NS      | $76609.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                           | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                       | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505749.80   | 0.18%             | 2038-07-21      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                       | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002170.20   | 0.12%             | 2032-10-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                       | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.12%             | 2032-10-15      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                         | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A1R                     | CUSIP: 55821KAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502696.70   | 0.17%             | 2038-10-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    429000 | PA      | $426113.69    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                            | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |       529 | NS      | $147393.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                         | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      3573 | NS      | $66666.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     11402 | NS      | $1103203.10   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                                 | H & M Hennes & Mauritz AB, Class B                                                | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |      1387 | NS      | $27800.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wienerberger AG                                                           | Wienerberger AG                                                                   | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |       883 | NS      | $31508.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                         | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       441 | NS      | $19543.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     13106 | NS      | $154264.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    848000 | PA      | $866624.31    | 0.10%             | 2030-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       831 | NS      | $154167.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22709.55     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27309.05     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48546.61     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       266 | NS      | $74500.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                 | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |      2226 | NS      | $34475.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      3414 | NS      | $131572.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       293 | NS      | $63689.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Buzzi SpA                                                                 | Buzzi SpA                                                                         | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |       740 | NS      | $44733.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| McCormick & Co., Inc.                                                     | McCormick & Co., Inc. (Non-Voting)                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1116 | NS      | $76010.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       682 | NS      | $208439.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                           | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    542917 | PA      | $473499.90    | 0.06%             | 2027-04-15      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       336 | NS      | $275617.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      3060 | NS      | $99606.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10681 | NS      | $1124282.06   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                 | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179940.17    | 0.02%             | 2029-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393761.61    | 0.05%             | 2031-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding                                                          | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    758000 | PA      | $783085.99    | 0.09%             | 2029-04-12      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150565.11    | 0.02%             | 2028-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MHP Commercial Mortgage Trust                                             | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A                         | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593000 | PA      | $592996.98    | 0.07%             | 2040-09-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL20, Class A                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $700565.74    | 0.08%             | 2043-02-18      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6865 | NS      | $3320051.30   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201062.46    | 0.02%             | 2029-02-06      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    124000 | PA      | $132295.75    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    193734 | NS      | $905264.09    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                            | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22395.07     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      8437 | NS      | $82109.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenet Financing USD LLC                                                 | Telenet Financing USD LLC, Facility 1st Lien Term Loan                            | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     60000 | PA      | $59955.00     | 0.01%             | 2028-05-01      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                             | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                         | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101900 | PA      | $101789.67    | 0.01%             | 2067-10-25      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                             | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                         | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150521 | PA      | $150598.61    | 0.02%             | 2067-12-25      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      4100 | NS      | $26789.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                 | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      4100 | NS      | $36443.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196302.07    | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196502.64    | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       439 | NS      | $76184.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International, Inc.                                              | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7646 | NS      | $411584.18    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CLP Holdings Ltd.                                                         | CLP Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      5500 | NS      | $49196.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        43 | NS      | $38973.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB Finance Co. BV                                                        | LYB Finance Co. BV                                                                | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $178336.87    | 0.02%             | 2027-03-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       400 | NS      | $16612.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                 | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      3400 | NS      | $76497.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1527 | NS      | $780067.95    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Moog, Inc.                                                                | Moog, Inc., Class A                                                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        74 | NS      | $18022.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391524 | PA      | $386413.23    | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $671224.35    | 0.08%             | 2028-01-14      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254987.73    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                            | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302155.32    | 0.04%             | 2028-07-14      | Variable      | 4.97%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I                                                  | Morgan Stanley Capital I, Series 2017-HR2, Class B                                | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $964342.27    | 0.11%             | 2050-12-15      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3597 | NS      | $638575.41    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    348000 | PA      | $346034.24    | 0.04%             | 2029-01-24      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39569.10     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5112.55      | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37728.52     | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520912.87    | 0.06%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1187281.29   | 0.14%             | 2030-07-19      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1140633.97   | 0.13%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718963.96    | 0.08%             | 2029-04-12      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      6200 | NS      | $271588.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    267000 | PA      | $264676.44    | 0.03%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251684.10    | 0.03%             | 2028-07-06      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    780000 | PA      | $790684.09    | 0.09%             | 2031-07-18      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    740000 | PA      | $741630.92    | 0.09%             | 2028-11-17      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1        | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693565 | PA      | $698953.19    | 0.08%             | 2070-06-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      1530 | NS      | $176074.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1266 | NS      | $30497.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       101 | NS      | $38715.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    114000 | PA      | $103536.02    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    447000 | PA      | $408962.87    | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363739.98    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25816.00     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    333000 | PA      | $339761.32    | 0.04%             | 2030-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    482000 | PA      | $496965.91    | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                                                | Gainwell Acquisition Corp., 1st Lien Term Loan B                                  | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103875 | PA      | $101875.23    | 0.01%             | 2027-10-01      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                  | SCREEN Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       300 | NS      | $29221.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                                  | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                           | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     44000 | PA      | $44055.00     | 0.01%             | 2029-01-31      | Variable      | 7.11%                 | No            | 2                  | On Loan: No      |
| NCMF Trust                                                                | NCMF Trust, Series 2025-MFS, Class A                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976000 | PA      | $979514.28    | 0.11%             | 2033-06-10      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       236 | NS      | $37580.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314070.27    | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65082.36     | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    945000 | PA      | $952973.50    | 0.11%             | 2027-07-16      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202660.02    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                              | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441658 | PA      | $442942.52    | 0.05%             | 2029-08-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| NMG Parent LLC                                                            | NMG Parent LLC                                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1151 | NS      | $111796.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pai HoldCo, Inc.                                                          | Pai HoldCo, Inc., 1st Lien Term Loan B                                            | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84445 | PA      | $73424.65     | 0.01%             | 2027-10-28      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Aruba Investments Holdings LLC                                            | Aruba Investments Holdings LLC, 1st Lien Term Loan                                | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188271 | PA      | $171562.24    | 0.02%             | 2027-11-24      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| TruGreen LP                                                               | TruGreen LP, 1st Lien Term Loan B                                                 | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61380 | PA      | $60014.72     | 0.01%             | 2027-11-02      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $226783.47    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| Subaru Corp.                                                              | Subaru Corp.                                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      1800 | NS      | $38756.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      3400 | NS      | $72142.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     19000 | NS      | $862698.63    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                       | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252374.44    | 0.03%             | 2029-07-14      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                 | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $583065.10    | 0.07%             | 2028-03-01      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97778.21     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Murphy USA, Inc.                                                          | Murphy USA, Inc., 1st Lien Term Loan B                                            | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56000 | PA      | $56450.24     | 0.01%             | 2032-04-07      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                         | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     34542 | PA      | $26398.29     | 0.00%             | 2028-01-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B3                                                | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     69000 | PA      | $68666.04     | 0.01%             | 2028-01-31      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     72000 | NS      | $706656.47    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 1st Lien Term Loan B                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    310782 | PA      | $287973.78    | 0.03%             | 2028-02-01      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert LLC                                                  | Asplundh Tree Expert LLC, 1st Lien Term Loan                                      | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238885 | PA      | $239632.72    | 0.03%             | 2027-09-06      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    298382 | PA      | $297987.90    | 0.03%             | 2028-04-24      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Ingenovis Health, Inc.                                                    | Ingenovis Health, Inc., 1st Lien Term Loan                                        | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64158 | PA      | $17162.27     | 0.00%             | 2028-03-06      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 2 Ltd.                                                   | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                 | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003662.00   | 0.12%             | 2038-01-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 8 Ltd.                                                   | New Mountain CLO 8 Ltd., Series CLO-8A, Class A1                                  | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002433.70   | 0.12%             | 2038-10-20      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Kajima Corp.                                                              | Kajima Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $48473.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NRZT                                                                      | NRZT, Series 2025-NQM6, Class A1                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003123.50   | 0.12%             | 2065-10-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      5866 | NS      | $497281.41    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Komatsu Ltd.                                                              | Komatsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      3000 | NS      | $95197.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kubota Corp.                                                              | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      3100 | NS      | $43929.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | Kyowa Kirin Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |       700 | NS      | $11266.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lendlease Corp. Ltd.                                                      | Lendlease Corp. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     20389 | NS      | $70449.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1045 | NS      | $104343.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      3647 | NS      | $292781.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298211.69    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35239.99     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19576.93     | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44527.14     | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148606.77    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263089.57    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58745.04     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58336.58     | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                               | BOC Hong Kong Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     11500 | NS      | $58362.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc., 1st Lien Term Loan                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    341684 | PA      | $341561.25    | 0.04%             | 2028-06-02      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Celestial- Saturn Parent, Inc.                                            | Celestial- Saturn Parent, Inc., 2nd Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $115670.45    | 0.01%             | 2029-06-04      | Variable      | 10.33%                | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    543000 | PA      | $556695.47    | 0.06%             | 2028-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46665.77     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109273.29    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Willobrook Mall                                                           | Willobrook Mall, Series 2025-WBRK, Class A                                        | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2077173.20   | 0.24%             | 2035-03-05      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| NJ Trust                                                                  | NJ Trust, Series 2023-GSP, Class A                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $873326.11    | 0.10%             | 2029-01-06      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                   | Brown Group Holding LLC, 1st Lien Term Loan                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    229421 | PA      | $230464.52    | 0.03%             | 2031-07-01      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                            | Lonza Group AG, Facility 1st Lien Term Loan B                                     | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    278838 | PA      | $243380.82    | 0.03%             | 2028-07-03      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Glencore Canada Corp.                                                     | Glencore Canada Corp.                                                             | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $77597.08     | 0.01%             | 2035-06-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       139 | NS      | $33419.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                            | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115420.08    | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Hayward Industries, Inc.                                                  | Hayward Industries, Inc., 1st Lien Term Loan                                      | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48924 | PA      | $49153.32     | 0.01%             | 2028-05-30      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      3800 | NS      | $92321.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | Mitsubishi Heavy Industries Ltd.                                                  | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       800 | NS      | $19529.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui & Co. Ltd.                                                         | Mitsui & Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      7200 | NS      | $213820.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     25100 | NS      | $285243.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    271640 | PA      | $261556.27    | 0.03%             | 2028-06-02      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      5100 | NS      | $105406.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    193504 | PA      | $162119.61    | 0.02%             | 2028-06-30      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan C                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     38186 | PA      | $31992.29     | 0.00%             | 2028-06-30      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    548665 | PA      | $551012.93    | 0.06%             | 2028-06-21      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Orbcomm, Inc.                                                             | Orbcomm, Inc., 1st Lien Term Loan                                                 | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85399 | PA      | $81058.02     | 0.01%             | 2028-09-01      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| Renesas Electronics Corp.                                                 | Renesas Electronics Corp.                                                         | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |      5800 | NS      | $79441.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B1                                           | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     32769 | PA      | $31894.84     | 0.00%             | 2027-12-17      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                           | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     10729 | PA      | $10442.51     | 0.00%             | 2027-12-17      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                   | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      1200 | NS      | $38869.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B4                                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    129000 | PA      | $126420.00    | 0.01%             | 2029-01-19      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       523 | NS      | $298219.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112537.31    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6580 | PA      | $6581.58      | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 1st Lien Term Loan                                                | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83627 | PA      | $79654.48     | 0.01%             | 2028-10-09      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       703 | NS      | $19114.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc./NY, 1st Lien Term Loan                                  | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43989 | PA      | $44134.45     | 0.01%             | 2028-09-22      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                             | Bally's Corp., Facility 1st Lien Term Loan B                                      | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    114123 | PA      | $112398.26    | 0.01%             | 2028-10-02      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| NRTH Commercial Mortgage Trust                                            | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $860806.08    | 0.10%             | 2040-10-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    329000 | PA      | $314288.82    | 0.04%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18895.50     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18325.24     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19310.28     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                                 | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                              | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006225.60   | 0.23%             | 2038-01-22      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                 | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                              | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510125.00   | 0.29%             | 2037-10-20      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2022-NQM7, Class A1                                             | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260398 | PA      | $260194.53    | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-22A, Class AR                                           | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004267.10   | 0.12%             | 2037-10-20      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| ORL Trust                                                                 | ORL Trust, Series 2024-GLKS, Class A                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $791223.00    | 0.09%             | 2039-12-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1146000 | PA      | $1136710.41   | 0.13%             | 2042-02-15      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2025-77C, Class A                                               | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1365741.38   | 0.16%             | 2038-01-10      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| United Urban Investment Corp.                                             | United Urban Investment Corp.                                                     | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |       135 | NS      | $157445.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rexnord LLC                                                               | Rexnord LLC, 1st Lien Term Loan B                                                 | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75329 | PA      | $75673.87     | 0.01%             | 2028-10-04      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                           | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                               | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    528445 | PA      | $529766.21    | 0.06%             | 2032-01-23      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2022-3A, Class BR                                        | CUSIP: 67401RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253057.88   | 0.15%             | 2037-10-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                                          | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                              | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $22330.00     | 0.00%             | 2029-11-01      | Variable      | 10.94%                | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                                          | Medical Solutions Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39190 | PA      | $8273.37      | 0.00%             | 2028-11-01      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                                 | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004630.70   | 0.12%             | 2037-04-23      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                                 | Hanwha Aerospace Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |        56 | NS      | $36570.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series P                                                          | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16798.37     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series Q                                                          | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    173000 | PA      | $151817.92    | 0.02%             | 2031-01-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                    | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179337.89    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26068.79     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Examworks Bidco, Inc.                                                     | Examworks Bidco, Inc., 1st Lien Term Loan                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320947 | PA      | $322423.30    | 0.04%             | 2028-11-01      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     70616 | PA      | $69557.18     | 0.01%             | 2028-10-20      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    305018 | PA      | $192106.40    | 0.02%             | 2028-10-30      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | Sekisui Chemical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      1200 | NS      | $20180.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui House Ltd.                                                        | Sekisui House Ltd.                                                                | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      1800 | NS      | $40163.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimadzu Corp.                                                            | Shimadzu Corp.                                                                    | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |       800 | NS      | $21297.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                               | CUSIP: 681919BH8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    303000 | PA      | $304570.62    | 0.04%             | 2028-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                               | CUSIP: 681919BJ4<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26294.00     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      1399 | NS      | $21064.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                             | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $245995.87    | 0.03%             | 2042-08-11      | Variable      | 5.06%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                         | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254741 | PA      | $255377.42    | 0.03%             | 2029-08-03      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| 1345T                                                                     | 1345T, Series 2025-AOA, Class E                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201527.92    | 0.02%             | 2042-06-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4150 | NS      | $808876.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381525.03    | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    678000 | PA      | $646537.07    | 0.08%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    768000 | PA      | $690118.46    | 0.08%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $728860.35    | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $424785.69    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Sumitomo Corp.                                                            | Sumitomo Corp.                                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      3300 | NS      | $114221.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OLA Netherlands BV                                                        | OLA Netherlands BV, 1st Lien Term Loan                                            | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    120526 | PA      | $119622.19    | 0.01%             | 2026-12-15      | Variable      | 10.27%                | No            | 3                  | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                              | Sun Hung Kai Properties Ltd.                                                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     14500 | NS      | $176556.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oshkosh Corp.                                                             | Oshkosh Corp.                                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       143 | NS      | $17965.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     35000 | NS      | $1720504.98   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     11395 | NS      | $995353.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68348.35     | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                               | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      1300 | NS      | $289545.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                               | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      2300 | NS      | $77554.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     13300 | NS      | $285645.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Outfront Media, Inc.                                                      | Outfront Media, Inc.                                                              | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      7373 | NS      | $177689.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    745262 | PA      | $744882.31    | 0.09%             | 2029-01-29      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1003124.20   | 0.12%             | 2029-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430339.35    | 0.05%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      3900 | NS      | $106218.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    463143 | PA      | $463624.72    | 0.05%             | 2029-02-15      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86835.65     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7353 | NS      | $118162.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87376.73     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    527000 | PA      | $548865.76    | 0.06%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    281000 | PA      | $291430.75    | 0.03%             | 2029-06-12      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105054.11    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75969.50     | 0.01%             | 2028-01-21      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205555.11    | 0.02%             | 2035-01-22      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156868.01    | 0.02%             | 2027-07-23      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231695.02    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    176000 | PA      | $182103.21    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40936.67     | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113133.35    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       940 | NS      | $96312.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp.                                                                 | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      3442 | NS      | $120538.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118220.81    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112650.83    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PACCAR, Inc.                                                              | PACCAR, Inc.                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3623 | NS      | $396754.73    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2022-AFC2, Class A1                                           | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634094 | PA      | $633526.99    | 0.07%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| PGA Trust                                                                 | PGA Trust, Series 2024-RSR2, Class A                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600185.70    | 0.07%             | 2039-06-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $246867.87    | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM6, Class A1                                            | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876290 | PA      | $875409.67    | 0.10%             | 2070-12-25      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    228000 | PA      | $221034.82    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    444000 | PA      | $399582.55    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1372079.93   | 0.16%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    146000 | PA      | $135851.28    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $680700.40    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $650016.05    | 0.08%             | 2029-05-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    672000 | PA      | $697917.30    | 0.08%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-3A, Class A                                   | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003426.00   | 0.12%             | 2037-07-20      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                 | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3462720.15   | 0.40%             | 2038-07-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       287 | NS      | $52865.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      2800 | NS      | $20765.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW AMI I LLC                                                             | NEW AMI I LLC, 1st Lien Term Loan                                                 | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64226 | PA      | $56759.45     | 0.01%             | 2029-03-08      | Variable      | 9.72%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     35000 | PA      | $35005.95     | 0.00%             | 2029-04-13      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1165 | NS      | $1023988.40   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                      | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B        | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103391 | PA      | $104037.35    | 0.01%             | 2029-06-22      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16283.90     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Penn Entertainment, Inc.                                                  | Penn Entertainment, Inc., 1st Lien Term Loan B                                    | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171088 | PA      | $171943.16    | 0.02%             | 2029-05-03      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco, Inc.                                                      | Galaxy US Opco, Inc., 1st Lien Term Loan                                          | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100279 | PA      | $96088.57     | 0.01%             | 2030-07-31      | Variable      | 5.84%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     44459 | PA      | $44088.96     | 0.01%             | 2028-10-20      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      5275 | NS      | $253100.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AZZ, Inc.                                                                 | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     17779 | PA      | $17823.38     | 0.00%             | 2029-05-14      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Barracuda Networks, Inc.                                                  | Barracuda Networks, Inc., 1st Lien Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    206384 | PA      | $166590.94    | 0.02%             | 2029-08-15      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33105.33     | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25740.15     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $268530.02    | 0.03%             | 2028-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276327.00    | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $114220.64    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179804.33    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85466.31     | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1763 | NS      | $242934.34    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NKT A/S                                                                   | NKT A/S                                                                           | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       259 | NS      | $32343.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                             | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      1237 | NS      | $91188.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        97 | NS      | $40961.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1315 | NS      | $543055.91    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       827 | NS      | $80508.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                            | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      2623 | NS      | $260356.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexans SA                                                                 | Nexans SA                                                                         | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |       219 | NS      | $32193.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1331 | NS      | $191025.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown Group Holding LLC                                                   | Brown Group Holding LLC, 1st Lien Term Loan B2                                    | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    403908 | PA      | $405717.17    | 0.05%             | 2031-07-01      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Skanska AB                                                                | Skanska AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      3056 | NS      | $83270.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     24692 | NS      | $256730.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                  | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    520000 | PA      | $489190.00    | 0.06%             | 2030-06-20      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    333000 | PA      | $332044.29    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                               | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1044000 | PA      | $1062270.00   | 0.12%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    231000 | PA      | $234672.90    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    187000 | PA      | $189479.31    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     86000 | PA      | $87698.54     | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    313000 | PA      | $316318.92    | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4310 | NS      | $107319.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251157.92    | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1465 | NS      | $234986.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    148000 | PA      | $155589.19    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    591000 | PA      | $603441.32    | 0.07%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366621.50    | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1203372.51   | 0.14%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166474.73    | 0.02%             | 2030-10-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2216 | NS      | $285952.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DOC DR LLC                                                                | DOC DR LLC                                                                        | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $329472.81    | 0.04%             | 2027-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 18                                                         | Pikes Peak CLO 18, Series 2025-18A, Class A1                                      | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752723.70   | 0.20%             | 2038-04-20      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       802 | NS      | $71137.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    455000 | PA      | $468837.69    | 0.05%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp.                                                 | Discovery Purchaser Corp., 1st Lien Term Loan                                     | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     82385 | PA      | $79030.64     | 0.01%             | 2029-10-04      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Snam SpA                                                                  | Snam SpA                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      6370 | NS      | $42327.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                           | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      4741 | PA      | $4646.59      | 0.00%             | 2028-06-30      | Variable      | 9.02%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      9480 | NS      | $896874.76    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                            | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      2077 | NS      | $211214.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gates Global LLC                                                          | Gates Global LLC, 1st Lien Term Loan B4                                           | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    128468 | PA      | $128686.35    | 0.01%             | 2029-11-16      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1950 | NS      | $279454.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      6087 | NS      | $1386131.64   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3667 | NS      | $468129.22    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27227.85     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42992.14     | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57487.41     | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74348.82     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21466.50     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96462.33     | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36672.94     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214607.93    | 0.02%             | 2032-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co., Series Q                                       | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204325.69    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1611 | NS      | $129363.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                            | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       797 | NS      | $206821.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage, Inc.                                                        | Pure Storage, Inc., Class A                                                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       689 | NS      | $46169.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    309000 | PA      | $284557.00    | 0.03%             | 2030-05-20      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    419000 | PA      | $425463.27    | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       198 | NS      | $83567.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RR 38 Ltd.                                                                | RR 38 Ltd., Series 2025-38A, Class A1A                                            | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248750.00   | 0.15%             | 2040-04-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Guardian US Holdco LLC                                                    | Guardian US Holdco LLC, 1st Lien Term Loan                                        | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     59244 | PA      | $59293.51     | 0.01%             | 2030-01-31      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B                                 | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    196148 | PA      | $194382.98    | 0.02%             | 2030-02-06      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1302 | NS      | $45908.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| INEOS US Finance LLC                                                      | INEOS US Finance LLC, 1st Lien Term Loan                                          | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     64078 | PA      | $51662.73     | 0.01%             | 2030-02-18      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B11                                               | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    253876 | PA      | $254193.40    | 0.03%             | 2028-08-21      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       232 | NS      | $37256.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       961 | NS      | $176247.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137016.76    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    238000 | PA      | $260394.51    | 0.03%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                 | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    749295 | PA      | $751483.28    | 0.09%             | 2031-07-31      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135111.81    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91394.68     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61891.25     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84599.14     | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107915.17    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71202.16     | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3156 | NS      | $217858.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    486000 | PA      | $486909.60    | 0.06%             | 2028-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37011.61     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156942.80    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        80 | NS      | $61749.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regatta XI Funding Ltd.                                                   | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                 | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   2990000 | PA      | $2999735.44   | 0.35%             | 2037-07-17      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Regatta XVII Funding Ltd.                                                 | Regatta XVII Funding Ltd., Series 2020-1A, Class AR                               | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505730.00   | 0.18%             | 2037-10-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                 | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                               | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507988.00   | 0.29%             | 2038-01-20      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3518 | NS      | $95337.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc., 1st Lien Term Loan B                                              | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107605 | PA      | $108102.93    | 0.01%             | 2029-07-06      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                         | Repsol E&P Capital Markets US LLC                                                 | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201861.48    | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2628 | NS      | $556952.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52996.90     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       540 | NS      | $130069.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds American, Inc.                                                   | Reynolds American, Inc.                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119950.25    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                              | MH Sub I LLC, 1st Lien Term Loan                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    117537 | PA      | $109015.37    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                         | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $92460.70     | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $221998.00    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    668967 | PA      | $670271.71    | 0.08%             | 2030-05-31      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $124734.44    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $124366.02    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Series NC5                                           | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $111943.51    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $61073.53     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc.                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       849 | NS      | $50956.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleriot US Bidco, Inc.                                                    | Bleriot US Bidco, Inc., 1st Lien Term Loan                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    192762 | PA      | $193644.96    | 0.02%             | 2030-10-31      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Ontario Gaming GTA LP                                                     | Ontario Gaming GTA LP, 1st Lien Term Loan B                                       | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     84480 | PA      | $78008.33     | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78798.41     | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133245.23    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    134000 | PA      | $149364.62    | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       312 | NS      | $163048.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class A                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771603.14    | 0.09%             | 2041-10-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2022-2, Class A1                            | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    794745 | PA      | $794775.35    | 0.09%             | 2062-08-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $979999.90    | 0.11%             | 2041-04-15      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| SL Green Realty Corp.                                                     | SL Green Realty Corp.                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      2032 | NS      | $93207.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100672.13    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96388.65     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sagard-HalseyPoint CLO 10 Ltd.                                            | Sagard-HalseyPoint CLO 10 Ltd., Series 2025-10A, Class A1                         | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1303879.59   | 0.15%             | 2038-10-20      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    270000 | PA      | $265034.70    | 0.03%             | 2028-11-17      | Variable      | 8.99%                 | No            | 2                  | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc., 1st Lien Term Loan                                             | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    151702 | PA      | $151820.76    | 0.02%             | 2030-09-27      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    124941 | PA      | $124941.36    | 0.01%             | 2028-09-29      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                         | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100537 | PA      | $77564.19     | 0.01%             | 2028-01-31      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                                           | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |     72779 | PA      | $72839.60     | 0.01%             | 2030-10-17      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| Action Environmental Group, Inc. (The)                                    | Action Environmental Group, Inc. (The), 1st Lien Term Loan                        | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     98999 | PA      | $99061.37     | 0.01%             | 2030-10-24      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                             | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     95343 | NS      | $95391.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class A1             | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    686153 | PA      | $692440.51    | 0.08%             | 2065-05-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183598.55    | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    632000 | PA      | $660297.05    | 0.08%             | 2029-01-10      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208513.44    | 0.02%             | 2031-04-15      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                        | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    363665 | PA      | $365716.07    | 0.04%             | 2030-11-08      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    954649 | PA      | $957895.27    | 0.11%             | 2031-02-28      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    199920 | PA      | $200045.95    | 0.02%             | 2029-06-04      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| Henry Schein, Inc.                                                        | Henry Schein, Inc.                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1096 | NS      | $82835.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B4                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     84632 | PA      | $84525.87     | 0.01%             | 2030-12-09      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan B                                     | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291658 | PA      | $292993.73    | 0.03%             | 2030-12-18      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc., 1st Lien Term Loan                                           | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |     54860 | PA      | $54791.48     | 0.01%             | 2031-01-31      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      8291 | NS      | $828353.81    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The), Series K                                              | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19122.47     | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| WEC US Holdings, Inc.                                                     | WEC US Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    401634 | PA      | $402163.82    | 0.05%             | 2031-01-27      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| OMNIA Partners LLC                                                        | OMNIA Partners LLC, 1st Lien Term Loan C                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    153079 | PA      | $153544.10    | 0.02%             | 2032-12-31      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Zelis Cost Management Buyer, Inc.                                         | Zelis Cost Management Buyer, Inc., 1st Lien Term Loan B2                          | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207147 | PA      | $204904.08    | 0.02%             | 2029-09-28      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Bombardier Recreational Products, Inc.                                    | Bombardier Recreational Products, Inc., 1st Lien Term Loan                        | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     98752 | PA      | $99029.01     | 0.01%             | 2031-01-22      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                                                 | SBA Senior Finance II LLC, 1st Lien Term Loan B                                   | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368956 | PA      | $370299.19    | 0.04%             | 2031-01-27      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Ensemble RCM LLC                                                          | Ensemble RCM LLC, 1st Lien Term Loan B                                            | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    265965 | PA      | $267116.47    | 0.03%             | 2029-08-01      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.,                                                            | Calpine Corp., Facility 1st Lien Term Loan                                        | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127785 | PA      | $127770.94    | 0.01%             | 2031-01-31      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                                     | TMK Hawk Parent Corp., 1st Lien Term Loan B                                       | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84887 | PA      | $34591.45     | 0.00%             | 2029-06-29      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B            | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299322 | PA      | $300337.02    | 0.03%             | 2031-01-31      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                                                | Camelot US Acquisition LLC, 1st Lien Term Loan B                                  | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    143561 | PA      | $141485.16    | 0.02%             | 2031-01-31      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                                       | Planet US Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144170 | PA      | $144993.69    | 0.02%             | 2031-02-07      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    728775 | PA      | $721487.10    | 0.08%             | 2031-02-06      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    762235 | PA      | $762540.33    | 0.09%             | 2031-02-10      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL, Facility 1st Lien Term Loan B3                                 | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    386988 | PA      | $342728.06    | 0.04%             | 2029-11-13      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                    | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1765 | NS      | $155831.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                                    | Sempra                                                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    516000 | PA      | $530851.51    | 0.06%             | 2054-10-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      8522 | NS      | $664460.34    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| 720 East CLO VI Ltd.                                                      | 720 East CLO VI Ltd., Series 2024-3A, Class A1                                    | CUSIP: 81800UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003545.00   | 0.12%             | 2038-01-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                                     | Applied Systems, Inc., 1st Lien Term Loan B                                       | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    616908 | PA      | $620122.52    | 0.07%             | 2031-02-24      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                            | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     46645 | PA      | $43321.39     | 0.01%             | 2029-02-15      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan                                                | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172000 | PA      | $166303.36    | 0.02%             | 2031-05-01      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan B                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    531287 | PA      | $509594.85    | 0.06%             | 2031-05-01      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                          | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     47907 | PA      | $47932.63     | 0.01%             | 2028-08-23      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| ICON Luxembourg SARL                                                      | ICON Luxembourg SARL, 1st Lien Term Loan                                          | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     44225 | PA      | $44543.35     | 0.01%             | 2028-07-03      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       344 | NS      | $111466.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| StubHub HoldCo Sub LLC                                                    | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    351186 | PA      | $347526.84    | 0.04%             | 2030-03-15      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC, Facility 1st Lien Term Loan B                                | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    439649 | PA      | $440805.66    | 0.05%             | 2031-03-14      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| SHRN Trust                                                                | SHRN Trust, Series 2025-MF18, Class A                                             | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800494.88    | 0.09%             | 2040-10-15      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Pra Health Sciences, Inc.                                                 | Pra Health Sciences, Inc., 1st Lien Term Loan B                                   | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |     11019 | PA      | $11098.21     | 0.00%             | 2028-07-03      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                                | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    268572 | PA      | $269914.78    | 0.03%             | 2031-03-21      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     54863 | PA      | $54862.90     | 0.01%             | 2028-05-15      | Variable      | 6.17%                 | No            | 3                  | On Loan: No      |
| Siemens Funding BV                                                        | Siemens Funding BV                                                                | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    714000 | PA      | $728636.41    | 0.08%             | 2030-05-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                   | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                               | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003432.00   | 0.12%             | 2037-07-18      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc., 1st Lien Term Loan                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    564070 | PA      | $565383.85    | 0.07%             | 2031-04-16      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                    | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222288 | PA      | $223027.73    | 0.03%             | 2029-03-19      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan B                                    | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32842 | PA      | $32860.46     | 0.00%             | 2028-09-15      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                   | Silver Point CLO 8 Ltd., Series 2025-8A, Class B                                  | CUSIP: 827918AE3<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001279.90   | 0.12%             | 2038-04-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B1                                   | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    174911 | PA      | $173817.96    | 0.02%             | 2029-04-16      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B2                                   | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231502 | PA      | $229925.68    | 0.03%             | 2030-04-15      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan A                                    | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6853 | PA      | $6877.89      | 0.00%             | 2028-06-01      | Variable      | 9.72%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                   | Silver Point CLO 1 Ltd., Series 2022-1A, Class BR                                 | CUSIP: 828085AS9<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006836.40   | 0.23%             | 2038-01-20      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 5 Ltd.                                                   | Silver Point CLO 5 Ltd., Series 2024-5A, Class B                                  | CUSIP: 82809BAE6<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015365.50   | 0.58%             | 2037-10-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                  | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                               | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503750.00   | 0.17%             | 2038-10-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1820 | NS      | $336900.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group LP                                                   | Simon Property Group LP                                                           | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644591.61    | 0.08%             | 2030-10-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class BR                              | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003275.10   | 0.12%             | 2038-07-17      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                  | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                               | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752254.50    | 0.09%             | 2038-07-17      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    792151 | PA      | $791952.68    | 0.09%             | 2031-04-10      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc., 1st Lien Term Loan C                             | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    441143 | PA      | $401039.06    | 0.05%             | 2030-08-01      | Variable      | 8.35%                 | No            | 2                  | On Loan: No      |
| A O Smith Corp.                                                           | A O Smith Corp.                                                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       476 | NS      | $31834.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                                         | Smartstop Self Storage REIT, Inc.                                                 | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      5546 | NS      | $171593.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Modena Buyer LLC                                                          | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     93777 | PA      | $93190.96     | 0.01%             | 2031-07-01      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp., 1st Lien Term Loan B                               | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     69388 | PA      | $68491.29     | 0.01%             | 2031-05-01      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Snap-on, Inc.                                                             | Snap-on, Inc.                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       200 | NS      | $68920.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    854000 | PA      | $871190.16    | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan C                                        | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6991 | PA      | $1211.77      | 0.00%             | 2028-11-30      | Variable      | 10.72%                | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       644 | NS      | $51030.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39562.02     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112657.06    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXIII                                                     | Sound Point CLO XXIII, Series 2019-2A, Class AR                                   | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000439.80   | 0.12%             | 2034-07-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc., 1st Lien Term Loan B8                                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    676847 | PA      | $680536.32    | 0.08%             | 2031-05-09      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      1713 | NS      | $47056.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC, 1st Lien Term Loan                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506456 | PA      | $427742.35    | 0.05%             | 2029-07-06      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Setanta Aircraft Leasing DAC                                              | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     50400 | PA      | $50618.74     | 0.01%             | 2028-11-06      | Variable      | 5.42%                 | No            | 3                  | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan D                                              | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    261165 | PA      | $261656.49    | 0.03%             | 2028-07-27      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC, 1st Lien Term Loan B7                                 | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    173856 | PA      | $174106.70    | 0.02%             | 2031-05-30      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc., 1st Lien Term Loan                                | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346990 | PA      | $347593.54    | 0.04%             | 2030-05-24      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Learning Care Group US No. 2, Inc.                                        | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                          | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |     15641 | PA      | $12943.26     | 0.00%             | 2028-08-11      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Gray Television, Inc.                                                     | Gray Television, Inc., 1st Lien Term Loan B                                       | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       700 | PA      | $699.38       | 0.00%             | 2029-05-23      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                                     | Epicor Software Corp., 1st Lien Term Loan E                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    566791 | PA      | $568315.90    | 0.07%             | 2031-05-30      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Celestica, Inc.                                                           | Celestica, Inc., 1st Lien Term Loan B                                             | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    273513 | PA      | $274880.60    | 0.03%             | 2031-06-20      | Variable      | 5.48%                 | No            | 3                  | On Loan: No      |
| Gates Corp.                                                               | Gates Corp., 1st Lien Term Loan B5                                                | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    415107 | PA      | $415969.92    | 0.05%             | 2031-06-04      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Gulfside Supply, Inc.                                                     | Gulfside Supply, Inc., 1st Lien Term Loan                                         | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48000 | PA      | $47250.24     | 0.01%             | 2031-06-17      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                           | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    567478 | PA      | $568108.35    | 0.07%             | 2029-09-12      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series B                                          | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    293000 | PA      | $289619.53    | 0.03%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series G                                          | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    337000 | PA      | $302210.39    | 0.04%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                    | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172098.69    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2679 | NS      | $233608.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108712.33    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The), Series 21-B                                                   | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285691.88    | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96578.25     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    349000 | PA      | $344708.18    | 0.04%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       464 | NS      | $66570.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                         | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                             | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    268814 | PA      | $268959.50    | 0.03%             | 2031-06-12      | Variable      | 5.84%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC, 1st Lien Term Loan B5                                             | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    359599 | PA      | $359710.74    | 0.04%             | 2030-09-20      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                           | Trans Union LLC, 1st Lien Term Loan B8                                            | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    217857 | PA      | $218212.22    | 0.03%             | 2031-06-24      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    696407 | PA      | $699074.41    | 0.08%             | 2029-10-19      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP, 1st Lien Term Loan                                  | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150100 | PA      | $147267.61    | 0.02%             | 2029-04-04      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., 1st Lien Term Loan                                  | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380856 | PA      | $381861.04    | 0.04%             | 2031-06-17      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., 2nd Lien Term Loan                                  | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64000 | PA      | $63296.00     | 0.01%             | 2032-06-07      | Variable      | 8.97%                 | No            | 2                  | On Loan: No      |
| Southern Power Co.                                                        | Southern Power Co., Series A                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274265.02    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    672646 | PA      | $672733.11    | 0.08%             | 2030-05-06      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc., 1st Lien Term Loan                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     72823 | PA      | $73032.43     | 0.01%             | 2030-03-15      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| DS Admiral Bidco LLC                                                      | DS Admiral Bidco LLC, 1st Lien Term Loan                                          | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102982 | PA      | $100922.35    | 0.01%             | 2031-06-26      | Variable      | 7.92%                 | No            | 3                  | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc., 1st Lien Term Loan B2                         | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    300441 | PA      | $301098.60    | 0.04%             | 2029-04-16      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan                                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    400925 | PA      | $401514.21    | 0.05%             | 2031-08-04      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Generac Power Systems, Inc.                                               | Generac Power Systems, Inc., 1st Lien Term Loan                                   | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98750 | PA      | $98996.88     | 0.01%             | 2031-06-12      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux SARL                                                   | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                    | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    350741 | PA      | $352056.60    | 0.04%             | 2028-05-05      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1254025.78   | 0.15%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2186310.48   | 0.25%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $239721.10    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                            | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    405980 | PA      | $404713.20    | 0.05%             | 2031-02-18      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| City Football Group Ltd.                                                  | City Football Group Ltd., 1st Lien Term Loan                                      | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    183856 | PA      | $183452.94    | 0.02%             | 2030-07-22      | Variable      | 7.03%                 | No            | 3                  | On Loan: No      |
| Project Boost Purchaser LLC                                               | Project Boost Purchaser LLC, 1st Lien Term Loan                                   | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386596 | PA      | $387399.84    | 0.05%             | 2031-07-16      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Darktrace Finco US LLC                                                    | Darktrace Finco US LLC, 1st Lien Term Loan                                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     38902 | PA      | $39020.27     | 0.00%             | 2031-10-09      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                                             | Vizient, Inc., 1st Lien Term Loan B8                                              | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     82272 | PA      | $82426.94     | 0.01%             | 2031-08-01      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                                      | Sprint Capital Corp.                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    874000 | PA      | $937914.76    | 0.11%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                           | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                       | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810139 | PA      | $805452.80    | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC, 1st Lien Term Loan                                                 | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |    542361 | PA      | $524734.62    | 0.06%             | 2031-08-05      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    226490 | PA      | $226843.32    | 0.03%             | 2031-09-29      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Fleet Midco I Ltd.                                                        | Fleet Midco I Ltd., 1st Lien Term Loan B2                                         | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    112099 | PA      | $112519.42    | 0.01%             | 2031-02-21      | Variable      | 6.79%                 | No            | 3                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       764 | NS      | $98563.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    138000 | PA      | $123297.74    | 0.01%             | 2047-06-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       329 | NS      | $55749.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    827000 | PA      | $798960.67    | 0.09%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52288.69     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    655000 | PA      | $678568.01    | 0.08%             | 2034-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Jetblue Airways Corp.                                                     | Jetblue Airways Corp., 1st Lien Term Loan                                         | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194010 | PA      | $185376.42    | 0.02%             | 2029-08-13      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| Vortex Opco LLC                                                           | Vortex Opco LLC, 1st Lien Term Loan                                               | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100369 | PA      | $12044.34     | 0.00%             | 2028-12-18      | Variable      | 10.37%                | No            | 2                  | On Loan: No      |
| Sirva Worldwide, Inc.                                                     | SIRVA Worldwide, Inc., 1st Lien Term Loan                                         | CUSIP: 82967VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31669 | PA      | $12034.31     | 0.00%             | 2029-08-20      | Variable      | 11.89%                | No            | 3                  | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       541 | NS      | $190145.27    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan L                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    149112 | PA      | $149665.71    | 0.02%             | 2032-01-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Paint Intermediate III LLC                                                | Paint Intermediate III LLC, 1st Lien Term Loan B                                  | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86565 | PA      | $86889.62     | 0.01%             | 2031-10-09      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| Delta 2 (Lux) SARL                                                        | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                          | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    558308 | PA      | $559703.61    | 0.07%             | 2031-09-30      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC, 1st Lien Term Loan B1                                         | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    387635 | PA      | $387879.61    | 0.05%             | 2031-09-15      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Corp.ay Technologies Operating Co. LLC                                    | Corp.ay Technologies Operating Co. LLC, 1st Lien Term Loan B4                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    402782 | PA      | $402999.80    | 0.05%             | 2028-04-28      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B12                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     79724 | PA      | $79686.15     | 0.01%             | 2030-09-19      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc., 1st Lien Term Loan B1                                     | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    194135 | PA      | $194670.87    | 0.02%             | 2031-05-19      | Variable      | 7.65%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp., 1st Lien Term Loan B                                       | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    576969 | PA      | $578232.56    | 0.07%             | 2031-01-24      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                   | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                       | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271448 | PA      | $271870.96    | 0.03%             | 2031-11-25      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41063 | PA      | $41377.82     | 0.00%             | 2028-11-22      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| INEOS US Petrochem LLC                                                    | INEOS US Petrochem LLC, 1st Lien Term Loan B                                      | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89325 | PA      | $59177.81     | 0.01%             | 2031-10-07      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198000 | PA      | $199362.24    | 0.02%             | 2031-10-03      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 2018                                                        | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126240.87    | 0.01%             | 2028-08-15      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485142.60    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    659000 | PA      | $672912.25    | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    327000 | PA      | $351267.10    | 0.04%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177202.16    | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXIX Ltd.                                                    | Symphony CLO XXIX Ltd., Series 2021-29A, Class BR                                 | CUSIP: 87168GAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002308.00   | 0.12%             | 2035-10-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 43 Ltd.                                                      | Symphony CLO 43 Ltd., Series 2024-43A, Class A1                                   | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003452.60   | 0.12%             | 2037-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $191970.54    | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80862.06     | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 40 Ltd.                                                      | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                   | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   2500000 | PA      | $2509292.50   | 0.29%             | 2038-01-05      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| TCO Commercial Mortgage Trust                                             | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771669.21    | 0.09%             | 2039-12-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                                        | Nouryon Finance BV, 1st Lien Term Loan B1                                         | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    206555 | PA      | $206383.46    | 0.02%             | 2028-04-03      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                       | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002035.60   | 0.12%             | 2034-01-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2149 | NS      | $436332.96    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236009.98    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    246000 | PA      | $217882.51    | 0.03%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178550.76    | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11876.59     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21576.57     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     91000 | PA      | $102010.53    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                                | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                 | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167117 | PA      | $160223.43    | 0.02%             | 2028-09-15      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                   | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6914 | PA      | $6933.01      | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92261 | PA      | $92520.57     | 0.01%             | 2031-11-19      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Clover Holdings 2 LLC                                                     | Clover Holdings 2 LLC, 1st Lien Term Loan                                         | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236044 | PA      | $235822.22    | 0.03%             | 2031-12-09      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Endo Finance Holdings, Inc.                                               | Endo Finance Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94471 | PA      | $93644.54     | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| Citadel Securities Global Holdings LLC                                    | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    287439 | PA      | $288841.48    | 0.03%             | 2031-10-31      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                             | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                              | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    530205 | PA      | $531954.98    | 0.06%             | 2031-10-31      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                             | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                              | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    202217 | PA      | $202884.27    | 0.02%             | 2031-10-31      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Charter Next Generation, Inc.                                             | Charter Next Generation, Inc., 1st Lien Term Loan                                 | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    664245 | PA      | $665188.64    | 0.08%             | 2030-11-29      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                    | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    358380 | PA      | $355244.18    | 0.04%             | 2031-11-26      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc., Facility 1st Lien Term Loan B                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    212230 | PA      | $212894.15    | 0.02%             | 2031-02-24      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Construction Partners, Inc.                                               | Construction Partners, Inc., 1st Lien Term Loan                                   | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65340 | PA      | $65748.38     | 0.01%             | 2031-11-03      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      4038 | NS      | $394714.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109605.63    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18423.19     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC, 1st Lien Term Loan                                  | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121061 | PA      | $121125.98    | 0.01%             | 2028-06-30      | Variable      | 8.67%                 | No            | 2                  | On Loan: No      |
| Hudson River Trading LLC                                                  | Hudson River Trading LLC, 1st Lien Term Loan B1                                   | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |     79798 | PA      | $80091.64     | 0.01%             | 2030-03-18      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| Clover Holdings 2 LLC                                                     | Clover Holdings 2 LLC, 1st Lien Term Loan                                         | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311435 | PA      | $309877.83    | 0.04%             | 2031-12-09      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      1441 | NS      | $79269.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp., 1st Lien Term Loan B                                 | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    143791 | PA      | $140915.57    | 0.02%             | 2029-11-01      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| Teledyne Technologies, Inc.                                               | Teledyne Technologies, Inc.                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        62 | NS      | $31665.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                       | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $176292.00    | 0.02%             | 2056-06-09      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                       | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $209794.70    | 0.02%             | 2056-06-09      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 2nd Lien Term Loan                                       | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87000 | PA      | $87570.72     | 0.01%             | 2032-11-15      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    562750 | PA      | $565563.82    | 0.07%             | 2029-10-09      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                                  | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7          | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289642 | PA      | $290236.22    | 0.03%             | 2029-12-20      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                      | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                       | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127518 | PA      | $126508.28    | 0.01%             | 2031-12-04      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                                               | Minerals Technologies, Inc., 1st Lien Term Loan B                                 | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138226 | PA      | $138571.51    | 0.02%             | 2031-11-26      | Variable      | 5.72%                 | No            | 3                  | On Loan: No      |
| Terawulf, Inc.                                                            | Terawulf, Inc.                                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       896 | NS      | $10295.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B2                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     54449 | PA      | $54559.16     | 0.01%             | 2028-04-03      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1093000 | PA      | $1255583.75   | 0.15%             | 2031-09-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                           | Trans Union LLC, 1st Lien Term Loan B9                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    173161 | PA      | $173360.43    | 0.02%             | 2031-06-24      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B5                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    146806 | PA      | $146888.48    | 0.02%             | 2031-12-15      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                       | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     53085 | PA      | $53138.55     | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                             | Teva Pharmaceutical Finance Netherlands IV BV                                     | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $377614.40    | 0.04%             | 2030-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B1                                           | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86406 | PA      | $76037.43     | 0.01%             | 2029-11-15      | Variable      | 9.82%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                           | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45544 | PA      | $40534.34     | 0.00%             | 2029-11-15      | Variable      | 10.02%                | No            | 3                  | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       296 | NS      | $25802.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238234.37    | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       626 | NS      | $362735.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Innio North America Holding, Inc.                                         | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                  | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |    148120 | PA      | $148700.93    | 0.02%             | 2028-11-02      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                 | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139875 | PA      | $140040.50    | 0.02%             | 2029-11-09      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Jane Street Group LLC                                                     | Jane Street Group LLC, 1st Lien Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    615799 | PA      | $612442.55    | 0.07%             | 2031-12-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                  | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    401548 | PA      | $402282.38    | 0.05%             | 2028-07-31      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC, 1st Lien Term Loan B                                             | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77122 | PA      | $77250.55     | 0.01%             | 2032-01-27      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| CRC Insurance Group LLC                                                   | CRC Insurance Group LLC, 1st Lien Term Loan B                                     | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    635024 | PA      | $635290.90    | 0.07%             | 2031-05-06      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Indicor LLC                                                               | Indicor LLC, 1st Lien Term Loan D                                                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135611 | PA      | $136335.39    | 0.02%             | 2029-11-22      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                              | MH Sub I LLC, 1st Lien Term Loan                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     90006 | PA      | $76772.00     | 0.01%             | 2031-12-31      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Allspring Buyer LLC                                                       | Allspring Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107729 | PA      | $108234.57    | 0.01%             | 2030-11-01      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                             | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    137688 | PA      | $138012.60    | 0.02%             | 2028-08-03      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    134111 | PA      | $134206.46    | 0.02%             | 2028-11-30      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    571747 | PA      | $570791.85    | 0.07%             | 2030-12-02      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                            | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135050.46    | 0.02%             | 2028-09-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587761.48    | 0.07%             | 2030-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735910.20    | 0.09%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                     | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104940 | PA      | $105311.49    | 0.01%             | 2031-12-11      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                                   | Perrigo Investments LLC, 1st Lien Term Loan B                                     | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    150875 | PA      | $151440.69    | 0.02%             | 2029-04-20      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    353908 | PA      | $354718.48    | 0.04%             | 2028-02-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Sparta US HoldCo LLC                                                      | Sparta US HoldCo LLC, 1st Lien Term Loan                                          | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364503 | PA      | $361160.07    | 0.04%             | 2030-08-02      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                                 | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                    | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270922 | PA      | $272084.18    | 0.03%             | 2028-04-07      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                            | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218363 | PA      | $218500.97    | 0.03%             | 2028-12-21      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Ascensus Holdings, Inc.                                                   | Ascensus Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $234588.75    | 0.03%             | 2032-11-25      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan D                                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497984 | PA      | $498960.14    | 0.06%             | 2029-11-21      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan                                                     | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332674 | PA      | $333136.45    | 0.04%             | 2030-09-27      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Dealer Tire Financial LLC                                                 | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                  | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195676 | PA      | $195431.45    | 0.02%             | 2031-07-02      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan B6                             | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    452672 | PA      | $448298.86    | 0.05%             | 2031-06-23      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                                     | Planview Parent, Inc., 1st Lien Term Loan B                                       | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52146 | PA      | $49880.49     | 0.01%             | 2027-12-17      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Grant Thornton Advisors LLC                                               | Grant Thornton Advisors LLC, 1st Lien Term Loan                                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199900 | PA      | $200059.74    | 0.02%             | 2031-06-02      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan E                                              | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    414386 | PA      | $414386.09    | 0.05%             | 2031-02-10      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                             | Organon & Co., 1st Lien Term Loan                                                 | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     65560 | PA      | $63002.85     | 0.01%             | 2031-05-19      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                               | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301340 | PA      | $277139.66    | 0.03%             | 2029-03-01      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan A1                                       | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29616 | PA      | $29298.91     | 0.00%             | 2029-12-19      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39488 | PA      | $39065.21     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Derby Buyer LLC                                                           | Derby Buyer LLC, 1st Lien Term Loan                                               | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305946 | PA      | $306677.66    | 0.04%             | 2030-11-01      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc., 1st Lien Term Loan                                            | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343848 | PA      | $344029.80    | 0.04%             | 2031-01-30      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Freeport LNG Investments LLLP                                             | Freeport LNG Investments LLLP, 1st Lien Term Loan B                               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    368121 | PA      | $369195.75    | 0.04%             | 2028-12-21      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                         | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                             | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     17500 | PA      | $17518.72     | 0.00%             | 2030-10-04      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46836.92     | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    284288 | PA      | $285353.58    | 0.03%             | 2032-01-28      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    160761 | PA      | $161062.83    | 0.02%             | 2030-10-24      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Hunter Douglas, Inc.                                                      | Hunter Douglas, Inc., 1st Lien Term Loan B1                                       | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377688 | PA      | $379104.22    | 0.04%             | 2032-01-16      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                       | Trans-Allegheny Interstate Line Co.                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $537258.95    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                    | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $337412.49    | 0.04%             | 2076-08-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                    | Transcontinental Gas Pipe Line Co. LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $213642.87    | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                    | Transcontinental Gas Pipe Line Co. LLC                                            | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $156054.24    | 0.02%             | 2036-03-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                  | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    829058 | PA      | $829579.89    | 0.10%             | 2031-01-31      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                 | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                     | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    264514 | PA      | $265532.03    | 0.03%             | 2028-10-05      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $81120.85     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesys Cloud Services, Inc.                                              | Genesys Cloud Services, Inc., 1st Lien Term Loan                                  | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    814406 | PA      | $811865.40    | 0.09%             | 2032-01-30      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103345 | PA      | $103539.02    | 0.01%             | 2032-01-30      | Variable      | 5.84%                 | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                              | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    167487 | PA      | $167486.67    | 0.02%             | 2031-04-23      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                              | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                  | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69648 | PA      | $69926.14     | 0.01%             | 2031-07-30      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc., 1st Lien Term Loan B                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    384755 | PA      | $386117.46    | 0.04%             | 2029-08-17      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., 1st Lien Term Loan                                        | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    769212 | PA      | $772858.04    | 0.09%             | 2030-06-20      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                   | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                       | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    559287 | PA      | $561076.71    | 0.07%             | 2028-05-04      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan B                | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    165019 | PA      | $165019.02    | 0.02%             | 2030-03-15      | Variable      | 6.59%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       240 | NS      | $69614.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc., 1st Lien Term Loan                                            | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577170 | PA      | $578612.93    | 0.07%             | 2032-01-30      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                                                   | OneDigital Borrower LLC, 1st Lien Term Loan                                       | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82682 | PA      | $82786.56     | 0.01%             | 2031-07-02      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Utz Quality Foods LLC                                                     | Utz Quality Foods LLC, 1st Lien Term Loan B                                       | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    176351 | PA      | $177012.41    | 0.02%             | 2032-01-29      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    596567 | PA      | $594544.45    | 0.07%             | 2031-07-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp., 1st Lien Term Loan                                    | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    343198 | PA      | $344055.56    | 0.04%             | 2029-02-01      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Trestles CLO IV Ltd.                                                      | Trestles CLO IV Ltd., Series 2021-4A, Class AR1                                   | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503837.15   | 0.18%             | 2038-10-30      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| EOC BORROWER LLC                                                          | EOC BORROWER LLC, 1st Lien Term Loan B                                            | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    647745 | PA      | $650620.99    | 0.08%             | 2032-03-24      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., 1st Lien Term Loan                                                   | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    113760 | PA      | $114142.36    | 0.01%             | 2032-02-26      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     10781 | PA      | $10817.07     | 0.00%             | 2032-02-26      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc., 1st Lien Term Loan B1                            | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    110016 | PA      | $110703.74    | 0.01%             | 2031-07-28      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                    | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    221328 | PA      | $221960.50    | 0.03%             | 2032-02-10      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp.                                                      | CNT Holdings I Corp., 1st Lien Term Loan                                          | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251600 | PA      | $252085.73    | 0.03%             | 2032-11-08      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC, 1st Lien Term Loan B                                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    404769 | PA      | $405343.76    | 0.05%             | 2031-09-15      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                      | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007036.00   | 0.23%             | 2037-07-23      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                      | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001155.80   | 0.12%             | 2037-07-23      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2025-2A, Class A                                       | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003752.00   | 0.12%             | 2038-03-18      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XXXII Ltd.                                                   | Trinitas CLO XXXII Ltd., Series 2025-32A, Class C                                 | CUSIP: 89642NAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004740.10   | 0.12%             | 2038-07-23      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XXIII Ltd.                                                   | Trinitas CLO XXIII Ltd., Series 2023-23A, Class A1R                               | CUSIP: 89642TAL7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2004682.80   | 0.23%             | 2038-10-20      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    171589 | PA      | $172004.35    | 0.02%             | 2028-03-31      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition, Inc.                                                   | Savor Acquisition, Inc., 1st Lien Term Loan                                       | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11000 | PA      | $11036.63     | 0.00%             | 2032-02-19      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP, 1st Lien Term Loan                                           | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    142920 | PA      | $143010.04    | 0.02%             | 2030-02-06      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251431.99    | 0.03%             | 2028-07-24      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    697000 | PA      | $696468.34    | 0.08%             | 2029-10-23      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    467000 | PA      | $470757.60    | 0.05%             | 2027-06-08      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    223000 | PA      | $240567.26    | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113886.54    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC, 1st Lien Term Loan B                                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247996 | PA      | $248476.89    | 0.03%             | 2030-03-18      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Services, Inc.                                          | GFL Environmental Services, Inc., 1st Lien Term Loan                              | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    511718 | PA      | $513252.65    | 0.06%             | 2032-03-03      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| FCG Acquisitions, Inc.                                                    | FCG Acquisitions, Inc., 1st Lien Term Loan                                        | CUSIP: 30260UAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18950 | PA      | $19012.57     | 0.00%             | 2028-03-31      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Fortis 333, Inc.                                                          | Fortis 333, Inc., 1st Lien Term Loan B                                            | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    108455 | PA      | $107207.77    | 0.01%             | 2032-03-29      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Clearwater Analytics LLC                                                  | Clearwater Analytics LLC, 1st Lien Term Loan                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    165585 | PA      | $165275.36    | 0.02%             | 2032-04-21      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                    | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256992 | PA      | $257646.95    | 0.03%             | 2031-04-14      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                       | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    498337 | PA      | $496747.09    | 0.06%             | 2032-03-08      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan                  | CUSIP: 00076VBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114013 | PA      | $114013.13    | 0.01%             | 2032-02-13      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B                                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    655803 | PA      | $643624.80    | 0.07%             | 2029-10-26      | Variable      | 10.45%                | No            | 2                  | On Loan: No      |
| Dayforce, Inc.                                                            | Dayforce, Inc., 1st Lien Term Loan B                                              | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    428571 | PA      | $428035.10    | 0.05%             | 2031-03-01      | Variable      | 5.84%                 | No            | 3                  | On Loan: No      |
| Reynolds Consumer Products LLC                                            | Reynolds Consumer Products LLC, 1st Lien Term Loan                                | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53228 | PA      | $53481.13     | 0.01%             | 2032-03-04      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Novelis, Inc.                                                             | Novelis, Inc., 1st Lien Term Loan                                                 | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    441662 | PA      | $443133.24    | 0.05%             | 2032-03-11      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc., 1st Lien Term Loan                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    479489 | PA      | $481085.53    | 0.06%             | 2029-01-03      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Apple Bidco LLC                                                           | Apple Bidco LLC, 1st Lien Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    643149 | PA      | $646274.51    | 0.08%             | 2031-09-23      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                           | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     86565 | PA      | $86608.28     | 0.01%             | 2032-04-16      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29871.30     | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            | 2                  | On Loan: No      |
| Apex Group Treasury LLC                                                   | Apex Group Treasury LLC, 1st Lien Term Loan B                                     | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    362365 | PA      | $340057.94    | 0.04%             | 2032-02-27      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| Quartz AcquireCo LLC                                                      | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                       | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173861 | PA      | $173426.26    | 0.02%             | 2030-06-28      | Variable      | 5.92%                 | No            | 3                  | On Loan: No      |
| HB Fuller Co.                                                             | HB Fuller Co., 1st Lien Term Loan B                                               | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202539 | PA      | $202792.08    | 0.02%             | 2030-02-15      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| DK Crown Holdings, Inc.                                                   | DK Crown Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339435 | PA      | $339373.90    | 0.04%             | 2032-03-04      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $393617.55    | 0.05%             | 2027-08-10      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $702453.44    | 0.08%             | 2027-08-05      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $207969.46    | 0.02%             | 2036-05-09      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204141.40    | 0.02%             | 2035-02-05      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                                 | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      5305 | NS      | $194587.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                     | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    596283 | PA      | $599664.27    | 0.07%             | 2030-04-30      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Kaseya, Inc.                                                              | Kaseya, Inc., 1st Lien Term Loan                                                  | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    612638 | PA      | $612724.08    | 0.07%             | 2032-03-22      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B3                                                  | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99250 | PA      | $99167.62     | 0.01%             | 2032-03-05      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130015.99    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    696000 | PA      | $700346.83    | 0.08%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48985.81     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                    | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135448 | PA      | $135685.02    | 0.02%             | 2028-04-20      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                 | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255813 | PA      | $256452.79    | 0.03%             | 2032-04-01      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Capstone Borrower, Inc.                                                   | Capstone Borrower, Inc., 1st Lien Term Loan                                       | CUSIP: 14071CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201184 | PA      | $200865.75    | 0.02%             | 2030-06-17      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    303183 | PA      | $302777.00    | 0.04%             | 2032-04-01      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., Delayed Draw 1st Lien Term Loan B          | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      5164 | PA      | $5157.41      | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33550 | PA      | $33256.21     | 0.00%             | 2030-03-11      | Variable      | 11.35%                | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3472 | NS      | $803143.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2024-1, Class A                        | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366898 | PA      | $375840.63    | 0.04%             | 2037-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203000.00    | 0.02%             | 2029-05-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    266000 | PA      | $273278.56    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MP Midco Holdings LLC                                                     | MP Midco Holdings LLC, 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11921 | PA      | $11974.60     | 0.00%             | 2030-03-29      | Variable      | 10.34%                | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5443000 | PA      | $5432255.14   | 0.63%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4937000 | PA      | $4930690.17   | 0.57%             | 2026-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2177000 | PA      | $2176164.27   | 0.25%             | 2026-01-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6767000 | PA      | $6755041.70   | 0.79%             | 2026-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6315 | NS      | $2084644.65   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    173000 | PA      | $172866.54    | 0.02%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $460926.02    | 0.05%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198831.89    | 0.02%             | 2029-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112665.39    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    606000 | PA      | $621186.54    | 0.07%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    261000 | PA      | $263875.77    | 0.03%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    959000 | PA      | $975523.94    | 0.11%             | 2031-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72476.07     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNIV Trust                                                                | UNIV Trust, Series 2025-APTS, Class A                                             | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001233.40   | 0.12%             | 2042-11-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148672 | PA      | $97751.89     | 0.01%             | 2029-01-24      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104878 | PA      | $26656.96     | 0.00%             | 2030-01-24      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278638 | PA      | $276634.85    | 0.03%             | 2029-01-24      | Variable      | 9.17%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC, 1st Lien Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    204488 | PA      | $204381.16    | 0.02%             | 2032-07-01      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC, 1st Lien Term Loan                                           | CUSIP: 82453JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104738 | PA      | $105283.18    | 0.01%             | 2032-06-30      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $614643.20    | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $217187.67    | 0.03%             | 2033-06-12      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                    | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117410 | PA      | $117924.26    | 0.01%             | 2032-05-28      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                                        | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46000 | PA      | $46136.16     | 0.01%             | 2032-06-16      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Orion US Finco, Inc.                                                      | Orion US Finco, Inc., 1st Lien Term Loan                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    170000 | PA      | $170690.20    | 0.02%             | 2032-10-08      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Pregis TopCo LLC                                                          | Pregis Topco LLC, 1st Lien Term Loan                                              | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134605 | PA      | $135638.99    | 0.02%             | 2029-02-01      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co. LLC                                           | Herschend Entertainment Co. LLC, 1st Lien Term Loan                               | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157210 | PA      | $158192.56    | 0.02%             | 2032-05-27      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    175990 | PA      | $175990.31    | 0.02%             | 2032-06-04      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $516900.05    | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-3, Class A                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458803 | PA      | $462953.45    | 0.05%             | 2055-06-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63644.80     | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93754.78     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125824.37    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20089.14     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242780.11    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70982.50     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125385.32    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255312.48    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Veralto Corp.                                                             | Veralto Corp.                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       272 | NS      | $27140.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4230 | NS      | $172287.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269788.57    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       155 | NS      | $34671.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan A                                            | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21235 | PA      | $12847.45     | 0.00%             | 2029-12-31      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B13                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    309484 | PA      | $309242.93    | 0.04%             | 2030-09-19      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan B                                            | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11845 | PA      | $1302.90      | 0.00%             | 2029-12-31      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       489 | NS      | $79222.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2022-3, Class A1                               | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495937 | PA      | $477459.28    | 0.06%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                                    | Colossus Acquireco LLC, 1st Lien Term Loan                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    350122 | PA      | $349684.85    | 0.04%             | 2032-07-30      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112938.65    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                  | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49204.38     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36927.79     | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $717567.18    | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53930.91     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    649000 | PA      | $655338.40    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45473.66     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1165 | NS      | $32759.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                 | Gryphon Acquire NewCo LLC, 1st Lien Term Loan                                     | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $135858.60    | 0.02%             | 2032-09-13      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    342468 | PA      | $345549.99    | 0.04%             | 2031-01-15      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Aggreko Holdings, Inc.                                                    | Aggreko Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    256387 | PA      | $257668.45    | 0.03%             | 2031-05-21      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     59000 | PA      | $59405.92     | 0.01%             | 2032-09-13      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612435 | PA      | $615025.58    | 0.07%             | 2028-08-31      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc., 1st Lien Term Loan B                              | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90095 | PA      | $90620.13     | 0.01%             | 2031-10-24      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Sazerac Co., Inc.                                                         | Sazerac Co., Inc., 1st Lien Term Loan B1                                          | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    193000 | PA      | $193187.21    | 0.02%             | 2032-06-25      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    743000 | PA      | $747351.41    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| xAI Corp.                                                                 | x.AI Corp., 1st Lien Term Loan                                                    | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    391545 | PA      | $385883.26    | 0.04%             | 2030-06-28      | Variable      | 11.12%                | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                                 | Viper Energy Partners LLC                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298383.65    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Propulsion BC Newco LLC                                                   | Propulsion BC Newco LLC, 1st Lien Term Loan                                       | CUSIP: 74347UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21670 | PA      | $21765.03     | 0.00%             | 2029-09-14      | Variable      | 6.74%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1676 | NS      | $587789.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328045.51    | 0.04%             | 2026-10-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1033854.60   | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1030298.08   | 0.12%             | 2026-12-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    357000 | PA      | $368481.83    | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84965.56     | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                | VMware LLC                                                                        | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    893000 | PA      | $893334.24    | 0.10%             | 2027-08-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                | VMware LLC                                                                        | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    308000 | PA      | $273674.80    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Crown Finance US, Inc.                                                    | Crown Finance US, Inc., 1st Lien Term Loan                                        | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168540 | PA      | $165928.03    | 0.02%             | 2031-12-02      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| VTR Commercial Mortgage Trust                                             | VTR Commercial Mortgage Trust, Series 2025-STEM, Class A                          | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $536227.83    | 0.06%             | 2039-10-13      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    101094 | PA      | $100999.56    | 0.01%             | 2031-06-27      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2797 | NS      | $294971.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9133.61      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       118 | NS      | $25187.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11004 | NS      | $1225955.64   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                                      | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                        | CUSIP: 12658HAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182542 | PA      | $176153.51    | 0.02%             | 2030-07-08      | Variable      | 8.97%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                        | Radiate Holdco LLC, 1st Lien Term Loan                                            | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    267241 | PA      | $204439.49    | 0.02%             | 2029-09-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Froneri US, Inc.                                                          | Froneri US, Inc., Facility 1st Lien Term Loan B6                                  | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    169000 | PA      | $168935.77    | 0.02%             | 2032-09-30      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                       | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                           | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125649 | PA      | $126316.53    | 0.01%             | 2031-12-02      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                                     | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                           | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35595 | PA      | $35777.96     | 0.00%             | 2030-01-31      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    539620 | PA      | $540408.27    | 0.06%             | 2032-09-08      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc., 1st Lien Term Loan                                          | CUSIP: 68773JAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363000 | PA      | $364292.28    | 0.04%             | 2032-08-02      | Variable      | 6.60%                 | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                               | Creative Artists Agency LLC, 1st Lien Term Loan                                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    576572 | PA      | $578492.48    | 0.07%             | 2031-10-01      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                                   | Belron Finance 2019 LLC, 1st Lien Term Loan                                       | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    619287 | PA      | $622382.98    | 0.07%             | 2031-10-16      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Boots Group Bidco Ltd.                                                    | Boots Group Bidco Ltd., 1st Lien Term Loan                                        | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    253000 | PA      | $254158.74    | 0.03%             | 2032-08-30      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| Summit Acquisition, Inc.                                                  | Summit Acquisition, Inc., 1st Lien Term Loan                                      | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25935 | PA      | $26097.09     | 0.00%             | 2031-10-16      | Variable      | 7.22%                 | No            | 3                  | On Loan: No      |
| PointClickCare Technologies, Inc.                                         | PointClickCare Technologies, Inc., 1st Lien Term Loan                             | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    152294 | PA      | $152357.62    | 0.02%             | 2031-11-03      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co.                                                      | Alterra Mountain Co., 1st Lien Term Loan B8                                       | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183338 | PA      | $184025.05    | 0.02%             | 2030-05-31      | Variable      | 6.22%                 | No            | 3                  | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                  | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385549 | PA      | $386150.69    | 0.04%             | 2031-12-29      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| EG America LLC                                                            | EG America LLC, 1st Lien Term Loan                                                | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55302 | PA      | $55463.58     | 0.01%             | 2028-02-07      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                            | CUSIP: 31772YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694000 | PA      | $678385.00    | 0.08%             | 2032-09-15      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                    | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    379050 | PA      | $381892.88    | 0.04%             | 2032-08-02      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                                | Team Health Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79799.00     | 0.01%             | 2028-06-30      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| GTCR Everest Borrower LLC                                                 | GTCR Everest Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $84856.63     | 0.01%             | 2031-09-05      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan                                | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271000 | PA      | $269138.23    | 0.03%             | 2032-11-03      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                              | VS Buyer LLC, 1st Lien Term Loan                                                  | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531704 | PA      | $533033.12    | 0.06%             | 2031-04-14      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services, Inc.                                             | CHG Healthcare Services, Inc., 1st Lien Term Loan                                 | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    133430 | PA      | $133990.71    | 0.02%             | 2028-09-29      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    269727 | PA      | $270598.51    | 0.03%             | 2030-10-23      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    277159 | PA      | $277905.01    | 0.03%             | 2028-10-23      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B5                           | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |     60997 | PA      | $60472.12     | 0.01%             | 2032-07-30      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                                                | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class A1                              | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505085.00   | 0.18%             | 2038-01-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan                                       | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    399017 | PA      | $399666.99    | 0.05%             | 2031-02-17      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                                          | AlixPartners LLP, 1st Lien Term Loan                                              | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    426458 | PA      | $426909.70    | 0.05%             | 2032-08-12      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| SPX FLOW, Inc.                                                            | SPX FLOW, Inc., 1st Lien Term Loan                                                | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476651 | PA      | $477590.40    | 0.06%             | 2029-04-05      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Sanmina Corp.                                                             | Sanmina Corp., 1st Lien Term Loan B1                                              | CUSIP: 80105GAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174000 | PA      | $174217.50    | 0.02%             | 2032-10-27      | Variable      | 5.92%                 | No            | 3                  | On Loan: No      |
| Filtration Group Corp.                                                    | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    528901 | PA      | $531323.32    | 0.06%             | 2028-10-23      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd., 1st Lien Term Loan                            | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |    116000 | PA      | $115585.88    | 0.01%             | 2032-08-09      | Variable      | 9.02%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                                                | Atlas CC Acquisition Corp., 1st Lien Term Loan B                                  | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416656 | PA      | $210886.14    | 0.02%             | 2029-05-25      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                                                | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                  | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57130 | PA      | $28915.54     | 0.00%             | 2029-05-25      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| Covia Holdings LLC                                                        | Covia Holdings LLC, 1st Lien Term Loan                                            | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234234 | PA      | $232184.43    | 0.03%             | 2032-02-26      | Variable      | 6.71%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1260620 | PA      | $1263115.99   | 0.15%             | 2031-09-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    869081 | PA      | $873035.08    | 0.10%             | 2032-08-20      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc., 1st Lien Term Loan                                         | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    182000 | PA      | $182227.50    | 0.02%             | 2032-08-13      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp., 1st Lien Term Loan B4                                         | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    662238 | PA      | $665098.56    | 0.08%             | 2032-08-12      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions LLC                                      | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                        | CUSIP: 10919RAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235034 | PA      | $236135.99    | 0.03%             | 2032-08-23      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| WR Grace Holding LLC                                                      | Wr Grace Holding LLC, 1st Lien Term Loan B1                                       | CUSIP: 92943HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143640 | PA      | $143504.98    | 0.02%             | 2032-08-19      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc., 1st Lien Term Loan                                       | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    439000 | PA      | $440646.25    | 0.05%             | 2032-10-29      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Turquoise Topco Ltd.                                                      | Turquoise Topco Ltd., 1st Lien Term Loan B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    137000 | PA      | $135116.25    | 0.02%             | 2032-08-13      | Variable      | 7.23%                 | No            | 3                  | On Loan: No      |
| Waystar Technologies, Inc.                                                | Waystar Technologies, Inc., 1st Lien Term Loan                                    | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    117266 | PA      | $117852.24    | 0.01%             | 2029-10-22      | Variable      | 5.72%                 | No            | 3                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    759129 | PA      | $759607.37    | 0.09%             | 2032-08-16      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494450 | PA      | $494835.59    | 0.06%             | 2031-03-21      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                       | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58091 | PA      | $57873.32     | 0.01%             | 2030-08-30      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| QuidelOrtho Corp.                                                         | QuidelOrtho Corp., 1st Lien Term Loan B                                           | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175672 | PA      | $175452.91    | 0.02%             | 2032-08-20      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| Stakeholder Midstream LLC                                                 | Stakeholder Midstream LLC, 1st Lien Term Loan                                     | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114712 | PA      | $115071.55    | 0.01%             | 2031-01-02      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    299988 | PA      | $300977.94    | 0.04%             | 2030-12-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc., 1st Lien Term Loan B9                                     | CUSIP: 03852JBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80633 | PA      | $80693.14     | 0.01%             | 2028-04-06      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    546630 | PA      | $548794.65    | 0.06%             | 2032-08-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       385 | NS      | $84588.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc., 1st Lien Term Loan B4                                    | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614000 | PA      | $615381.50    | 0.07%             | 2032-03-29      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Ring Container Technologies Group LLC                                     | Ring Container Technologies Group LLC, 1st Lien Term Loan                         | CUSIP: 76680YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90772 | PA      | $90978.55     | 0.01%             | 2032-09-15      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Deep Blue Operating I LLC                                                 | Deep Blue Operating I LLC, 1st Lien Term Loan                                     | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53000 | PA      | $53121.37     | 0.01%             | 2032-10-01      | Variable      | 6.59%                 | No            | 2                  | On Loan: No      |
| Avalara, Inc.                                                             | Avalara, Inc., 1st Lien Term Loan                                                 | CUSIP: 05338KAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174513 | PA      | $175142.62    | 0.02%             | 2032-03-26      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC, 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    131000 | PA      | $131327.50    | 0.02%             | 2032-09-24      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Arcline FM Holdings LLC                                                   | Arcline FM Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 03960DAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177140 | PA      | $177637.42    | 0.02%             | 2030-06-24      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                                                | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                 | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    631536 | PA      | $634075.03    | 0.07%             | 2031-11-21      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan K                                             | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    622146 | PA      | $623832.28    | 0.07%             | 2030-03-22      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                      | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                 | CUSIP: 05825HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168397 | PA      | $167836.02    | 0.02%             | 2031-05-26      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer LLC                                                        | Pinnacle Buyer LLC, 1st Lien Term Loan B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    157009 | PA      | $157499.95    | 0.02%             | 2032-10-01      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer, LLC                                                       | Pinnacle Buyer, LLC, Delayed Draw 1st Lien Term Loan B                            | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30194 | PA      | $30288.46     | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc., 1st Lien Term Loan B                                   | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31397 | PA      | $31396.86     | 0.00%             | 2032-09-20      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC, 1st Lien Term Loan                                    | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    419763 | PA      | $421601.56    | 0.05%             | 2031-05-30      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| ACP Tara Holdings, Inc.                                                   | ACP Tara Holdings, Inc., 1st Lien Term Loan                                       | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46000 | PA      | $46230.00     | 0.01%             | 2032-12-15      | Variable      | 6.97%                 | No            | 3                  | On Loan: No      |
| Meade Pipeline Co. LLC                                                    | Meade Pipeline Co LLC, 1st Lien Term Loan                                         | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |     50000 | PA      | $50250.00     | 0.01%             | 2032-09-22      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    228000 | PA      | $228998.64    | 0.03%             | 2032-10-29      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                                                | Weber-Stephen Products LLC, 1st Lien Term Loan B                                  | CUSIP: 94767KAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276000 | PA      | $276138.00    | 0.03%             | 2032-10-01      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan                                         | CUSIP: 22282GAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67000 | PA      | $67000.00     | 0.01%             | 2031-01-15      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp., 1st Lien Term Loan B3                                             | CUSIP: 45173JAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160619 | PA      | $160720.03    | 0.02%             | 2029-07-02      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                                                  | Option Care Health, Inc., 1st Lien Term Loan                                      | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410673 | PA      | $412599.51    | 0.05%             | 2032-09-16      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                              | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                  | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99997 | PA      | $100461.02    | 0.01%             | 2032-04-01      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Lavender Dutch Borrower Co. BV                                            | Lavender Dutch Borrower Co. BV, 1st Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    155000 | PA      | $156097.40    | 0.02%             | 2032-12-02      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                     | CUSIP: 86184XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93000 | PA      | $92949.78     | 0.01%             | 2032-04-09      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, Facility 1st Lien Term Loan B8                               | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     61000 | PA      | $61050.63     | 0.01%             | 2032-09-29      | Variable      | 6.02%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                                 | Madison Safety & Flow LLC, 1st Lien Term Loan B                                   | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93516 | PA      | $94080.83     | 0.01%             | 2031-09-26      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc., 1st Lien Term Loan                                           | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    128000 | PA      | $129066.24    | 0.02%             | 2032-10-11      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc., 1st Lien Term Loan                                 | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    604000 | PA      | $565386.28    | 0.07%             | 2032-09-30      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP, 1st Lien Term Loan B7                                        | CUSIP: 11823LAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92206 | PA      | $92655.47     | 0.01%             | 2032-11-22      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B2                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     42892 | PA      | $43053.35     | 0.01%             | 2032-09-30      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC, 1st Lien Term Loan                                       | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $232580.00    | 0.03%             | 2032-10-06      | Variable      | 7.72%                 | No            | 3                  | On Loan: No      |
| Chemours Co. LLC                                                          | Chemours Co. LLC, 1st Lien Term Loan B4                                           | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    415844 | PA      | $410126.35    | 0.05%             | 2032-10-15      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                          | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                        | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003375.90   | 0.12%             | 2037-07-18      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series BB                                                      | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114642.24    | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248356.87    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    313000 | PA      | $292337.16    | 0.03%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154380.85    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258969.22    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19018.67     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    353000 | PA      | $390751.24    | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    414000 | PA      | $431955.25    | 0.05%             | 2035-01-23      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1360443.73   | 0.16%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc., 1st Lien Term Loan                                     | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    704396 | PA      | $666605.24    | 0.08%             | 2030-03-11      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Dawn Bidco LLC                                                            | Dawn Bidco LLC, 1st Lien Term Loan                                                | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525000 | PA      | $523125.75    | 0.06%             | 2032-08-20      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       527 | NS      | $97816.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                  | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117021.00    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    276000 | PA      | $266325.47    | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                  | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1183041.41   | 0.14%             | 2030-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sunrise Financing Partnership                                             | Sunrise Financing Partnership, Facility 1st Lien Term Loan AAA1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80000 | PA      | $80243.20     | 0.01%             | 2032-02-17      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| INNIO Group Holding GmbH                                                  | INNIO Group Holding GmbH, Facility 1st Lien Term Loan B2                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AT        |    142000 | PA      | $142355.00    | 0.02%             | 2028-11-02      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                     | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196000 | PA      | $195878.48    | 0.02%             | 2032-11-25      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Chicago US MidCo III LP                                                   | Chicago US MidCo III LP, Delayed Draw 1st Lien Term Loan                          | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44296 | PA      | $44351.83     | 0.01%             | 2032-10-29      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Chicago US MidCo III LP                                                   | Chicago US MidCo III LP, 1st Lien Term Loan                                       | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298263 | PA      | $298635.64    | 0.03%             | 2032-10-29      | Variable      | 6.22%                 | No            | 3                  | On Loan: No      |
| NEP Group, Inc.                                                           | NEP Group, Inc., 1st Lien Term Loan                                               | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247000 | PA      | $225464.07    | 0.03%             | 2031-10-17      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc., 1st Lien Term Loan B                             | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293000 | PA      | $293000.00    | 0.03%             | 2032-10-21      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| CoorsTek, Inc.                                                            | CoorsTek, Inc., 1st Lien Term Loan B                                              | CUSIP: 21702EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93000 | PA      | $93639.84     | 0.01%             | 2032-10-28      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | Cp Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                           | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29554 | PA      | $29320.42     | 0.00%             | 2032-10-27      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., 1st Lien Term Loan                                        | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239391 | PA      | $237495.45    | 0.03%             | 2032-10-27      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| CPI Holdco B LLC                                                          | CPI Holdco B LLC, 1st Lien Term Loan                                              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    682779 | PA      | $684015.04    | 0.08%             | 2031-05-19      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC, 1st Lien Term Loan                                                   | CUSIP: 17026YAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    793000 | PA      | $796172.00    | 0.09%             | 2032-10-28      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       307 | NS      | $84467.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Legence Holdings LLC                                                      | Legence Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75865HAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146836 | PA      | $147691.84    | 0.02%             | 2031-12-18      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                                                | Elanco Animal Health, Inc., 1st Lien Term Loan B                                  | CUSIP: 28414BAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84832 | PA      | $84920.13     | 0.01%             | 2032-10-29      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                                       | Anticimex Global AB, Facility 1st Lien Term Loan B8                               | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |     84179 | PA      | $84495.00     | 0.01%             | 2031-11-17      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc., 1st Lien Term Loan B                                 | CUSIP: 07368RAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79711 | PA      | $79901.62     | 0.01%             | 2032-04-30      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Ping Identity Holding Corp.                                               | Ping Identity Holding Corp., 1st Lien Term Loan                                   | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97000 | PA      | $97121.25     | 0.01%             | 2032-11-15      | Variable      | 6.59%                 | No            | 2                  | On Loan: No      |
| URSA Minor US Bidco LLC                                                   | URSA Minor US Bidco LLC, 1st Lien Term Loan                                       | CUSIP: 91728NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116122 | PA      | $116358.22    | 0.01%             | 2031-03-26      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                                         | IRB Holding Corp., 1st Lien Term Loan B                                           | CUSIP: 44988LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279276 | PA      | $279811.82    | 0.03%             | 2030-12-16      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc., 1st Lien Term Loan                                    | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165000 | PA      | $165688.05    | 0.02%             | 2032-11-08      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Co. LP                                       | Calpine Construction Finance Co. LP, 1st Lien Term Loan                           | CUSIP: 13134NAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387584 | PA      | $387766.56    | 0.05%             | 2030-07-31      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    380000 | PA      | $1386.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                        | CUSIP: 57763TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $176063.40    | 0.02%             | 2030-04-15      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc., 1st Lien Term Loan B4                                         | CUSIP: 04009DAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74771 | PA      | $75004.55     | 0.01%             | 2030-08-09      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Propulsion (BC) Finco SARL                                                | Propulsion (BC) Finco SARL, 1st Lien Term Loan                                    | CUSIP: 74347UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     83402 | PA      | $83756.31     | 0.01%             | 2032-12-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80000 | PA      | $80366.40     | 0.01%             | 2030-12-18      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| MSOF BEACON LLC                                                           | MSOF BEACON LLC, 1st Lien Term Loan B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192000 | PA      | $192720.00    | 0.02%             | 2032-12-09      | Variable      | 6.54%                 | No            | 3                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                              | Pye-Barker Fire & Safety LLC, Delayed Draw 1st Lien Term Loan                     | CUSIP: 69380SAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29900 | PA      | $30074.32     | 0.00%             | 2032-12-16      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                              | Pye-Barker Fire & Safety LLC, 1st Lien Term Loan                                  | CUSIP: 69380SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200100 | PA      | $201266.58    | 0.02%             | 2032-12-16      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc., 1st Lien Term Loan B                                         | CUSIP: 42705FAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51000 | PA      | $51180.54     | 0.01%             | 2032-06-02      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| PAREXEL International, Inc.                                               | PAREXEL International, Inc., 1st Lien Term Loan                                   | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525207 | PA      | $526630.12    | 0.06%             | 2031-12-12      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                  | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505305.50   | 0.18%             | 2037-10-24      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc., 1st Lien Term Loan B10                                    | CUSIP: 03852JBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437382 | PA      | $438300.31    | 0.05%             | 2030-06-24      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    200639 | PA      | $200638.82    | 0.02%             | 2032-12-09      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                    | CUSIP: 17737EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91265 | PA      | $91493.41     | 0.01%             | 2032-04-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Fortrex LLC                                                               | Fortrex LLC, 1st Lien Term Loan                                                   | CUSIP: 34967RAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11562 | PA      | $11128.35     | 0.00%             | 2031-03-10      | Variable      | 10.11%                | No            | 2                  | On Loan: No      |
| Bradyplus Holdings LLC                                                    | Bradyplus Holdings LLC, 1st Lien Term Loan                                        | CUSIP: 10480UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    404000 | PA      | $399285.32    | 0.05%             | 2032-12-13      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    270100 | PA      | $711.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4035200 | PA      | $-4730.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     17449 | NS      | $1048859.39   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                         | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60737.65     | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99599.03     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Williams-Sonoma, Inc.                                                     | Williams-Sonoma, Inc.                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       230 | NS      | $41075.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    220000 | PA      | $-3162.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Woodward, Inc.                                                            | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        92 | NS      | $27813.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2024 | NS      | $149492.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Xylem, Inc.                                                               | Xylem, Inc.                                                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       401 | NS      | $54608.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1100 | NS      | $166408.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       521 | NS      | $46848.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1263 | NS      | $158910.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler, Inc.                                                             | Zscaler, Inc.                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       122 | NS      | $27440.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B4                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    579717 | PA      | $579067.58    | 0.07%             | 2031-09-30      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36089 | PA      | $35999.18     | 0.00%             | 2030-03-11      | Variable      | 9.35%                 | No            | 2                  | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    645078 | PA      | $649200.45    | 0.08%             | 2029-02-15      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Four Seasons Hotels Ltd.                                                  | Four Seasons Hotels Ltd., 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    493654 | PA      | $496191.53    | 0.06%             | 2032-09-22      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                          | Altice France SA, 1st Lien Term Loan B14                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    266272 | PA      | $265883.51    | 0.03%             | 2031-05-30      | Variable      | 10.86%                | No            | 2                  | On Loan: No      |
| Exgen Renewables IV LLC                                                   | Exgen Renewables IV LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175827 | PA      | $176340.29    | 0.02%             | 2027-12-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Blackfin Pipeline LLC                                                     | Blackfin Pipeline LLC, 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83000 | PA      | $83068.89     | 0.01%             | 2032-10-01      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP, 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    200753 | PA      | $200439.57    | 0.02%             | 2030-05-18      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Capital Trust VII                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     15000 | PA      | $0.00         | 0.00%             | 2049-11-29      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC                                                      | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       571 | NS      | $63952.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    203000 | PA      | $216966.40    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                                                 | Sirva-Bgrs Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        13 | NS      | $2329.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIRVA, Inc.                                                               | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: 64886JHCW20N444QX158       | Long             | EC               | CORP              | US        |        58 | NS      | $48.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H-Food Holdings LLC                                                       | H-Food Holdings LLC                                                               | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |       737 | NS      | $11116.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      1360 | OU      | $907.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Invincible Investment Corp.                                               | Invincible Investment Corp.                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       139 | NS      | $57077.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      4500 | NS      | $51764.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                            | ACS Actividades de Construccion y Servicios SA                                    | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       565 | NS      | $56084.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                 | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       830 | NS      | $35505.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd.                                         | Singapore Telecommunications Ltd.                                                 | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     23100 | NS      | $81727.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodman Group                                                             | Goodman Group                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12134 | NS      | $249695.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       124 | NS      | $43191.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |      1300 | NS      | $57923.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                         | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1072 | NS      | $29934.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                            | Recordati Industria Chimica e Farmaceutica SpA                                    | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      1077 | NS      | $61140.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rentokil Initial plc                                                      | Rentokil Initial plc                                                              | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |      7654 | NS      | $45667.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                 | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      1012 | NS      | $71693.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                  | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       325 | NS      | $41821.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Webuild SpA                                                               | Webuild SpA                                                                       | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     13267 | NS      | $52841.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alstom SA                                                                 | Alstom SA                                                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      3001 | NS      | $88535.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                      | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      1481 | NS      | $84714.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                                | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     10400 | NS      | $159777.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals plc                                                 | Hikma Pharmaceuticals plc                                                         | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |       459 | NS      | $9568.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Indutrade AB                                                              | Indutrade AB                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      1000 | NS      | $25920.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ipsen SA                                                                  | Ipsen SA                                                                          | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       393 | NS      | $54835.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arkema SA                                                                 | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       472 | NS      | $28765.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                         | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        71 | NS      | $87115.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       358 | NS      | $53221.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                        | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       823 | NS      | $117918.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      3970 | NS      | $258836.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Orion OYJ                                                                 | Orion OYJ, Class B                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       909 | NS      | $67818.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Severn Trent plc                                                          | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |       900 | NS      | $33795.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brambles Ltd.                                                             | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4204 | NS      | $64196.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SKF AB                                                                    | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |       999 | NS      | $26442.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                          | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |      2212 | NS      | $86759.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orkla ASA                                                                 | Orkla ASA                                                                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      2131 | NS      | $23730.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                      | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       598 | NS      | $59654.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aalberts NV                                                               | Aalberts NV                                                                       | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |       657 | NS      | $21656.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Geberit AG                                                                | Geberit AG (Registered)                                                           | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        83 | NS      | $64459.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths Group plc                                                          | Smiths Group plc                                                                  | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |       282 | NS      | $8919.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      1838 | NS      | $258575.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Liquide SA                                                            | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3355 | NS      | $630585.55    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                                               | Reckitt Benckiser Group plc                                                       | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2014 | NS      | $162971.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Strabag SE                                                                | Strabag SE                                                                        | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |       264 | NS      | $25087.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VGP NV                                                                    | VGP NV                                                                            | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |       772 | NS      | $89062.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      2218 | NS      | $35635.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Aerospace Industries Ltd.                                           | Korea Aerospace Industries Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       213 | NS      | $16876.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Mining Ltd.                                                     | Evolution Mining Ltd.                                                             | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |      6195 | NS      | $51844.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp.                                                    | Pembina Pipeline Corp.                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1788 | NS      | $68117.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LondonMetric Property plc                                                 | LondonMetric Property plc                                                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    104986 | NS      | $267656.68    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                                               | Brenntag SE                                                                       | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |       352 | NS      | $20431.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                              | International Consolidated Airlines Group SA                                      | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |      3719 | NS      | $20649.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                                               | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     13946 | NS      | $116114.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Evonik Industries AG                                                      | Evonik Industries AG                                                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      2531 | NS      | $39499.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Edenred SE                                                                | Edenred SE                                                                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |       742 | NS      | $16402.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                          | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      2123 | NS      | $32833.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      1093 | NS      | $26222.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ageas SA                                                                  | Ageas SA                                                                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       448 | NS      | $31387.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sage Group plc (The)                                                      | Sage Group plc (The)                                                              | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      3008 | NS      | $43749.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       386 | NS      | $33093.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        86 | NS      | $27391.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      2723 | NS      | $114923.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                                          | Coca-Cola HBC AG                                                                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       683 | NS      | $35334.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KION Group AG                                                             | KION Group AG                                                                     | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      1135 | NS      | $89684.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      6220 | NS      | $179007.69    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                     | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      2669 | NS      | $109447.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                         | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |      3211 | NS      | $61411.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                                           | Knorr-Bremse AG                                                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |       914 | NS      | $101401.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                                   | Siemens Healthineers AG                                                           | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |      1008 | NS      | $52836.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SIG Group AG                                                              | SIG Group AG                                                                      | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |       902 | NS      | $12866.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                                          | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       472 | NS      | $33583.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                              | Tokyu Fudosan Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8200 | NS      | $74907.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1458 | NS      | $89994.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       115 | NS      | $11726.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                                     | Wharf Real Estate Investment Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |     46000 | NS      | $145386.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |      6444 | NS      | $68888.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       452 | NS      | $91767.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     14522 | NS      | $273220.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       226 | NS      | $35331.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tritax Big Box REIT plc                                                   | Tritax Big Box REIT plc                                                           | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     61723 | NS      | $126127.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI plc                                                                   | IMI plc                                                                           | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      2514 | NS      | $83859.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| National Storage REIT                                                     | National Storage REIT                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     49013 | NS      | $89071.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                                             | Akzo Nobel NV                                                                     | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       720 | NS      | $50097.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stadler Rail AG                                                           | Stadler Rail AG                                                                   | CUSIP: N/A<br>LEI: 506700781XDET0A89669       | Long             | EC               | CORP              | CH        |       671 | NS      | $16962.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanwha Systems Co. Ltd.                                                   | Hanwha Systems Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       450 | NS      | $16996.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       405 | NS      | $27500.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                        | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      9500 | NS      | $174429.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                                    | Warehouses De Pauw CVA                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      5491 | NS      | $142400.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                              | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       597 | NS      | $31191.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      4681 | NS      | $83333.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     19834 | NS      | $117949.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AddTech AB                                                                | AddTech AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      1056 | NS      | $37190.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Georg Fischer AG                                                          | Georg Fischer AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |      1080 | NS      | $72352.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     24461 | NS      | $214578.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RENK Group AG                                                             | RENK Group AG                                                                     | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |       570 | NS      | $35523.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banque Cantonale Vaudoise                                                 | Banque Cantonale Vaudoise (Registered)                                            | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |       105 | NS      | $13274.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                                                      | Dassault Aviation SA                                                              | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       227 | NS      | $72777.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                 | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       484 | NS      | $67899.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                        | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     24539 | NS      | $124004.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hensoldt AG                                                               | Hensoldt AG                                                                       | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |       984 | NS      | $84278.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nibe Industrier AB                                                        | Nibe Industrier AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      9169 | NS      | $35047.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      7566 | NS      | $185497.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      2663 | NS      | $74193.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       796 | NS      | $61407.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Melrose Industries plc                                                    | Melrose Industries plc                                                            | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |       767 | NS      | $6049.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merlin Properties Socimi SA                                               | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     11618 | NS      | $169140.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FUCHS SE                                                                  | FUCHS SE (Preference)                                                             | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |       638 | NS      | $28414.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        39 | NS      | $38105.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S, Class B                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      7026 | NS      | $356348.03    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     18374 | NS      | $680647.58    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                     | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     13867 | NS      | $914732.26    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                              | Cie Generale des Etablissements Michelin SCA                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      2032 | NS      | $67353.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Primaris REIT                                                             | Primaris REIT                                                                     | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |      7082 | NS      | $80440.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-Firmenich AG                                                                  | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       544 | NS      | $43884.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Saab AB                                                                   | Saab AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      1440 | NS      | $83549.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                                              | ROCKWOOL A/S, Class B                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      1013 | NS      | $35590.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrovial SE                                                              | Ferrovial SE                                                                      | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      2253 | NS      | $145973.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Service King Midas International                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       394 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Travelport Technology Ltd.                                                | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        30 | NS      | $88160.40     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Centurion Accommodation REIT                                              | Centurion Accommodation REIT                                                      | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |     15900 | NS      | $13712.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      2734 | NS      | $70059.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fincantieri SpA                                                           | Fincantieri SpA                                                                   | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |      1541 | NS      | $29943.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keppel DC REIT                                                            | Keppel DC REIT                                                                    | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |     74496 | NS      | $130267.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DigiCo Infrastructure REIT                                                | DigiCo Infrastructure REIT                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26314 | NS      | $48199.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Restaurant Brands International, Inc.                                     | Restaurant Brands International, Inc.                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       962 | NS      | $65644.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirax Group plc                                                          | Spirax Group plc                                                                  | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       235 | NS      | $21478.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| South32 Ltd.                                                              | South32 Ltd.                                                                      | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     13351 | NS      | $31603.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tryg A/S                                                                  | Tryg A/S                                                                          | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      1011 | NS      | $26439.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       167 | NS      | $19998.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       171 | NS      | $4020.15      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       118 | NS      | $2718.14      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Aimbridge Topco LLC                                                       | Aimbridge Topco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       899 | NS      | $60457.75     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Incora Top Holdco LLC                                                     | Incora Top Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     27556 | PA      | $6274.40      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            | 3                  | On Loan: No      |
| Wolverine Escrow LLC                                                      | Wolverine Escrow LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     92000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Duke Energy Kentucky, Inc.                                                | Duke Energy Kentucky, Inc.                                                        | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |    497000 | PA      | $509425.00    | 0.06%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           | 3                  | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      1565 | NS      | $27562.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stripe, Inc.                                                              | Stripe, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | DBT              | CORP              | US        |    500000 | PA      | $500650.00    | 0.06%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           | 3                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | Microsoft Corp., Series 2006                                                      | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1968 | NS      | $953332.99    | 0.11%             | 2026-01-07      | Fixed         | 9.79%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Exxon Mobil Corp.                                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      3111 | NS      | $371241.81    | 0.04%             | 2026-01-07      | Fixed         | 15.32%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | American Electric Power Co., Inc., Series 000R                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       719 | NS      | $83060.20     | 0.01%             | 2026-01-07      | Fixed         | 11.72%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Advanced Micro Devices, Inc.                                                      | CUSIP: 60701B317<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       835 | NS      | $179814.25    | 0.02%             | 2026-01-07      | Fixed         | 27.62%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Amazon.com, Inc.                                                                  | CUSIP: 60701B267<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       602 | NS      | $139279.64    | 0.02%             | 2026-01-07      | Fixed         | 13.52%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | AppLovin Corp.                                                                    | CUSIP: 60701B275<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       152 | NS      | $102572.81    | 0.01%             | 2026-01-07      | Fixed         | 35.32%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Salesforce, Inc.                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       515 | NS      | $136822.35    | 0.02%             | 2026-01-07      | Fixed         | 20.85%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Cisco Systems, Inc.                                                               | CUSIP: 60701B309<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      2138 | NS      | $163652.74    | 0.02%             | 2026-01-14      | Fixed         | 13.72%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | FirstEnergy Corp.                                                                 | CUSIP: 60701B291<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      9036 | NS      | $405553.64    | 0.05%             | 2026-01-07      | Fixed         | 15.17%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Corning, Inc.                                                                     | CUSIP: 60701B283<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       418 | NS      | $36707.83     | 0.00%             | 2026-01-07      | Fixed         | 19.52%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Invitation Homes, Inc., Series 000Q                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10929 | NS      | $304603.54    | 0.04%             | 2026-01-07      | Fixed         | 16.28%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Lam Research Corp., Series 000P                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       619 | NS      | $105789.94    | 0.01%             | 2026-01-07      | Fixed         | 23.08%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | McKesson Corp.                                                                    | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       365 | NS      | $300258.31    | 0.03%             | 2026-01-09      | Fixed         | 11.90%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | MSCI, Inc.                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       346 | NS      | $198865.47    | 0.02%             | 2026-01-09      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Micron Technology, Inc., Series 122z                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       565 | NS      | $146608.35    | 0.02%             | 2026-01-13      | Fixed         | 34.97%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | ServiceNow, Inc.                                                                  | CUSIP: 60701B325<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       114 | NS      | $87672.89     | 0.01%             | 2026-01-09      | Fixed         | 15.72%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | QUALCOMM, Inc.                                                                    | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       580 | NS      | $99638.58     | 0.01%             | 2026-01-09      | Fixed         | 19.71%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Uber Technologies, Inc.                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1193 | NS      | $97921.69     | 0.01%             | 2026-01-09      | Fixed         | 17.52%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley Europe SE                                                          | CUSIP: 61778P478<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | SN               | CORP              | DE        |       728 | NS      | $84310.30     | 0.01%             | 2026-01-14      | Fixed         | 12.45%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Applied Materials, Inc.                                                           | CUSIP: 60701B341<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       381 | NS      | $97788.51     | 0.01%             | 2026-01-07      | Fixed         | 24.37%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Arista Networks, Inc.                                                             | CUSIP: 60701B382<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       592 | NS      | $78063.46     | 0.01%             | 2026-01-09      | Fixed         | 26.22%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Amphenol Corp.                                                                    | CUSIP: 60701B358<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       636 | NS      | $86329.51     | 0.01%             | 2026-01-09      | Fixed         | 19.32%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | AppLovin Corp., Series E0Uc                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       151 | NS      | $101587.54    | 0.01%             | 2026-01-14      | Fixed         | 35.27%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Crowdstrike Holdings, Inc.                                                        | CUSIP: 60701B366<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       132 | NS      | $62248.27     | 0.01%             | 2026-01-09      | Fixed         | 23.42%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Essex Property Trust, Inc., Series DMUR                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       327 | NS      | $85065.74     | 0.01%             | 2026-01-09      | Fixed         | 17.21%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | IDEX Corp., Series DMUS                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       548 | NS      | $95809.29     | 0.01%             | 2026-01-09      | Fixed         | 14.95%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Synopsys, Inc., Series DMUQ                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       106 | NS      | $48844.54     | 0.01%             | 2026-01-09      | Fixed         | 21.91%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Waste Management, Inc.                                                            | CUSIP: 60701B374<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1062 | NS      | $222292.90    | 0.03%             | 2026-01-09      | Fixed         | 11.57%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley Europe SE                                                          | CUSIP: 61778P502<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | SN               | CORP              | DE        |       334 | NS      | $87543.88     | 0.01%             | 2026-01-13      | Fixed         | 23.40%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | GE Vernova, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       146 | NS      | $92056.77     | 0.01%             | 2026-01-13      | Fixed         | 28.20%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Corning, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       402 | NS      | $35429.02     | 0.00%             | 2026-01-13      | Fixed         | 20.80%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | PayPal Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       498 | NS      | $29274.62     | 0.00%             | 2026-01-13      | Fixed         | 18.26%                | No            | 2                  | On Loan: No      |
| Fortrex Holdings LLC                                                      | Fortrex Holdings LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       498 | NS      | $13446.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Barclays Bank plc                                                         | Adobe, Inc., Series 122x                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       229 | NS      | $80434.52     | 0.01%             | 2026-01-13      | Fixed         | 21.02%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Automatic Data Processing, Inc.                                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       220 | NS      | $56469.61     | 0.01%             | 2026-01-13      | Fixed         | 15.26%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Charter Communications, Inc., Series 122w                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       440 | NS      | $92260.19     | 0.01%             | 2026-01-13      | Fixed         | 24.87%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Alphabet, Inc., Series 122v                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2671 | NS      | $821046.12    | 0.10%             | 2026-01-13      | Fixed         | 16.21%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | Home Depot, Inc. (The)                                                            | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1403 | NS      | $485628.98    | 0.06%             | 2026-01-13      | Fixed         | 17.26%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | KLA Corp.                                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        67 | NS      | $81276.60     | 0.01%             | 2026-01-13      | Fixed         | 18.51%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | Oracle Corp., Series DMTe                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       876 | NS      | $172220.98    | 0.02%             | 2026-01-14      | Fixed         | 27.82%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | O'Reilly Automotive, Inc.                                                         | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4188 | NS      | $383530.76    | 0.04%             | 2026-01-14      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Texas Instruments, Inc.                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       497 | NS      | $83363.78     | 0.01%             | 2026-01-14      | Fixed         | 14.76%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | Autodesk, Inc., Series 000E                                                       | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       114 | NS      | $33935.40     | 0.00%             | 2026-01-13      | Fixed         | 19.78%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Arista Networks, Inc., Series 001j                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       582 | NS      | $76610.80     | 0.01%             | 2026-01-23      | Fixed         | 21.87%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Cadence Design Systems, Inc.                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       153 | NS      | $47986.95     | 0.01%             | 2026-01-14      | Fixed         | 19.29%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | DoorDash, Inc., Series DMTd                                                       | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       203 | NS      | $45679.55     | 0.01%             | 2026-01-14      | Fixed         | 20.08%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Genuine Parts Co., Series E0Ue                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       359 | NS      | $44407.60     | 0.01%             | 2026-01-14      | Fixed         | 17.46%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Robinhood Markets, Inc., Series E0Uf                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       424 | NS      | $48295.42     | 0.01%             | 2026-01-14      | Fixed         | 19.28%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Intel Corp., Series E0Ug                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2190 | NS      | $80543.55     | 0.01%             | 2026-01-14      | Fixed         | 25.91%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Keysight Technologies, Inc., Series E0Ud                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       181 | NS      | $34486.54     | 0.00%             | 2026-01-14      | Fixed         | 17.22%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Motorola Solutions, Inc., Series 000f                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        93 | NS      | $35572.32     | 0.00%             | 2026-01-16      | Fixed         | 13.94%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | Palo Alto Networks, Inc., Series EMTa                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       357 | NS      | $66238.67     | 0.01%             | 2026-01-16      | Fixed         | 16.38%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | PayPal Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       513 | NS      | $30231.01     | 0.00%             | 2026-01-23      | Fixed         | 16.92%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Synopsys, Inc.                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       108 | NS      | $47418.91     | 0.01%             | 2026-01-23      | Fixed         | 18.31%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | TE Connectivity plc                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       161 | NS      | $36817.92     | 0.00%             | 2026-01-16      | Fixed         | 15.26%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Walmart, Inc.                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5653 | NS      | $617211.69    | 0.07%             | 2026-01-16      | Fixed         | 12.74%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Apollo Global Management, Inc.                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       255 | NS      | $35409.47     | 0.00%             | 2026-01-16      | Fixed         | 23.36%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley Europe SE, Series 000c                                             | CUSIP: 61778P551<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | SN               | CORP              | DE        |       111 | NS      | $26711.05     | 0.00%             | 2026-01-16      | Fixed         | 18.95%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | Fiserv, Inc., Series EMTb                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       298 | NS      | $19637.50     | 0.00%             | 2026-01-16      | Fixed         | 20.30%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Intuit, Inc.                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       144 | NS      | $95752.81     | 0.01%             | 2026-01-16      | Fixed         | 14.20%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Netflix, Inc.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       434 | NS      | $41012.55     | 0.00%             | 2026-01-16      | Fixed         | 16.58%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Palo Alto Networks, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       359 | NS      | $66453.02     | 0.01%             | 2026-01-23      | Fixed         | 15.13%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T558<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3941 | NS      | $1075903.24   | 0.13%             | 2026-01-16      | Fixed         | 10.27%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Analog Devices, Inc., Series 000I                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       268 | NS      | $68829.65     | 0.01%             | 2026-01-16      | Fixed         | 21.18%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Broadcom, Inc.                                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1516 | NS      | $531273.46    | 0.06%             | 2026-01-16      | Fixed         | 27.29%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       104 | NS      | $355472.71    | 0.04%             | 2026-01-21      | Fixed         | 12.44%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T566<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1407 | NS      | $478754.84    | 0.06%             | 2026-01-21      | Fixed         | 12.41%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2144 | NS      | $165200.34    | 0.02%             | 2026-01-23      | Fixed         | 14.80%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T533<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9307 | NS      | $418744.80    | 0.05%             | 2026-01-21      | Fixed         | 9.82%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       154 | NS      | $102171.30    | 0.01%             | 2026-01-23      | Fixed         | 12.74%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T525<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1290 | NS      | $291986.92    | 0.03%             | 2026-01-21      | Fixed         | 14.77%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       771 | NS      | $502027.73    | 0.06%             | 2026-01-27      | Fixed         | 14.01%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T491<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       871 | NS      | $208600.11    | 0.02%             | 2026-01-21      | Fixed         | 15.68%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6446 | NS      | $1208765.35   | 0.14%             | 2026-01-21      | Fixed         | 19.74%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       262 | NS      | $70389.59     | 0.01%             | 2026-01-27      | Fixed         | 15.05%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMIl                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       110 | NS      | $32765.87     | 0.00%             | 2026-01-21      | Fixed         | 13.34%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     59716 | NS      | $502905.58    | 0.06%             | 2026-01-21      | Fixed         | 22.06%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       251 | NS      | $34871.99     | 0.00%             | 2026-01-23      | Fixed         | 17.30%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMIm                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1096 | NS      | $553001.68    | 0.06%             | 2026-01-21      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4140 | NS      | $451838.41    | 0.05%             | 2026-01-23      | Fixed         | 13.66%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       107 | NS      | $24501.88     | 0.00%             | 2026-01-23      | Fixed         | 17.74%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       441 | NS      | $382518.57    | 0.04%             | 2026-01-21      | Fixed         | 10.09%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       522 | NS      | $130503.64    | 0.02%             | 2026-01-21      | Fixed         | 21.96%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13239 | NS      | $532764.12    | 0.06%             | 2026-01-23      | Fixed         | 16.63%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       299 | NS      | $19596.98     | 0.00%             | 2026-01-23      | Fixed         | 19.54%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       374 | NS      | $42845.79     | 0.00%             | 2026-01-23      | Fixed         | 19.03%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMIk                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       133 | NS      | $27742.29     | 0.00%             | 2026-01-21      | Fixed         | 21.16%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       825 | NS      | $163101.65    | 0.02%             | 2026-01-27      | Fixed         | 24.58%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4190 | NS      | $384874.70    | 0.04%             | 2026-01-27      | Fixed         | 8.93%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3916 | NS      | $1073131.71   | 0.12%             | 2026-01-27      | Fixed         | 11.38%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T483<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      8089 | NS      | $440549.96    | 0.05%             | 2026-01-27      | Fixed         | 15.75%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T442<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     10269 | NS      | $473472.05    | 0.06%             | 2026-01-27      | Fixed         | 16.26%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T467<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      4207 | NS      | $456533.65    | 0.05%             | 2026-02-03      | Fixed         | 14.81%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B556<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       448 | NS      | $92574.41     | 0.01%             | 2026-01-27      | Fixed         | 22.00%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T434<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2090 | NS      | $482220.62    | 0.06%             | 2026-01-27      | Fixed         | 17.18%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B564<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1372 | NS      | $477053.21    | 0.06%             | 2026-01-27      | Fixed         | 15.85%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     11017 | NS      | $308119.26    | 0.04%             | 2026-01-27      | Fixed         | 19.05%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T459<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       175 | NS      | $35073.26     | 0.00%             | 2026-01-27      | Fixed         | 13.49%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83371T475<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       134 | NS      | $28339.65     | 0.00%             | 2026-01-28      | Fixed         | 20.31%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B572<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      4148 | NS      | $463075.29    | 0.05%             | 2026-01-28      | Fixed         | 11.15%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2098 | NS      | $493301.65    | 0.06%             | 2026-02-03      | Fixed         | 17.80%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1420 | NS      | $478470.43    | 0.06%             | 2026-01-28      | Fixed         | 12.93%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9146 | NS      | $408998.19    | 0.05%             | 2026-01-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       934 | NS      | $441533.92    | 0.05%             | 2026-01-28      | Fixed         | 20.74%                | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      3440 | NS      | $469722.47    | 0.05%             | 2026-01-28      | Fixed         | 8.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       486 | NS      | $144802.17    | 0.02%             | 2026-01-28      | Fixed         | 15.17%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B606<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      2026 | NS      | $977989.87    | 0.11%             | 2026-01-28      | Fixed         | 10.07%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EM37                                             | CUSIP: 61778P635<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       849 | NS      | $204053.03    | 0.02%             | 2026-01-28      | Fixed         | 17.05%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B614<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      6440 | NS      | $1195112.84   | 0.14%             | 2026-01-28      | Fixed         | 20.67%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      8055 | NS      | $599165.24    | 0.07%             | 2026-01-28      | Fixed         | 23.67%                | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      4185 | NS      | $385476.42    | 0.04%             | 2026-02-03      | Fixed         | 11.10%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       921 | NS      | $416256.51    | 0.05%             | 2026-01-28      | Fixed         | 29.41%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2430 | NS      | $563006.56    | 0.07%             | 2026-01-16      | Fixed         | 18.20%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1304 | NS      | $460514.59    | 0.05%             | 2026-01-23      | Fixed         | 30.15%                | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      1081 | NS      | $545143.21    | 0.06%             | 2026-01-27      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       219 | NS      | $91587.07     | 0.01%             | 2026-01-21      | Fixed         | 16.68%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       170 | NS      | $43916.94     | 0.01%             | 2026-01-28      | Fixed         | 20.10%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     13348 | NS      | $537616.27    | 0.06%             | 2026-02-03      | Fixed         | 14.79%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2768 | NS      | $876105.66    | 0.10%             | 2026-02-03      | Fixed         | 17.80%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2084 | NS      | $78677.14     | 0.01%             | 2026-02-03      | Fixed         | 32.29%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       324 | NS      | $72857.87     | 0.01%             | 2026-02-03      | Fixed         | 15.30%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series F0Uf                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       950 | NS      | $228149.20    | 0.03%             | 2026-02-04      | Fixed         | 16.59%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5383 | NS      | $469839.64    | 0.05%             | 2026-02-03      | Fixed         | 12.09%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       569 | NS      | $257934.91    | 0.03%             | 2026-02-04      | Fixed         | 30.98%                | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      1352 | NS      | $161144.94    | 0.02%             | 2026-02-03      | Fixed         | 12.30%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E11h                                             | CUSIP: 61778P643<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      3865 | NS      | $1057713.70   | 0.12%             | 2026-02-03      | Fixed         | 12.70%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       115 | NS      | $395848.31    | 0.05%             | 2026-02-03      | Fixed         | 15.69%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000v                                             | CUSIP: 61778P668<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      2011 | NS      | $476748.03    | 0.06%             | 2026-02-10      | Fixed         | 17.10%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       215 | NS      | $89990.40     | 0.01%             | 2026-02-03      | Fixed         | 16.15%                | No            | 3                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       172 | NS      | $43999.17     | 0.01%             | 2026-02-04      | Fixed         | 20.18%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1527 | NS      | $528861.18    | 0.06%             | 2026-02-04      | Fixed         | 11.88%                | No            | 3                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series DMVO                                             | CUSIP: 61778P650<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     12146 | NS      | $332938.01    | 0.04%             | 2026-02-04      | Fixed         | 21.07%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       325 | NS      | $73193.70     | 0.01%             | 2026-02-10      | Fixed         | 16.04%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       436 | NS      | $242681.25    | 0.03%             | 2026-02-04      | Fixed         | 12.70%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       590 | NS      | $478582.05    | 0.06%             | 2026-02-04      | Fixed         | 14.57%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5174 | NS      | $580311.46    | 0.07%             | 2026-02-04      | Fixed         | 13.60%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B648<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1358 | NS      | $160960.84    | 0.02%             | 2026-02-10      | Fixed         | 11.72%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       649 | NS      | $563811.19    | 0.07%             | 2026-02-04      | Fixed         | 10.68%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series DMT8                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6463 | NS      | $1206285.26   | 0.14%             | 2026-02-04      | Fixed         | 20.36%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7524 | NS      | $291400.15    | 0.03%             | 2026-02-04      | Fixed         | 17.13%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       120 | NS      | $33450.47     | 0.00%             | 2026-02-04      | Fixed         | 24.75%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1946 | NS      | $354780.08    | 0.04%             | 2026-02-06      | Fixed         | 14.19%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7067 | NS      | $388168.40    | 0.05%             | 2026-02-06      | Fixed         | 11.14%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       166 | NS      | $43369.68     | 0.01%             | 2026-02-06      | Fixed         | 12.61%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2235 | NS      | $185051.61    | 0.02%             | 2026-02-06      | Fixed         | 14.16%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3117 | NS      | $429103.42    | 0.05%             | 2026-02-06      | Fixed         | 10.20%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EMtO                                             | CUSIP: 61778P676<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       120 | NS      | $33739.33     | 0.00%             | 2026-02-11      | Fixed         | 24.10%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       371 | NS      | $167457.96    | 0.02%             | 2026-02-06      | Fixed         | 15.41%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1963 | NS      | $357406.00    | 0.04%             | 2026-02-13      | Fixed         | 12.46%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1299 | NS      | $440422.97    | 0.05%             | 2026-02-06      | Fixed         | 13.06%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1154 | NS      | $545205.70    | 0.06%             | 2026-02-06      | Fixed         | 18.35%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       786 | NS      | $515458.03    | 0.06%             | 2026-02-06      | Fixed         | 20.39%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2050 | NS      | $989844.61    | 0.12%             | 2026-02-06      | Fixed         | 14.98%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1192 | NS      | $284079.49    | 0.03%             | 2026-02-11      | Fixed         | 14.88%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DmtD                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       916 | NS      | $147783.48    | 0.02%             | 2026-02-06      | Fixed         | 15.68%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      5163 | NS      | $309444.45    | 0.04%             | 2026-02-06      | Fixed         | 14.39%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7712 | NS      | $299783.17    | 0.03%             | 2026-02-11      | Fixed         | 19.65%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series FRU9                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1283 | NS      | $282329.32    | 0.03%             | 2026-02-10      | Fixed         | 15.31%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1187 | NS      | $396290.15    | 0.05%             | 2026-02-10      | Fixed         | 20.15%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series FRU8                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       907 | NS      | $318942.50    | 0.04%             | 2026-02-10      | Fixed         | 11.14%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000y                                             | CUSIP: 61778P700<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      3962 | NS      | $1081463.46   | 0.13%             | 2026-02-10      | Fixed         | 13.42%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       398 | NS      | $103186.20    | 0.01%             | 2026-02-10      | Fixed         | 22.30%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000z                                             | CUSIP: 61778P692<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       865 | NS      | $183938.09    | 0.02%             | 2026-02-10      | Fixed         | 32.54%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 0010                                             | CUSIP: 61778P684<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       658 | NS      | $88386.00     | 0.01%             | 2026-02-10      | Fixed         | 27.11%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000x                                             | CUSIP: 61778P734<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1401 | NS      | $485447.24    | 0.06%             | 2026-02-10      | Fixed         | 27.09%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B663<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       171 | NS      | $44688.64     | 0.01%             | 2026-02-13      | Fixed         | 15.60%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      2277 | NS      | $188053.18    | 0.02%             | 2026-02-13      | Fixed         | 15.41%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                          | CUSIP: 61778P726<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      2826 | NS      | $882971.94    | 0.10%             | 2026-02-10      | Fixed         | 25.60%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B671<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      3209 | NS      | $443665.77    | 0.05%             | 2026-02-13      | Fixed         | 7.42%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B689<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       603 | NS      | $159418.52    | 0.02%             | 2026-02-11      | Fixed         | 43.22%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5651 | NS      | $455520.62    | 0.05%             | 2026-02-11      | Fixed         | 21.18%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EMtP                                             | CUSIP: 61778P718<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1146 | NS      | $208530.72    | 0.02%             | 2026-02-11      | Fixed         | 36.76%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B697<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       926 | NS      | $149179.24    | 0.02%             | 2026-02-13      | Fixed         | 14.37%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1588 | NS      | $204755.54    | 0.02%             | 2026-02-11      | Fixed         | 18.60%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       374 | NS      | $169612.16    | 0.02%             | 2026-02-13      | Fixed         | 17.00%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B705<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       886 | NS      | $194532.28    | 0.02%             | 2026-02-11      | Fixed         | 9.57%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       302 | NS      | $82261.13     | 0.01%             | 2026-02-11      | Fixed         | 22.80%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       761 | NS      | $154512.45    | 0.02%             | 2026-02-11      | Fixed         | 19.10%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370D530<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       156 | NS      | $101264.24    | 0.01%             | 2026-02-11      | Fixed         | 26.89%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       690 | NS      | $113747.24    | 0.01%             | 2026-02-11      | Fixed         | 26.80%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370D548<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       439 | NS      | $250449.59    | 0.03%             | 2026-02-13      | Fixed         | 11.55%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6728 | NS      | $1210383.88   | 0.14%             | 2026-02-13      | Fixed         | 20.54%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E11t                                             | CUSIP: 61778P742<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      5387 | NS      | $474269.48    | 0.06%             | 2026-02-13      | Fixed         | 12.16%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series DMSf                                             | CUSIP: 61778P759<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1613 | NS      | $206976.76    | 0.02%             | 2026-02-20      | Fixed         | 16.51%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       758 | NS      | $154578.85    | 0.02%             | 2026-02-20      | Fixed         | 18.16%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       565 | NS      | $87166.95     | 0.01%             | 2026-02-13      | Fixed         | 32.95%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       224 | NS      | $79122.36     | 0.01%             | 2026-02-13      | Fixed         | 16.34%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E11u                                             | CUSIP: 61778P767<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       215 | NS      | $55413.01     | 0.01%             | 2026-02-13      | Fixed         | 12.02%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       136 | NS      | $42619.38     | 0.00%             | 2026-02-18      | Fixed         | 17.83%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       789 | NS      | $521997.47    | 0.06%             | 2026-02-18      | Fixed         | 18.86%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1145 | NS      | $209310.56    | 0.02%             | 2026-02-20      | Fixed         | 27.50%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       551 | NS      | $95198.97     | 0.01%             | 2026-02-18      | Fixed         | 16.81%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1100 | NS      | $89870.78     | 0.01%             | 2026-02-18      | Fixed         | 20.05%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1298 | NS      | $286254.63    | 0.03%             | 2026-02-18      | Fixed         | 12.69%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1211 | NS      | $400732.08    | 0.05%             | 2026-02-18      | Fixed         | 17.36%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       929 | NS      | $326577.50    | 0.04%             | 2026-02-18      | Fixed         | 11.79%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       129 | NS      | $61347.32     | 0.01%             | 2026-02-18      | Fixed         | 23.45%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1231                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       178 | NS      | $40860.29     | 0.00%             | 2026-02-18      | Fixed         | 18.73%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370D571<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2823 | NS      | $883801.07    | 0.10%             | 2026-02-18      | Fixed         | 20.94%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370D589<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       512 | NS      | $152686.62    | 0.02%             | 2026-02-18      | Fixed         | 22.50%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        68 | NS      | $83867.45     | 0.01%             | 2026-02-18      | Fixed         | 24.72%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370D597<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2060 | NS      | $998192.99    | 0.12%             | 2026-02-24      | Fixed         | 14.45%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        87 | NS      | $32960.77     | 0.00%             | 2026-02-20      | Fixed         | 12.81%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5208 | NS      | $314245.66    | 0.04%             | 2026-02-20      | Fixed         | 15.97%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       153 | NS      | $35174.63     | 0.00%             | 2026-02-20      | Fixed         | 21.27%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       444 | NS      | $77676.90     | 0.01%             | 2026-02-20      | Fixed         | 25.46%                | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      5277 | NS      | $437076.51    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                          | ArcelorMittal SA                                                                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      1510 | NS      | $69338.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca Mediolanum SpA                                                      | Banca Mediolanum SpA                                                              | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |       682 | NS      | $15485.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coles Group Ltd.                                                          | Coles Group Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      4067 | NS      | $58130.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA                             | Construcciones y Auxiliar de Ferrocarriles SA                                     | CUSIP: N/A<br>LEI: 95980020140005275134       | Long             | EC               | CORP              | ES        |       209 | NS      | $14430.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                                        | Poste Italiane SpA                                                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      1385 | NS      | $34768.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIE SA                                                                   | SPIE SA                                                                           | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      1519 | NS      | $87572.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                                       | Mitsui Fudosan Logistics Park, Inc.                                               | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |       175 | NS      | $136137.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |     20027 | NS      | $185333.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      4880 | NS      | $137168.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      4333 | OU      | $3157.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      1506 | OU      | $1901.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      5827 | OU      | $916.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        25 | NC      | $-92890.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EURO                                                                      | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    360586 | OU      | $423761.07    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $441.36       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      5290 | NS      | $1419307.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       180 | NS      | $57331.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       431 | NS      | $51612.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       910 | NS      | $388014.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      2065 | NS      | $198363.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       333 | NS      | $33956.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       377 | NS      | $95577.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       205 | NS      | $79786.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      6341 | OU      | $8547.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd.                                                                | Chubb Ltd.                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       362 | NS      | $112987.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     29685 | OU      | $3814.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yen                                                                       | Yen                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    136396 | OU      | $870.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Foreign Exchange JPY/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       381 | NC      | $-481410.65   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Won                                                                       | Won                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |  25822735 | OU      | $17925.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | Check Point Software Technologies Ltd.                                            | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        85 | NS      | $15772.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CyberArk Software Ltd.                                                    | CyberArk Software Ltd.                                                            | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |        50 | NS      | $22303.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       719 | NS      | $156066.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      2849 | OU      | $282.69       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       322 | NC      | $-362296.08   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      7772 | OU      | $844.17       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      1499 | OU      | $1166.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1700 | NC      | $-1289397.46  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-1377.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       113 | NC      | $-206783.79   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer