# EDGAR Filing Document

**Accession Number:** 0001320615
**File Stem:** 0001410368-26-043670
**Filing Date:** 2026-5
**Character Count:** 1298101
**Document Hash:** 761f31b6eabaa48faa63248c58f7de75
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-043670.hdr.sgml**: 20260513

**ACCESSION NUMBER**: 0001410368-26-043670

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260513

**DATE AS OF CHANGE**: 20260513

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Mercer Funds
- **CENTRAL INDEX KEY:** 0001320615

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21732
- **FILM NUMBER:** 26971286

**BUSINESS ADDRESS:**
- **STREET 1:** 99 HIGH STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-747-9525

**MAIL ADDRESS:**
- **STREET 1:** 99 HIGH STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MGI Funds
- **DATE OF NAME CHANGE:** 20050314

## Series and Classes Contracts Data

### Mercer Opportunistic Fixed Income Fund (Series ID: S000041478)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000128966 | Class I      | MOFTX           |
| C000128968 | Class Y-3    | MOFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Mercer Funds

- **b. Investment Company Act file number:** 811-21732

- **c. CIK number of Registrant:** 0001320615

- **d. LEI of Registrant:** 549300J7JB6PJ2JIIB11

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

  - **Street Address 1:** 99 HIGH STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-747-9500

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

- **a. Name of Series:** Mercer Opportunistic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000041478

- **c. LEI of Series:** 549300IP3KXY463OLM11

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2734380347.71

**Total Liabilities:** $614650233.25

**Net Assets:** $2119730114.46

**Delayed Delivery Securities:** $332399863.01

**Cash Not Reported:** $39586560.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -821.68000000 | **1-Year:** -17412.14000000 | **5-Year:** -50437.49000000 | **10-Year:** -60122.06000000 | **30-Year:** -25052.08000000

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

- **3-Month:** -4411.63000000 | **1-Year:** -101325.32000000 | **5-Year:** -370252.75000000 | **10-Year:** -100345.61000000 | **30-Year:** -32271.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000128966 | 0.67%                | 0.16%                | -1.92%               |
| Class ID C000128968 | 0.81%                | 0.18%                | -1.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3191984.63              | $2574657.23                                |
| Month 2  | $2581343.95              | $-10310656.57                              |
| Month 3  | $-1435725.62             | $-54756344.54                              |

**Designated Index Information**

- **Index Name:** Blended Benchmark Opp FI

- **Index Identifier:** 33.3%LF98TRUU,33.3%SPBDLL,33.3%JPEIDIVR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAL Delaware Holdco Inc                                 | AAL Delaware Holdco Inc 2025 Term Loan                                                                                                     | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      133982 | PA      | $133933.50    | 0.01%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                        | ACCO Brands Corp                                                                                                                           | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      240000 | PA      | $214460.16    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Aimco                                                   | AIMCO CLO 24 Ltd                                                                                                                           | CUSIP: 00092QAA9<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |     1575000 | PA      | $1571320.80   | 0.07%             | 2038-04-19      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 24 Ltd                                                                                                                           | CUSIP: 00092QAE1<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |     1620000 | PA      | $1133982.18   | 0.05%             | 2038-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings Inc                                   | ACP Tara Holdings Inc 2025 Term Loan B                                                                                                     | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      787000 | PA      | $791590.57    | 0.04%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 25 Ltd                                                                                                                             | CUSIP: 00120NAU8<br>LEI: 2549006GHWX66A91GS48 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $294017.40    | 0.01%             | 2038-07-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                  | AI Aqua Merger Sub Inc 2026 Term Loan B                                                                                                    | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     3357790 | PA      | $3350731.83   | 0.16%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $560122.77    | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                             | AIT Worldwide Logistics Inc 2025 Repriced Term Loan                                                                                        | CUSIP: 00145AAE3<br>LEI: 254900VTA1PQ24OMBP16 | Long             | LON              | CORP              | US        |     1737466 | PA      | $1742170.57   | 0.08%             | 2030-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                                     | AL GCX Holdings LLC 2025 Term Loan B                                                                                                       | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |     1085000 | PA      | $1086356.25   | 0.05%             | 2032-12-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                      | AMN Healthcare Inc                                                                                                                         | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1475986.78   | 0.07%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2025-SFR1 Trust                                                                                                                       | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $300620.45    | 0.01%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                                           | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      225000 | PA      | $214450.04    | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                                                                                         | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2103652.08   | 0.10%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                | Trident TPI Holdings Inc 2024 Term Loan B7                                                                                                 | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     2389039 | PA      | $2267688.09   | 0.11%             | 2028-09-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                     | AST SpaceMobile Inc                                                                                                                        | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      288000 | PA      | $304920.00    | 0.01%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     2057122 | PA      | $143998.54    | 0.01%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                  | ARZ Trust 2024-BILT                                                                                                                        | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $922006.08    | 0.04%             | 2039-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3105975.52   | 0.15%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Access CIG LLC                                          | Access CIG LLC 2025 Term Loan                                                                                                              | CUSIP: 00435CAV0<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |      905833 | PA      | $822043.08    | 0.04%             | 2030-08-19      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                           | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     1733703 | PA      | $1683859.00   | 0.08%             | 2030-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                            | Acrisure LLC 2025 Term Loan B                                                                                                              | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      992500 | PA      | $962879.84    | 0.05%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $860701.09    | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386000 | PA      | $388056.99    | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1799454.16   | 0.08%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                               | ACRES 2025-FL3 LLC                                                                                                                         | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $3203725.66   | 0.15%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                                                                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $143816.55    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                               | ADMI Corp 2021 Term Loan B2                                                                                                                | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      399659 | PA      | $375479.43    | 0.02%             | 2027-12-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                                 | ADM Elektrik Dagitim AS                                                                                                                    | CUSIP: 00710QAA1<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     1035000 | PA      | $990175.28    | 0.05%             | 2031-02-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                                     | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1089740.22   | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities Trust                     | Aegis Asset Backed Securities Trust 2005-5                                                                                                 | CUSIP: 00764MHE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425192 | PA      | $405369.35    | 0.02%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                           | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B                                                                                             | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |      625000 | PA      | $628906.25    | 0.03%             | 2033-02-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                         | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1870000 | PA      | $1624707.43   | 0.08%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                                                                              | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146343.12    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                     | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1806092.28   | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                    | Africell Holding Ltd                                                                                                                       | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     2405000 | PA      | $2390859.20   | 0.11%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Agiliti Health Inc                                      | Agiliti Health Inc 2023 Term Loan                                                                                                          | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |      713627 | PA      | $696083.90    | 0.03%             | 2030-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 15 Ltd                                                                                                                           | CUSIP: 00889CAE9<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $242963.00    | 0.01%             | 2038-04-17      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                                                                             | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      225000 | PA      | $219788.96    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       59000 | PA      | $58918.33     | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $316243.87    | 0.01%             | 2040-06-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      750000 | PA      | $715845.08    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                 | Albion Financing 3 SARL 2025 EUR Term Loan                                                                                                 | CUSIP: 01330EAC2<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1151400.21   | 0.05%             | 2031-05-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                         | Alera Group Inc 2026 Term Loan B                                                                                                           | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      283577 | PA      | $275601.18    | 0.01%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $138875.00    | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2025 USD Term Loan                                                                                                        | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     1477022 | PA      | $1465367.32   | 0.07%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     3155000 | PA      | $3192247.93   | 0.15%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ALLIANCE RES OP/FINANCE                                 | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp                                                                   | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $233881.65    | 0.01%             | 2029-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      643504 | PA      | $639113.44    | 0.03%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $735605.25    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $528165.75    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1160375.39   | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1612444.06   | 0.08%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206377.00    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                                           | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     1851199 | PA      | $1852740.80   | 0.09%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc 2025 Incremental Term Loan B                                                                                      | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      300000 | PA      | $301633.80    | 0.01%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150000 | PA      | $137215.35    | 0.01%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8800000 | PA      | $8297851.76   | 0.39%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13550000 | PA      | $13064711.49  | 0.62%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15275000 | PA      | $15046974.19  | 0.71%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42371000 | PA      | $42572777.48  | 2.01%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14825000 | PA      | $15094743.54  | 0.71%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55760000 | PA      | $57638189.73  | 2.72%             | 2056-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      725000 | PA      | $727522.91    | 0.03%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                                                           | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      207566 | PA      | $208233.10    | 0.01%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                    | Alpha Generation LLC Term Loan B                                                                                                           | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |      249367 | PA      | $249008.75    | 0.01%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      600000 | PA      | $609217.61    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                                                                                                    | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1630000 | PA      | $1548500.00   | 0.07%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      494868 | PA      | $500415.97    | 0.02%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1262807 | PA      | $1209066.35   | 0.06%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      376100 | PA      | $356690.98    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       21659 | PA      | $20542.12     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                | Altice France Lux 3 / Altice Holdings 1                                                                                                    | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       67000 | PA      | $60969.19     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                            | Aspire Bakeries Holdings LLC 2025 Repriced Term Loan                                                                                       | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      208188 | PA      | $208480.61    | 0.01%             | 2030-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                             | AltaGas Ltd                                                                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      288000 | PA      | $292795.78    | 0.01%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                             | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174982.93    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      398746 | PA      | $399057.50    | 0.02%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      385000 | PA      | $398769.53    | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines Inc 2025 Term Loan B                                                                                                     | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      697375 | PA      | $692217.21    | 0.03%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                        | American Auto Auction Group LLC 2025 Term Loan                                                                                             | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |     1197452 | PA      | $1189968.18   | 0.06%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc.                   | American Axle and Manufacturing Inc 2025 Incremental Term Loan C                                                                           | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |      594000 | PA      | $591030.00    | 0.03%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                       | American Builders & Contractors Supply Co Inc                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2749397.84   | 0.13%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc           | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                             | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |      197980 | PA      | $198283.50    | 0.01%             | 2031-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                                                                                | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      121000 | PA      | $114845.58    | 0.01%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                           | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $981470.65    | 0.05%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                               | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $210582.36    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                               | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $53172.35     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                              | Amneal Pharmaceuticals LLC 2026 Term Loan                                                                                                  | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     1711855 | PA      | $1720058.04   | 0.08%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                                                                                 | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309209.40    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1438137.45   | 0.07%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                               | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       75000 | PA      | $79834.95     | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                  | Amur Equipment Finance Receivables XV LLC                                                                                                  | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $521641.46    | 0.02%             | 2034-01-20      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                                                                               | CUSIP: 03329GAJ1<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249382.00    | 0.01%             | 2038-07-20      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 32 Ltd                                                                                                               | CUSIP: 03329HAA8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $243513.25    | 0.01%             | 2037-07-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 28 Ltd                                                                                                               | CUSIP: 03330RAL9<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998110.00    | 0.05%             | 2037-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                           | Anchorage Credit Funding 18 Ltd                                                                                                            | CUSIP: 03331MAC9<br>LEI: 636700TZS0ICKG81QT91 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600526.20    | 0.03%             | 2040-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 26 Ltd                                                                                                               | CUSIP: 03331UAL1<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249422.75    | 0.01%             | 2038-03-19      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                           | Anchorage Credit Funding 20 Ltd                                                                                                            | CUSIP: 03333NAA9<br>LEI: 636700BL2MXA0PSWSR37 | Long             | ABS-CBDO         | CORP              | KY        |     1800000 | PA      | $1800811.80   | 0.08%             | 2042-04-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 36 Ltd                                                                                                               | CUSIP: 03333RAA0<br>LEI: 636700ZD2WXM90FMIT59 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00    | 0.01%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-2                                                                                                            | CUSIP: 03464PAD9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      265000 | PA      | $221240.76    | 0.01%             | 2067-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-8                                                                                                            | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |     2491762 | PA      | $2498497.51   | 0.12%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-R1                                                                                                           | CUSIP: 034951AA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     1731853 | PA      | $1716316.74   | 0.08%             | 2062-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                                      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1200000 | PA      | $1166781.47   | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $256396.00    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Investment Corp                        | MidCap Financial Investment Corp                                                                                                           | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |       42000 | NS      | $472080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate Finance, Inc              | Apollo Commercial Real Estate Finance Inc 2025 Term Loan B                                                                                 | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              |  | US        |     1481802 | PA      | $1485507.01   | 0.07%             | 2030-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                                                                                  | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1023641.85   | 0.05%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                                                                                | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      409894 | PA      | $402464.53    | 0.02%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                | Apro LLC 2024 Term Loan B                                                                                                                  | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |     1237437 | PA      | $1242593.60   | 0.06%             | 2031-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                                                                                   | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $303026.31    | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Issuer Trust 2025-B                                                                                                           | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      853543 | PA      | $858014.40    | 0.04%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2025 Repriced Term Loan                                                                                               | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1003957.83   | 0.05%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                                | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                                                                             | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $583020.35    | 0.03%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                        | Arches Buyer Inc 2021 Term Loan B                                                                                                          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     1509073 | PA      | $1505090.68   | 0.07%             | 2027-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                                      | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $510110.00    | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                                            | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      391543 | PA      | $330501.45    | 0.02%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1240000 | PA      | $1255446.68   | 0.06%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                    | Ares Management Corp                                                                                                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |        7059 | NS      | $255394.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                                            | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      298578 | PA      | $313302.08    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                       | Ares Capital Corp                                                                                                                          | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |      105344 | NS      | $1898298.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       56686 | PA      | $47531.48     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4200214 | PA      | $3034654.62   | 0.14%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5884737 | PA      | $3931004.32   | 0.19%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4100000 | PA      | $2810550.00   | 0.13%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        3854 | PA      | $3387.42      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                                                                                          | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1999610.00   | 0.09%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                                                                                 | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $594049.42    | 0.03%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                                                     | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1261324.57   | 0.06%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                                          | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |      298261 | PA      | $286423.30    | 0.01%             | 2027-11-24      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                                                                                     | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     3020000 | PA      | $2731840.66   | 0.13%             | 2028-11-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2022 USD Incremental Term Loan                                                                              | CUSIP: 04317JAG3<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |      264936 | PA      | $254449.35    | 0.01%             | 2027-11-24      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $967360.40    | 0.05%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst        | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5                                                                   | CUSIP: 04544PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      810000 | PA      | $727369.31    | 0.03%             | 2036-07-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     1486000 | PA      | $1542895.95   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3657970.16   | 0.17%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                                   | Astro Acquisition LLC 2025 Term Loan B                                                                                                     | CUSIP: 04636FAG5<br>LEI: 254900PB0M1U1S6VUM04 | Long             | LON              | CORP              | US        |     1039395 | PA      | $1045457.79   | 0.05%             | 2032-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      426355 | PA      | $423903.60    | 0.02%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2025 Term Loan B13                                                                                                             | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      432825 | PA      | $428280.34    | 0.02%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                             | Asurion LLC 2026 Term Loan B14                                                                                                             | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     2485963 | PA      | $2405790.56   | 0.11%             | 2033-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                                                                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     1371276 | PA      | $1349238.10   | 0.06%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                              | Atkore Inc                                                                                                                                 | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      310000 | PA      | $291047.50    | 0.01%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                | Atlanticus Holdings Corp                                                                                                                   | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $143985.86    | 0.01%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Auctioncom LLC                                          | Auctioncom LLC Term Loan                                                                                                                   | CUSIP: 05069PAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1166084 | PA      | $1013280.34   | 0.05%             | 2028-05-26      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                               | Avaya Inc 2023 Exit Term Loan                                                                                                              | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      455433 | PA      | $408371.96    | 0.02%             | 2028-08-01      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                                           | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       23382 | NS      | $347222.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      675000 | PA      | $659214.08    | 0.03%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1431110.08   | 0.07%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                             | AVID AUTOMOBILE RECEIVABLES                                                                                                                | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1324145 | PA      | $1326565.11   | 0.06%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      279249 | PA      | $270871.53    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $874000.00    | 0.04%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                    | Avilease Capital Ltd                                                                                                                       | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $389656.02    | 0.02%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $523494.40    | 0.02%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      816000 | PA      | $812252.20    | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      855000 | PA      | $868185.21    | 0.04%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      905000 | PA      | $919860.01    | 0.04%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2160000 | PA      | $2184574.95   | 0.10%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1225000 | PA      | $1200981.55   | 0.06%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Avtech Equipment Receivables Funding LLC                | Avtech Equipment Receivables Funding 2026-1 LLC                                                                                            | CUSIP: 05452AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $895982.85    | 0.04%             | 2033-02-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Avtech Equipment Receivables Funding LLC                | Avtech Equipment Receivables Funding 2026-1 LLC                                                                                            | CUSIP: 05452AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1230000 | PA      | $1225062.29   | 0.06%             | 2033-02-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      660000 | PA      | $672570.36    | 0.03%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1358716.03   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C5                                                                                                 | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $265724.34    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                                        | CUSIP: 05492PAG3<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $425504.75    | 0.02%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                                        | CUSIP: 05492PAJ7<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $251354.07    | 0.01%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2025-2CON                                                                                                         | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1205175.60   | 0.06%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      790000 | PA      | $800883.72    | 0.04%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $707700.06    | 0.03%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      480000 | PA      | $484577.50    | 0.02%             | 2033-01-22      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      835000 | PA      | $823273.43    | 0.04%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                | BCPE Empire Holdings Inc 2025 Term Loan B                                                                                                  | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     1088972 | PA      | $1075190.40   | 0.05%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                | BCPE EMPIRE HOLDINGS INC 2026 10TH AMENDMENT TERM LOAN                                                                                     | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      289767 | PA      | $285784.08    | 0.01%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                        | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      266000 | PA      | $194704.42    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2025-1 LLC                                                                                                           | CUSIP: 05555YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $293145.60    | 0.01%             | 2037-07-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      340000 | PA      | $351017.02    | 0.02%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C5 Mortgage Trust                                                                                                                | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1343084.34   | 0.06%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-DELC                                                                                                                         | CUSIP: 05594MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1285000 | PA      | $1288759.01   | 0.06%             | 2042-12-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $962095.20    | 0.05%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-21M                                                                                                      | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      443301 | PA      | $443081.17    | 0.02%             | 2036-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-ACNT                                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      664877 | PA      | $664570.32    | 0.03%             | 2038-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                                                                                      | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1239734 | PA      | $1239880.03   | 0.06%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                | BKV Upstream Midstream LLC                                                                                                                 | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101143.80    | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                   | BCPE Pequod Buyer Inc USD Term Loan B                                                                                                      | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      149625 | PA      | $145354.40    | 0.01%             | 2031-11-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6340000 | PA      | $5644400.56   | 0.27%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     1219000 | PA      | $1304427.52   | 0.06%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2022-2 Ltd                                                                                                         | CUSIP: 05682GAQ1<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |     1500000 | PA      | $1498962.00   | 0.07%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                      | Bain Capital Specialty Finance Inc                                                                                                         | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               | CORP              | US        |       25095 | NS      | $311178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2023-1 Ltd                                                                                                         | CUSIP: 05765DAX3<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $293602.50    | 0.01%             | 2036-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2025-1 Ltd                                                                                                         | CUSIP: 05765KAA7<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $685449.80    | 0.03%             | 2038-07-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2641253.56   | 0.12%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock Clo 29 Ltd                                                                                                                       | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |     1220000 | PA      | $802683.14    | 0.04%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                                         | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $591663.26    | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      740000 | PA      | $740416.77    | 0.03%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                                                                             | CUSIP: 05971V2K0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     2080000 | PA      | $2032160.00   | 0.10%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         100 | NS      | $119156.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        5200 | NS      | $88400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities, Inc.                                   | REPO BANK AMERICA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    20100000 | PA      | $20100000.00  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2024-BNK48                                                                                                                            | CUSIP: 06541GAH0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1023721.98   | 0.05%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK42                                                                                                                            | CUSIP: 06541MBN3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     1280000 | PA      | $1247052.80   | 0.06%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Trust 2022-RPL1                                                                                                          | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1559738 | PA      | $1573808.27   | 0.07%             | 2028-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                         | Barings BDC Inc                                                                                                                            | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | CORP              | US        |      151455 | NS      | $1246474.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Babson CLO Ltd                                          | Barings Clo Ltd 2023-I                                                                                                                     | CUSIP: 06763EAE3<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245176.25    | 0.01%             | 2038-04-20      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                | Great Outdoors Group LLC 2025 Term Loan B                                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      346491 | PA      | $346305.52    | 0.02%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      890000 | PA      | $815774.01    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      785000 | PA      | $812475.00    | 0.04%             | 2035-02-11      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC USD Term Loan B                                                                                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     1805475 | PA      | $1814953.75   | 0.09%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     3815655 | PA      | $4066504.97   | 0.19%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                             | Van Pool Transportation LLC 2026 Term Loan                                                                                                 | CUSIP: 07363PAE0<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |      533687 | PA      | $535106.36    | 0.03%             | 2030-08-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                             | Van Pool Transportation LLC 2026 Delayed Draw Term Loan                                                                                    | CUSIP: 07363PAG5<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |       26313 | PA      | $26369.17     | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                    | Beacon Mobility Corp                                                                                                                       | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1163009.25   | 0.05%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                                                                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1131823.50   | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                                                                                 | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $148467.53    | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                     | BellRing Brands Inc                                                                                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |      270000 | PA      | $270268.65    | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                 | Belron Finance 2019 LLC 2026 Repriced Term Loan B                                                                                          | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      520259 | PA      | $520518.72    | 0.02%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bending Spoons US Inc                                   | Bending Spoons US Inc USD Term Loan B                                                                                                      | CUSIP: 08167PAB2<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |      787164 | PA      | $725174.65    | 0.03%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| BENDING SPOONS US INC                                   | Bending Spoons US Inc Term Loan                                                                                                            | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |       75000 | PA      | $68906.25     | 0.00%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo 41 Ltd                                                                                                         | CUSIP: 08183HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246860.50    | 0.01%             | 2038-07-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XL Ltd                                                                                                         | CUSIP: 08187CAA9<br>LEI: 2549004LEBIHR2BCXR45 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244607.50    | 0.01%             | 2038-07-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                          | Benin Sukuk SA                                                                                                                             | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      500000 | PA      | $464642.98    | 0.02%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                    | Berlin Packaging LLC 2025 Term Loan B7                                                                                                     | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     1192005 | PA      | $1151774.79   | 0.05%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Bingo Holdings I LLC                                    | Bingo Holdings I LLC Term Loan B                                                                                                           | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1667959 | PA      | $1626885.03   | 0.08%             | 2032-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                                                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $906951.83    | 0.04%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                          | Blackhawk Network Holdings Inc 2026 Term Loan B                                                                                            | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      696241 | PA      | $688320.85    | 0.03%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                                                                              | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |      800000 | PA      | $841110.40    | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                         | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261X102<br>LEI: 549300KM7KWQHVBNH962 | Long             | EC               | CORP              | US        |       30000 | NS      | $710700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BLOCK COMMUNICATIONS INC                                | Block Communications Inc                                                                                                                   | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $1914253.78   | 0.09%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                       | Bloom Energy Corp                                                                                                                          | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      430000 | PA      | $458939.00    | 0.02%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $155043.75    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $155917.20    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                    | Blue Owl Finance LLC                                                                                                                       | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      900000 | PA      | $865785.13    | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                        | Blue Owl Technology Finance Corp                                                                                                           | CUSIP: 095924106<br>LEI: 254900G5EZJSOD3UKL16 | Long             | EC               | CORP              | US        |       49170 | NS      | $609216.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       10500 | NS      | $681240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                                       | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     1150000 | PA      | $1049375.00   | 0.05%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $533775.72    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                     | Brant Point CLO 2025-7 Ltd                                                                                                                 | CUSIP: 105488AJ9<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $447588.45    | 0.02%             | 2038-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                                    | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2075000 | PA      | $2039828.75   | 0.10%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                    | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAJ1<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      325000 | PA      | $551931.25    | 0.03%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                    | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      121000 | PA      | $120177.20    | 0.01%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                                                   | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      600000 | PA      | $583915.14    | 0.03%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                | Brighthouse Financial Inc                                                                                                                  | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |        4585 | NS      | $55020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRINKER INTERNATIONAL IN                                | Brinker International Inc                                                                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |      195000 | PA      | $204616.82    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                | Broadstreet Partners Inc 2024 Term Loan B4                                                                                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     1611349 | PA      | $1573280.95   | 0.07%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                      | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       75000 | PA      | $68953.28     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      320000 | PA      | $303915.39    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                           | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1136000 | PA      | $1115322.64   | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      800000 | PA      | $799365.64    | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                                      | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      456533 | PA      | $457638.38    | 0.02%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $829667.16    | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $550160.49    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                                                                                         | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      800000 | PA      | $753376.00    | 0.04%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                                                                                         | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      955000 | PA      | $863028.73    | 0.04%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1111522.70   | 0.05%             | 2042-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                | C&S Group Enterprises LLC                                                                                                                  | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      884000 | PA      | $825133.29    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                           | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      700000 | PA      | $447481.03    | 0.02%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      400000 | PA      | $248873.75    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $496197.70    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      632000 | PA      | $590982.32    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4530000 | PA      | $4131743.24   | 0.19%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1690386.99   | 0.08%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2226701.36   | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $471762.17    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $548683.18    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2011-C2                                                                                                    | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75928 | PA      | $74861.99     | 0.00%             | 2047-12-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                      | CFC Bidco 2022 Ltd Term Loan B                                                                                                             | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      535000 | PA      | $513600.00    | 0.02%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1964000 | PA      | $1890679.56   | 0.09%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      787000 | PA      | $725986.86    | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $972359.13    | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214822.20    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1283310.88   | 0.06%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                                                   | CUSIP: 125493AG1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248061.50    | 0.01%             | 2038-07-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                     | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                                                              | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1831454 | PA      | $1815571.27   | 0.09%             | 2028-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2022-V Ltd                                                                                                                    | CUSIP: 12574CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00    | 0.01%             | 2038-03-16      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-III Ltd                                                                                                                  | CUSIP: 12574PAC9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $232557.60    | 0.01%             | 2038-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                         | CMS Energy Corp                                                                                                                            | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      118000 | PA      | $114526.53    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      867000 | PA      | $813903.27    | 0.04%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      660384 | PA      | $510428.29    | 0.02%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                        | CPI Holdco B LLC 2025 Add-on Term Loan B                                                                                                   | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      277884 | PA      | $276400.23    | 0.01%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2012-CCRE3 Mortgage Trust                                                                                                             | CUSIP: 12624PAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      288435 | PA      | $281534.50    | 0.01%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $204096.11    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      750000 | PA      | $450898.94    | 0.02%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      240000 | PA      | $142655.66    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      270000 | PA      | $195417.90    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | Consumer Portfolio Services Auto Trust 2025-B                                                                                              | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501881.50    | 0.02%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | Consumer Portfolio Services Auto Trust 2025-B                                                                                              | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $503702.40    | 0.02%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                                          | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501432.90    | 0.02%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                                          | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1202764.68   | 0.06%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-NQM1 Trust                                                                                                                       | CUSIP: 126401AE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $433394.74    | 0.02%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2018-RPL9 Trust                                                                                                                       | CUSIP: 12654PAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $927883.66    | 0.04%             | 2057-09-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                     | CNT Holdings I Corp 2025 Term Loan                                                                                                         | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |      994975 | PA      | $995596.74    | 0.05%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $658599.26    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer Inc 2025 Term Loan                                                                                                          | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     1512400 | PA      | $1399915.25   | 0.07%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                                             | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      560000 | PA      | $564657.52    | 0.03%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      675000 | PA      | $677867.68    | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                 | CPPIB OVM Member US LLC Term Loan B                                                                                                        | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1088950 | PA      | $1089857.38   | 0.05%             | 2031-08-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-CBM Mortgage Trust                                                                                                               | CUSIP: 12674GAN4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $2092204.66   | 0.10%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                                                                                       | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      375000 | PA      | $375468.75    | 0.02%             | 2033-03-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                             | CTM CLO 2025-1 Ltd                                                                                                                         | CUSIP: 12719QAA7<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $982807.00    | 0.05%             | 2038-07-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                                                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      642073 | PA      | $624917.61    | 0.03%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $2800535.61   | 0.13%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      131000 | PA      | $137124.64    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                | Camelot Return Merger Sub Inc                                                                                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $743052.50    | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                                     | Capital Four US CLO I Ltd                                                                                                                  | CUSIP: 14016TAL3<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998500.00    | 0.05%             | 2035-01-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |        4856 | NS      | $76093.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |        2650 | NS      | $49422.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      675000 | PA      | $654629.12    | 0.03%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2020-2 Ltd                                                                                                                  | CUSIP: 14315GAW5<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $399200.40    | 0.02%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US Clo 2017-2 Ltd                                                                                                                  | CUSIP: 14315KAG1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1859208.00   | 0.09%             | 2037-07-20      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-1 LTD                                                                                                                  | CUSIP: 14318RAU2<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $691091.10    | 0.03%             | 2037-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-1 LTD                                                                                                                  | CUSIP: 14318YAG8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $241095.75    | 0.01%             | 2037-07-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2025-2 Ltd                                                                                                                  | CUSIP: 14320DAA3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997703.00    | 0.05%             | 2038-07-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2025-3 Ltd                                                                                                                  | CUSIP: 14320FAA8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244667.00    | 0.01%             | 2038-07-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      440000 | PA      | $444633.20    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      925000 | PA      | $936951.93    | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      525000 | PA      | $525485.52    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1270000 | PA      | $1261372.38   | 0.06%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      240000 | PA      | $238089.35    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1706000 | PA      | $1845890.30   | 0.09%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                               | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     1618285 | PA      | $669855.08    | 0.03%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                     | Six Flags Entertainment Corporation 2024 Term Loan B                                                                                       | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |      742443 | PA      | $732367.62    | 0.03%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1755473.91   | 0.08%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1980000 | PA      | $2007225.00   | 0.09%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                    | Cengage Learning Inc 2026 Term Loan B                                                                                                      | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     1496222 | PA      | $1469829.81   | 0.07%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                               | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1175640.51   | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1138457 | PA      | $815847.01    | 0.04%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                                                                              | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $785186.96    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CENTURY ALUMINUM COMPANY                                | Century Aluminum Co                                                                                                                        | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2550833.22   | 0.12%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      220000 | PA      | $207224.43    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                         | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      775000 | PA      | $771535.75    | 0.04%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                           | Champ Acquisition Corporation 2024 Term Loan B                                                                                             | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      144377 | PA      | $144948.65    | 0.01%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                                                                                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1908000 | PA      | $2004600.13   | 0.09%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc 2025 Term Loan B                                                                                                     | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     1324988 | PA      | $1313703.91   | 0.06%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                                                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      500000 | PA      | $500223.00    | 0.02%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2025-RPL1                                                                                                | CUSIP: 16160VAB9<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |      939701 | PA      | $844902.26    | 0.04%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                  | Chemours Company (The) 2025 USD Term Loan B                                                                                                | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     1480592 | PA      | $1471030.56   | 0.07%             | 2032-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                                       | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     5898000 | PA      | $5178444.00   | 0.24%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                                       | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     4934000 | PA      | $5125932.60   | 0.24%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $863449.38    | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-IV Ltd                                                                                                                   | CUSIP: 17182HAG1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $241912.00    | 0.01%             | 2038-01-17      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                                                   | CUSIP: 17182XBE0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245745.50    | 0.01%             | 2038-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                            | Cimpress PLC                                                                                                                               | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $297754.83    | 0.01%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                        | Cinemark USA Inc 2025 Term Loan B                                                                                                          | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |      594000 | PA      | $596412.75    | 0.03%             | 2030-05-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      832000 | PA      | $863016.13    | 0.04%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                     | Citadel Finance LLC                                                                                                                        | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1005333.56   | 0.05%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                | Citadel Securities Global Holdings LLC                                                                                                     | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      265000 | PA      | $271287.34    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                | Citadel Securities Global Holdings LLC                                                                                                     | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493633.05    | 0.02%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |        8554 | NS      | $210856.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      114000 | PA      | $117956.83    | 0.01%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      185000 | PA      | $185264.59    | 0.01%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2017-C4                                                                                                | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $266047.52    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       12100 | NS      | $300806.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      148000 | PA      | $149277.24    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      400000 | PA      | $423897.20    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                   | Clearwater Paper Corp                                                                                                                      | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |      225000 | PA      | $194878.13    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      551000 | PA      | $510500.95    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clermont Park CLO, LTD.                                 | Clermont Park CLO Ltd                                                                                                                      | CUSIP: 185836AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $979317.00    | 0.05%             | 2038-04-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      500000 | PA      | $484401.15    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      490000 | PA      | $479754.14    | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      515000 | PA      | $497298.73    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1257736.26   | 0.06%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Term Loan B                                                                                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      377150 | PA      | $362064.00    | 0.02%             | 2031-12-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Fixed Term Loan B                                                                                                    | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1558225 | PA      | $1474470.41   | 0.07%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                          | Cloudflare Inc                                                                                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      880000 | PA      | $999463.40    | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      675000 | PA      | $663442.90    | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1307535.46   | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1572573.79   | 0.07%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     2350000 | PA      | $2247187.50   | 0.11%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                                                                                       | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      875000 | PA      | $763909.48    | 0.04%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      368000 | PA      | $342332.00    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      515000 | PA      | $414188.75    | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1575000 | PA      | $1572842.25   | 0.07%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      459000 | PA      | $481509.36    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      650000 | PA      | $665567.50    | 0.03%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1337000 | PA      | $1384423.39   | 0.07%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1420000 | PA      | $1539635.00   | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                  | Colossus Acquireco LLC Term Loan B                                                                                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      845750 | PA      | $843560.35    | 0.04%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                  | Columbus McKinnon Corp/NY                                                                                                                  | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1320627.00   | 0.06%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                           | Columbus McKinnon Corporation 2026 Term Loan B                                                                                             | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      661385 | PA      | $659318.39    | 0.03%             | 2033-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      250000 | PA      | $256625.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC19 Mortgage Trust                                                                                                              | CUSIP: 200474AE4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1968000 | PA      | $1852956.62   | 0.09%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC19 Mortgage Trust                                                                                                              | CUSIP: 200474AG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      798000 | PA      | $737735.44    | 0.03%             | 2048-02-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                                         | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2941007.44   | 0.14%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                                     | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      205873 | PA      | $191688.08    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                | CompoSecure Holdings LLC Term Loan                                                                                                         | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $699125.00    | 0.03%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                                          | Compass Inc                                                                                                                                | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |      208000 | PA      | $174616.00    | 0.01%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $592696.68    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |      160000 | PA      | $165618.24    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                                   | Conduent Business Services LLC / Conduent State & Local Solutions Inc                                                                      | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $75131.77     | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753XAJ3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1250000 | PA      | $1346726.38   | 0.06%             | 2042-03-25      | Floating      | 13.51%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753YAL6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3420000 | PA      | $3655193.74   | 0.17%             | 2042-03-25      | Floating      | 13.16%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3105000 | PA      | $3180740.89   | 0.15%             | 2041-12-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1840000 | PA      | $1921697.10   | 0.09%             | 2042-01-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2920000 | PA      | $3079403.38   | 0.15%             | 2042-04-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3095000 | PA      | $3176705.83   | 0.15%             | 2041-12-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2704714 | PA      | $3034399.70   | 0.14%             | 2042-06-25      | Floating      | 15.66%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2475000 | PA      | $2526681.22   | 0.12%             | 2041-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      764090 | PA      | $706305.93    | 0.03%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                                             | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1150000 | PA      | $1163340.00   | 0.05%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Coolsys Inc                                             | Coolsys Inc 2021 Term Loan                                                                                                                 | CUSIP: 21651CAF8<br>LEI: 254900H6AUTCJCAHGK17 | Long             | LON              | CORP              | US        |     1260514 | PA      | $1065134.48   | 0.05%             | 2028-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                | Cooper-Standard Automotive Inc                                                                                                             | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      825000 | PA      | $775912.50    | 0.04%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                                       | Corel Corporation 2019 Term Loan                                                                                                           | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      483607 | PA      | $397766.40    | 0.02%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |        4725 | NS      | $107588.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     4280000 | PA      | $4077850.89   | 0.19%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                        | CoStar Group Inc                                                                                                                           | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $904684.25    | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1790000 | PA      | $1823723.39   | 0.09%             | 2033-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      756000 | PA      | $665755.17    | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Term Loan                                                                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1088945 | PA      | $1006593.28   | 0.05%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                                                   | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $517359.50    | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                                            | Covetrus Inc Term Loan                                                                                                                     | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |     3899795 | PA      | $3658495.63   | 0.17%             | 2029-10-13      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                | Credicorp Capital Sociedad Titulizadora SA                                                                                                 | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     3212000 | PA      | $998430.02    | 0.05%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                               | Creation Technologies Inc 2021 Term Loan                                                                                                   | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1739036 | PA      | $1712950.84   | 0.08%             | 2028-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      590000 | PA      | $584792.21    | 0.03%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Crescent Capital BDC Inc                                | Crescent Capital BDC Inc                                                                                                                   | CUSIP: 225655109<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EC               | CORP              | US        |       39542 | NS      | $480435.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Crisis Prevention Institute Inc                         | Crisis Prevention Institute Inc 2024 Term Loan B                                                                                           | CUSIP: 22663GAD8<br>LEI: 254900BRN1WN9IDRU529 | Long             | LON              | CORP              | US        |     2081315 | PA      | $2055298.32   | 0.10%             | 2031-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                                                                                  | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      320000 | PA      | $288255.42    | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1071778.43   | 0.05%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3367000 | PA      | $3171513.66   | 0.15%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H6 Mortgage Trust                                                                                                               | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      599666 | PA      | $599038.92    | 0.03%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1427830.35   | 0.07%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H9 Mortgage Trust                                                                                                               | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1068404 | PA      | $1064472.24   | 0.05%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                   | Crown Americas LLC / Crown Americas Capital Corp V                                                                                         | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $996856.40    | 0.05%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco LLC                                 | Cyberswift US Finco LLC Term Loan B                                                                                                        | CUSIP: 23252DAB4<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |     2681000 | PA      | $2645811.88   | 0.12%             | 2032-10-08      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                        | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      744000 | PA      | $949995.00    | 0.04%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                                            | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      900000 | PA      | $889485.71    | 0.04%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                          | Dcli Bidco LLC                                                                                                                             | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      450000 | PA      | $455420.25    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                                                                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |        3882 | NS      | $92352.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WCG Intermediate Corp.                                  | WCG Intermediate Corp 2025 Term Loan B                                                                                                     | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2032-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WCG INTERMEDIATE CORP                                   | WCG Intermediate Corp 2026 Term Loan B                                                                                                     | CUSIP: 23343FAG9<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |      694759 | PA      | $679300.37    | 0.03%             | 2032-02-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.             | DG Investment Intermediate Holdings 2 Inc 2025 2nd Lien Term Loan                                                                          | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      970000 | PA      | $950600.00    | 0.04%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Drake Software LLC                                      | Drake Software LLC 2024 Term Loan B                                                                                                        | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |     1826739 | PA      | $1721701.06   | 0.08%             | 2031-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Databricks Inc                                          | Databricks Inc 2025 1st Amendment Term Loan                                                                                                | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      364035 | PA      | $365855.32    | 0.02%             | 2032-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Databricks Inc                                          | Databricks Inc 2025 1st Amendment Delayed Draw Term Loan                                                                                   | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      745965 | PA      | $742235.04    | 0.04%             | 2032-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                             | Datadog Inc                                                                                                                                | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1241920.00   | 0.06%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      320000 | PA      | $293608.49    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | Dayforce Inc 2026 Term Loan                                                                                                                | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |      834000 | PA      | $791466.00    | 0.04%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2026-INV2                                                                                             | CUSIP: 24380UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $504546.94    | 0.02%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1513458.00   | 0.07%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                                                                                | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75544.13     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      575000 | PA      | $597617.05    | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                                                                                        | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127050.26    | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY COMPA                                | Dhafrah Pv2 Energy Co LLC                                                                                                                  | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |      600000 | PA      | $583332.14    | 0.03%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 3 Ltd                                                                                                                 | CUSIP: 25255KAC8<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $168690.00    | 0.01%             | 2122-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1080000 | PA      | $1141491.96   | 0.05%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      198000 | PA      | $187383.05    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                                                                                     | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1588875 | PA      | $1592599.35   | 0.08%             | 2031-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $280945.29    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kohler Energy Co LLC                                    | Kohler Energy Co LLC USD Term Loan B                                                                                                       | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                                    | Kohler Energy Co LLC 2026 USD Term Loan B                                                                                                  | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.05%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                                                                               | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |      225000 | PA      | $227214.68    | 0.01%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMAN BUILDING MATERIALS                                | Doman Building Materials Group Ltd                                                                                                         | CUSIP: 25703LAC4<br>LEI: 529900HEUBRUITK08D78 | Long             | DBT              | CORP              | CA        |      195000 | PA      | $143048.44    | 0.01%             | 2029-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      350000 | PA      | $347882.50    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    75600000 | PA      | $1381640.79   | 0.07%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      153000 | PA      | $150708.81    | 0.01%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                            | DoorDash Inc                                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |      471000 | PA      | $430023.00    | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3360000 | PA      | $3002925.74   | 0.14%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |           1 | NC      | $100585.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |           1 | NC      | $101471.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |           1 | NC      | $66012.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $68504.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | EG        |           1 | NC      | $-2568.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4210.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-9074.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $2972.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1135.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-394.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $14663.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $-32203.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |           1 | NC      | $10878.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-429.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $39352.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |           1 | NC      | $-26709.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-328.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-853.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-34586.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $416236.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                       | Dragon Buyer Inc Term Loan B                                                                                                               | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     1036000 | PA      | $989380.00    | 0.05%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                       | Engineered Machinery Holdings Inc 2021 USD 2nd Lien Term Loan                                                                              | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     3310000 | PA      | $3326550.00   | 0.16%             | 2029-05-21      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      300000 | PA      | $291211.74    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INVESTMENTS INC                                   | Dycom Investments Inc 2026 Term Loan B                                                                                                     | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |     1100000 | PA      | $1105500.00   | 0.05%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP 2024 Term Loan B                                                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      346502 | PA      | $346305.39    | 0.02%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      380000 | PA      | $391103.98    | 0.02%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $856014.60    | 0.04%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                        | EP Purchaser LLC 2021 Term Loan B                                                                                                          | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |      694588 | PA      | $442799.62    | 0.02%             | 2028-11-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                              | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       63482 | PA      | $63998.19     | 0.00%             | 2028-06-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                              | EW Scripps Company (The) 2025 Term Loan B3                                                                                                 | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       93241 | PA      | $91998.19     | 0.00%             | 2029-11-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     2747000 | PA      | $2764855.50   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                       | Eagle Parent Corp 2022 Term Loan B                                                                                                         | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |      529907 | PA      | $531673.49    | 0.03%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-4403.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9692.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KZ        |           1 | NC      | $17055.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-8064.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-19733.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2223.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5362.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1092.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |           1 | NC      | $7410.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PL        |           1 | NC      | $-1299.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1095.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |           1 | NC      | $14298.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $-3266.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-18826.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-58753.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $36023.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $14250.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $48854.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |           1 | NC      | $-104591.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-54539.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1650.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-7629.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3446.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3260.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3083.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2877.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $30207.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $8604.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $12364.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6766.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $7143.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6367.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6685.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7733.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-1536.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2649.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-6063.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AR        |           1 | NC      | $19383.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-10342.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-14546.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-484.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $3950.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1057.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $3053.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $5429.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $8410.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |           1 | NC      | $-17291.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $96760.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $138.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3346.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $-2392.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |           1 | NC      | $10310.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-9240.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $600.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |           1 | NC      | $-266.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3088.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1434.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-17978.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $55681.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $31189.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $-687.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-10964.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-900.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1294.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1942.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2257.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3894.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4539.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-1917.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $954.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-2085.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $-83.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $127484.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $441905.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-6910.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-73527.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $12703.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |           1 | NC      | $-11357.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $15.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $94415.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2215.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $847.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-606.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3477.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-3075.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $2161.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4441.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-7.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $85329.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $133604.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $-1625.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-127902.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-1756.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-1770.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-2117.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $220.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-19980.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $40937.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1654.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1154.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $10334.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-4345.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1624.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1453.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1529.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-708.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-5490.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |           1 | NC      | $-2928.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $29302.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $2229.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-494.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $164.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-4586.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |           1 | NC      | $-17.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-23.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1470.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $53.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $343.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $997.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1039.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1104.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1303.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $425.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $988.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $162.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1016.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1118.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $249.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $22478.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4926.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3482.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4478.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5785.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5662.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3491.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1773.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4660.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1254.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1196.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1811.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1889.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2472.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2320.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2469.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $344.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-36.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $191.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $97.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-3302.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $23.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-701.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $661.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |           1 | NC      | $3978.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $7302.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-28.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $32731.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-2310.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $946.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $973.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1055.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8448.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-169.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $-19485.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1034.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-316.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED GHS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GH        |           1 | NC      | $-105722.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $-34431.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $13938.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $39592.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $6432.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-15762.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $263179.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $31214.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $16730.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $659838.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $313187.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $-35416.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $34917.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1748.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-31077.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $85814.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6945.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-1147.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-4884.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $349.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5675.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $2282.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-952.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |           1 | NC      | $-258.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $-7088.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-582.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-387.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $503.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $282.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-4248.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3876.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-1322.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-3296.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-11326.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $3262.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-375.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $354.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $10737.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | RO        |           1 | NC      | $423.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $30356.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $-12924.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1551.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $-4885.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |           1 | NC      | $-1560.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $71.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $32144.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-3934.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $181625.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-142634.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $-7917.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $119.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-41816.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6732.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2011.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-17645.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |           1 | NC      | $-49.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1668.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1124.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $48020.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1393.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1125.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-869.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $189.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $147.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |           1 | NC      | $-5952.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5244.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2691.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $9409.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-32684.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $63977.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-1660.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $160500.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-24827.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $-4025.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5527.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-440.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-723.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-168.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5365.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-5907.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-183.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-155.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $-1217.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1365.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $60.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-14921.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $6.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1444.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $721.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $523.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $30.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $593.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $82.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $21.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2511.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1500.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $2961.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $50527.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1204.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1114.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $17.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $17.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $91.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-75611.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6771.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $6253.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $11990.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2085.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1083.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $-948.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $630.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-30.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $3972.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $4192.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2608.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-183.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $485.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1676.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1958.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $7538.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $127.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2319.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2551.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $-1822.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2669.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $6127.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $254.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1261.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3059.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $1110.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $7887.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-13.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $891.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-85.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-92.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $-910.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $412.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-218.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $383.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $802.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $828.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $157.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-206.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2291.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-1501.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $-55.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-459.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $-1523.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $11568.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-19.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $572.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-216.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $341.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1771.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $412.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-956.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $487.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $708.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $369.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $17661.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $32.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-630.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $625.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1606.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $4682.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-4671.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |           1 | NC      | $-40475.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $40307.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-991.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $-1007.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-2454.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-1303.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $6067.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-6069.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $-249.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-313.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $323.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1048.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $1016.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NG        |           1 | NC      | $-275.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $1223.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1112.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-3787.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $364.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $198.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-955.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-1081.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6473.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-6512.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $615.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6270.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $-110.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-3164.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $295.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-4358.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $832.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1345.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1601.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |           1 | NC      | $-10425.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |           1 | NC      | $-3780.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $581.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-1926.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-41.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $117.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-4251.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $3428.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |           1 | NC      | $-678.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $445.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |           1 | NC      | $-1348.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $870.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-213.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $117423.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $379.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1491.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1165.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1533.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2892.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $-316.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $36844.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $9175.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $94672.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-297.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3563.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-806.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $-163.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $364.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-762.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $189.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $-358.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $20710.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $53.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-11140.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $11304.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $869.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-740.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-411.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $25857.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-2384.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $460.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $707.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $506.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-591.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-73.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $760.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $6.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $735.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-142.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $104.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $35482.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |           1 | NC      | $-1040.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $-578.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $479.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-16856.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $16808.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $120.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $47.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-121.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $75.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-42.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-15.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-223.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $54302.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-911.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $1823.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |           1 | NC      | $209.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $53871.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-53500.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-420.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $2252.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-119.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4759.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-4781.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-734.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-10405.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-12.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $10295.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1631.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-3174.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      211000 | PA      | $213322.69    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1621298.66   | 0.08%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                               | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      100000 | PA      | $105339.22    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                               | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2149000 | PA      | $2180658.27   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                            | Edelman Financial Center LLC 2024 2nd Lien Term Loan                                                                                       | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |      515000 | PA      | $511781.25    | 0.02%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1923000 | PA      | $1959023.56   | 0.09%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      643000 | PA      | $659118.72    | 0.03%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      640000 | PA      | $666521.60    | 0.03%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                                                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     1070000 | PA      | $1004566.72   | 0.05%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                        | Eldridge CLO 2025-2 Ltd                                                                                                                    | CUSIP: 28473AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      925000 | PA      | $911199.93    | 0.04%             | 2039-01-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                                                                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1302420.85   | 0.06%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                                                                            | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      947408 | PA      | $922301.95    | 0.04%             | 2029-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                      | Elmwood CLO 20 Ltd                                                                                                                         | CUSIP: 29002BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1675000 | PA      | $1635193.63   | 0.08%             | 2039-01-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                      | Elmwood CLO XI Ltd                                                                                                                         | CUSIP: 29002MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      266000 | PA      | $152248.29    | 0.01%             | 2034-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                    | Elmwood CLO XII Ltd                                                                                                                        | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $983067.00    | 0.05%             | 2037-10-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                      | Elmwood CLO 15 Ltd                                                                                                                         | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      800000 | PA      | $800378.40    | 0.04%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                      | Elmwood CLO 43 Ltd                                                                                                                         | CUSIP: 29004TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $424450.42    | 0.02%             | 2038-07-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                                      | Elmwood CLO 42 Ltd                                                                                                                         | CUSIP: 29005DAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      755000 | PA      | $755468.10    | 0.04%             | 2038-03-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                                      | Elmwood CLO 42 Ltd                                                                                                                         | CUSIP: 29005EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249417.50    | 0.01%             | 2038-03-31      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp Term Loan B                                                                                                                   | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |      190657 | PA      | $190849.13    | 0.01%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1574270.28   | 0.07%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                               | Emera Inc                                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      383000 | PA      | $383790.90    | 0.02%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emerald X, Inc.                                         | Emerald X Inc 2025 Term Loan B1                                                                                                            | CUSIP: 29088UAH0<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |      646703 | PA      | $648050.08    | 0.03%             | 2032-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                   | Emergent BioSolutions Inc                                                                                                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |      130000 | PA      | $109832.62    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      374000 | PA      | $373516.12    | 0.02%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      102000 | PA      | $114812.93    | 0.01%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                                                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1692718.40   | 0.08%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      145000 | PA      | $141951.83    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      105000 | PA      | $110044.10    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                                                                                                    | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      295000 | PA      | $301766.12    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                     | EnergySolutions LLC 2023 Term Loan B                                                                                                       | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |     1482931 | PA      | $1492199.52   | 0.07%             | 2030-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                                                                                        | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $980856.00    | 0.05%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      960000 | PA      | $942222.59    | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                 | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                                            | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     1832530 | PA      | $1824322.50   | 0.09%             | 2031-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                                | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                                                                           | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      400000 | PA      | $404207.86    | 0.02%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                            | Enerflex Inc                                                                                                                               | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122600.95    | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                      | Enphase Energy Inc                                                                                                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      225000 | PA      | $201094.36    | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                             | EnQuest PLC                                                                                                                                | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $220201.50    | 0.01%             | 2027-11-01      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                 | Enova International Inc                                                                                                                    | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      255000 | PA      | $269947.34    | 0.01%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                        | Ensemble RCM LLC 2026 Term Loan B                                                                                                          | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                               | Ensono LP 2021 Term Loan                                                                                                                   | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |     1892137 | PA      | $1771512.90   | 0.08%             | 2028-05-26      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                        | Enstar Group Ltd                                                                                                                           | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |        9525 | NS      | $209169.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      750000 | PA      | $741897.15    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                             | Epicor Software Corporation 2024 Term Loan F                                                                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      812546 | PA      | $797615.85    | 0.04%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                                                                                  | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65618.15     | 0.00%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                        | Essential Properties LP                                                                                                                    | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     1200000 | PA      | $1081435.04   | 0.05%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance Inc                                                                                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $225541.71    | 0.01%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                    | Evergreen Acqco 1 LP 2025 Term Loan B                                                                                                      | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |     2179840 | PA      | $2185969.84   | 0.10%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                    | Excelerate Energy LP                                                                                                                       | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130908.88    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-4                                                                                                 | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1875000 | PA      | $1851261.56   | 0.09%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust              | Exeter Select Automobile Receivables Trust 2025-2                                                                                          | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      595000 | PA      | $582712.48    | 0.03%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1730000 | PA      | $1738573.88   | 0.08%             | 2042-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2026-ESH2                                                                                                      | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      807404 | PA      | $810346.98    | 0.04%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                              | EZCORP Inc                                                                                                                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      514000 | PA      | $538216.60    | 0.03%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | EyeCare Partners LLC 2024 Second Out Term Loan B                                                                                           | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     2331311 | PA      | $971380.37    | 0.05%             | 2028-11-30      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      992000 | PA      | $938178.55    | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                     | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |       64380 | NS      | $655388.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      400000 | PA      | $365407.26    | 0.02%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      700000 | PA      | $657231.44    | 0.03%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $198350.00    | 0.01%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      935000 | PA      | $859919.50    | 0.04%             | 2036-02-11      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                                            | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1132045.74   | 0.05%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |      800000 | PA      | $819665.92    | 0.04%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137HLY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      838759 | PA      | $814921.20    | 0.04%             | 2054-07-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                         | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1864808.79   | 0.09%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1644000 | PA      | $1536839.80   | 0.07%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EF HOLD/EF KY/ELL KY/TRS                                | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM                                                             | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |      625000 | PA      | $602641.94    | 0.03%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1385694.48   | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2899557.64   | 0.14%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                          | Finance of America HECM Buyout 2025-HB1                                                                                                    | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      851504 | PA      | $843531.08    | 0.04%             | 2035-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 USD Term Loan                                                                                                        | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      800000 | PA      | $752428.80    | 0.04%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 EUR Term Loan                                                                                                        | CUSIP: 31772YAE6<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2032-09-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                                                                              | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279167.95    | 0.01%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                              | GC Ferry Acquisition I Inc Term Loan                                                                                                       | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      555208 | PA      | $548268.23    | 0.03%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                              | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                                                          | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |       94792 | PA      | $93606.77     | 0.00%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $231068.83    | 0.01%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                 | First Student Bidco Inc 2025 Term Loan B                                                                                                   | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                 | First Student Bidco Inc 2025 Term Loan C                                                                                                   | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2026 Term Loan B                                                                                                   | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     2183068 | PA      | $2178748.07   | 0.10%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2026 Term Loan C                                                                                                   | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      578685 | PA      | $577539.77    | 0.03%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $179689.82    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2023-2                                                                                                          | CUSIP: 33843EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $348810.55    | 0.02%             | 2030-07-15      | Fixed         | 10.89%                | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 23 LLC                                                                                                                        | CUSIP: 33883DAY0<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $240386.50    | 0.01%             | 2036-04-17      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                              | Fluor Corp                                                                                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      800000 | PA      | $988200.00    | 0.05%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1750000 | PA      | $1786837.50   | 0.08%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                               | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                                       | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |      696491 | PA      | $685173.24    | 0.03%             | 2032-01-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      448872 | PA      | $434774.89    | 0.02%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                                                                               | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2047838.65   | 0.10%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1007246.65   | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Formulations Parent Corporation                         | Formulations Parent Corporation 2025 Term Loan B                                                                                           | CUSIP: 34641NAF0<br>LEI: 254900TKSKQSTLBC7A74 | Long             | LON              | CORP              | US        |     1791510 | PA      | $1790017.67   | 0.08%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2301142.41   | 0.11%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                                       | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      395000 | PA      | $374768.10    | 0.02%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Fortress Intermediate 3, Inc                            | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      843875 | PA      | $838600.78    | 0.04%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      590000 | PA      | $587108.12    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-2                                                                                                            | CUSIP: 35042NAA3<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      356401 | PA      | $354520.90    | 0.02%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                      | Freddie Mac Mscr Trust Mn3                                                                                                                 | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     1275000 | PA      | $1359041.75   | 0.06%             | 2051-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-3                                                                              | CUSIP: 35563P6W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96569 | PA      | $59849.82     | 0.00%             | 2061-03-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                                                                              | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       94034 | PA      | $35657.56     | 0.00%             | 2057-11-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                                                                              | CUSIP: 35563PGR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      374679 | PA      | $364948.12    | 0.02%             | 2057-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                                                                              | CUSIP: 35563PJQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      205476 | PA      | $201889.71    | 0.01%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                                              | CUSIP: 35563PLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      542471 | PA      | $535397.62    | 0.03%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                                                                              | CUSIP: 35563PMX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      529606 | PA      | $515187.10    | 0.02%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                                                                              | CUSIP: 35563PPH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      344336 | PA      | $336270.75    | 0.02%             | 2059-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                                                                              | CUSIP: 35563PRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      519234 | PA      | $505498.97    | 0.02%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                                                                              | CUSIP: 35563PTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      590000 | PA      | $577564.04    | 0.03%             | 2060-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1                                                                              | CUSIP: 35563PWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      378050 | PA      | $370052.39    | 0.02%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     2900000 | PA      | $2999217.99   | 0.14%             | 2041-11-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1245454.08   | 0.06%             | 2042-01-25      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                                    | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |     1850000 | PA      | $2222327.67   | 0.10%             | 2050-03-25      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1099245.29   | 0.05%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      572000 | PA      | $582153.00    | 0.03%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2368273.97   | 0.11%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84229.48     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                           | Freeport LNG Investments LLLP 2026 Term Loan B                                                                                             | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      895000 | PA      | $895000.00    | 0.04%             | 2033-02-11      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      800000 | PA      | $801516.80    | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2026-NQM2 Trust                                                                                                                       | CUSIP: 36173JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      445000 | PA      | $434760.25    | 0.02%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |      900000 | PA      | $914263.20    | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |      525000 | PA      | $517295.84    | 0.02%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |      264000 | PA      | $257010.12    | 0.01%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                  | GSAA Home Equity Trust 2007-7                                                                                                              | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12777 | PA      | $12553.27     | 0.00%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2014-GC22                                                                                                     | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $38202.36     | 0.00%             | 2047-06-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                   | GFL Environmental Inc 2025 Term Loan B                                                                                                     | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |     1094500 | PA      | $1095868.13   | 0.05%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                 | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1685000 | PA      | $1599792.11   | 0.08%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-NQM2                                                                                              | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |     1890743 | PA      | $1902634.17   | 0.09%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                                                                                         | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |     2299271 | PA      | $2292499.23   | 0.11%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                                                                              | CUSIP: 362963AA8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     1314845 | PA      | $1278142.49   | 0.06%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXII CLO Ltd                                                                                                                        | CUSIP: 36321AAR4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $237715.50    | 0.01%             | 2034-04-16      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| GAP INC/THE                                             | Gap Inc/The                                                                                                                                | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $976907.80    | 0.05%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                 | Garrett Motion Holdings Inc / Garrett LX I Sarl                                                                                            | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $155412.75    | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1569216.22   | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      295000 | PA      | $277612.44    | 0.01%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                                                                              | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      270000 | PA      | $277368.03    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      755000 | PA      | $734468.48    | 0.03%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      745000 | PA      | $725138.62    | 0.03%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      235000 | PA      | $230672.97    | 0.01%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Kennedy Lewis CLO Ltd                                   | Kennedy Lewis CLO 17 Ltd                                                                                                                   | CUSIP: 37149UAA5<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $242336.00    | 0.01%             | 2037-10-22      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                   | Kennedy Lewis CLO 21 Ltd                                                                                                                   | CUSIP: 37150CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $789883.20    | 0.04%             | 2038-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $620377.20    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $697172.42    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      459000 | PA      | $470914.27    | 0.02%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      400000 | PA      | $419058.40    | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genmab AS                                               | Genmab AS Term Loan B                                                                                                                      | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |      775125 | PA      | $778758.78    | 0.04%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GENWORTH HOLDINGS INC                                   | Genworth Holdings Inc                                                                                                                      | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      195000 | PA      | $196758.90    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                             | Global Medical Response Inc 2025 Term Loan B                                                                                               | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     1583839 | PA      | $1579789.57   | 0.07%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                 | Global Medical Response Inc                                                                                                                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2520290.38   | 0.12%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                        | Gloves Buyer Inc 2025 Term Loan                                                                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     1745625 | PA      | $1742351.95   | 0.08%             | 2032-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1234173.90   | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                        | Barnes Group Inc 2025 Term Loan B                                                                                                          | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |      452523 | PA      | $451674.79    | 0.02%             | 2032-01-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                         | Goat Holdco LLC                                                                                                                            | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1742099.62   | 0.08%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $279299.99    | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $62233.23     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      224000 | PA      | $185718.56    | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1815000 | PA      | $1461710.07   | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GOLAR LNG LTD                                           | Golar LNG Ltd                                                                                                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      185000 | PA      | $220335.00    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                 | Goldentree Loan Management US Clo 9 Ltd                                                                                                    | CUSIP: 38138HAL1<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00    | 0.01%             | 2037-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                   | Goldman Sachs BDC Inc                                                                                                                      | CUSIP: 38147U107<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | EC               | CORP              | US        |      123949 | NS      | $1100667.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Golub Capital BDC Inc                                   | Golub Capital BDC Inc                                                                                                                      | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |      112228 | NS      | $1420806.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                                       | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      700000 | PA      | $699372.80    | 0.03%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                                       | CUSIP: 38178DAS6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      400000 | PA      | $399292.40    | 0.02%             | 2035-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                                       | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |     1400000 | PA      | $1387491.00   | 0.07%             | 2035-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GoodRx, Inc.                                            | GoodRx Inc 2024 USD Term Loan B                                                                                                            | CUSIP: 38245HAG2<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |     1484962 | PA      | $1340921.05   | 0.06%             | 2029-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38375URE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      489928 | PA      | $490645.56    | 0.02%             | 2064-11-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38376RMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44855 | PA      | $44989.89     | 0.00%             | 2065-12-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                      | Graham Holdings Co                                                                                                                         | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      190000 | PA      | $186603.88    | 0.01%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      115000 | PA      | $85484.68     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1217000 | PA      | $940359.96    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47846.05     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      643000 | PA      | $643557.16    | 0.03%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |      190000 | PA      | $185483.04    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                       | Green Infrastructure Partners Inc USD Term Loan B                                                                                          | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      700000 | PA      | $700000.00    | 0.03%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239002 | PA      | $239868.77    | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505987.90    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      343401 | PA      | $343228.47    | 0.02%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-3                                                                                              | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      557302 | PA      | $557745.99    | 0.03%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2025-FL4 LLC                                                                                                           | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $6002431.50   | 0.28%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                     | Griffon Corp                                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      600000 | PA      | $599189.88    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                                 | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      632000 | PA      | $619416.75    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1490000 | PA      | $926644.44    | 0.04%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      515000 | PA      | $365815.37    | 0.02%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                    | Grupo Aeromexico SAB de CV                                                                                                                 | CUSIP: 40054JAC3<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $386500.00    | 0.02%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                              | Gryphon Acquire Newco LLC Term Loan B                                                                                                      | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1060000 | PA      | $1062207.99   | 0.05%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                     | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      125000 | PA      | $210354.33    | 0.01%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                     | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213368.10    | 0.01%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                  | Guidewire Software Inc                                                                                                                     | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      765000 | PA      | $763565.63    | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                | HLF Financing Sarl LLC / Herbalife International Inc                                                                                       | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $252876.38    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $623844.20    | 0.03%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $580320.29    | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $591844.99    | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      775000 | PA      | $766940.70    | 0.04%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      469000 | PA      | $460751.71    | 0.02%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $719770.59    | 0.03%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1628139.52   | 0.08%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                           | HTA Group Ltd/Mauritius                                                                                                                    | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $203773.85    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                           | HTA Group Ltd/Mauritius                                                                                                                    | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      520000 | PA      | $514569.45    | 0.02%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                   | PHRG Intermediate LLC 2025 Term Loan B                                                                                                     | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2654477 | PA      | $2626825.62   | 0.12%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                | HAH Group Holding Co LLC                                                                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1556594.06   | 0.07%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      293000 | PA      | $303273.17    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      245000 | PA      | $243914.41    | 0.01%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                          | HarborView Mortgage Loan Trust 2005-9                                                                                                      | CUSIP: 41161PSM6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      113721 | PA      | $107172.49    | 0.01%             | 2035-06-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1899271.88   | 0.09%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2023-1 Ltd                                                                                                                  | CUSIP: 417923AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $997765.00    | 0.05%             | 2037-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                                       | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      820000 | PA      | $838096.87    | 0.04%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1197222.21   | 0.06%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $1253340.00   | 0.06%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72655.27     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                  | Helix Energy Solutions Group Inc                                                                                                           | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |      205000 | PA      | $215630.28    | 0.01%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                    | Hercules Capital Inc                                                                                                                       | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |       30461 | NS      | $449908.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Herschend Entertainment Company, LLC                    | Herschend Entertainment Company LLC 2026 Term Loan B                                                                                       | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      248873 | PA      | $249339.76    | 0.01%             | 2032-05-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                  | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                                           | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      595500 | PA      | $588800.63    | 0.03%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      300000 | PA      | $287319.12    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2066522.70   | 0.10%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63675.51     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                                  | Hobbs & Associates LLC Term Loan B                                                                                                         | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |      565000 | PA      | $560913.92    | 0.03%             | 2031-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1797997.50   | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                             | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      170000 | PA      | $170504.85    | 0.01%             | 2036-01-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                             | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     1210000 | PA      | $1221791.93   | 0.06%             | 2036-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                             | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      150000 | PA      | $151533.48    | 0.01%             | 2036-01-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                                       | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $527371.43    | 0.02%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      750000 | PA      | $756897.00    | 0.04%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     1095311 | PA      | $1093836.74   | 0.05%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1024979.00   | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2265705.36   | 0.11%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      225000 | PA      | $212542.11    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     2815000 | PA      | $2404530.78   | 0.11%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      575000 | PA      | $465363.72    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                                     | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1700000 | PA      | $1927397.54   | 0.09%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                      | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      440000 | PA      | $455002.64    | 0.02%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      600000 | PA      | $604921.75    | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                                                     | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      409064 | PA      | $400104.17    | 0.02%             | 2033-09-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                                                     | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1340000 | PA      | $1336661.52   | 0.06%             | 2034-02-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                                                                                 | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      375000 | PA      | $311498.10    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                                                                                 | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1731272.62   | 0.08%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IMC Financing LLC                                       | IMC Financing LLC Term Loan B                                                                                                              | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |     1477832 | PA      | $1485221.66   | 0.07%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                                          | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      316000 | PA      | $305705.35    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      267000 | PA      | $259269.92    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| IRB HOLDING CORP                                        | IRB Holding Corp 2025 Term Loan B                                                                                                          | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     1472853 | PA      | $1470500.98   | 0.07%             | 2030-12-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1278631.32   | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                           | Coherent Corp 2025 Term Loan B2                                                                                                            | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      163077 | PA      | $163484.66    | 0.01%             | 2029-07-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                                                                                   | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40909.73     | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                                                                                   | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       35000 | PA      | $22465.63     | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                     | Immunocore Holdings PLC                                                                                                                    | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $518578.13    | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM1                                                                                                     | CUSIP: 452766AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1015965.86   | 0.05%             | 2067-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2021-NQM4                                                                                                     | CUSIP: 45276JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $228452.82    | 0.01%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM3                                                                                                     | CUSIP: 45276KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2785000 | PA      | $2346869.20   | 0.11%             | 2067-05-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      360000 | PA      | $360177.95    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2023 Term Loan                                                                                                                | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1088804 | PA      | $938186.55    | 0.04%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                                                                             | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      420739 | PA      | $282421.29    | 0.01%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                      | Industrial F&B Investments III Inc                                                                                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |      326000 | PA      | $329668.46    | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                                | Industrial Subordinated Trust 2 0                                                                                                          | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |     1318000 | PA      | $1319647.50   | 0.06%             | 2036-04-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                      | Infinite Bidco LLC 1st Lien Term Loan                                                                                                      | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |     1811736 | PA      | $1734736.82   | 0.08%             | 2028-03-02      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                      | Infinite Bidco LLC 2023 Incremental Term Loan                                                                                              | CUSIP: 45674KAH8<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |     1031473 | PA      | $1000528.75   | 0.05%             | 2028-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                           | Ingevity Corp                                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      900000 | PA      | $864633.69    | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                                                                                    | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      430000 | PA      | $415390.36    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209394.59    | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                   | Integer Holdings Corp                                                                                                                      | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1428165.00   | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      310000 | PA      | $290113.78    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      475000 | PA      | $547584.15    | 0.03%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                 | Invesco Senior Loan ETF                                                                                                                    | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |      723500 | NS      | $14766635.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco CLO 2022-2, Ltd.                                | Invesco CLO 2022-2 Ltd                                                                                                                     | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |     2200000 | PA      | $2199793.20   | 0.10%             | 2035-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                                    | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $651717.69    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                                    | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $603308.94    | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                             | ION Platform Finance US Inc USD Term Loan                                                                                                  | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     1200000 | PA      | $969856.80    | 0.05%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      687000 | PA      | $1036511.25   | 0.05%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78328.13     | 0.00%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                | IREN Ltd                                                                                                                                   | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |       85000 | PA      | $62224.25     | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                | IREN Ltd                                                                                                                                   | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      385000 | PA      | $341591.25    | 0.02%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRIS Holdings Inc                                       | IRIS Holdings Inc Term Loan                                                                                                                | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |     1293299 | PA      | $1215432.01   | 0.06%             | 2028-06-28      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      400000 | PA      | $398443.84    | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      290000 | PA      | $282331.94    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      550000 | PA      | $516748.60    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                                                                                | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $287309.68    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                      | Ittihad International II Ltd                                                                                                               | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |      805000 | PA      | $812866.81    | 0.04%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      925000 | PA      | $935749.43    | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ivanti Software Inc                                     | Ivanti Software Inc 2025 Newco Term Loan                                                                                                   | CUSIP: 46583VAB5<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |      201034 | PA      | $201285.35    | 0.01%             | 2029-06-01      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                   | Zest Acquisition Corp 2023 Term Loan                                                                                                       | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1485924 | PA      | $1446918.16   | 0.07%             | 2028-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      773451 | PA      | $775265.03    | 0.04%             | 2033-02-25      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      599896 | PA      | $599654.89    | 0.03%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54581.23     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                                          | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     1691457 | PA      | $1674845.49   | 0.08%             | 2030-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                              | CUSIP: 46639EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175000 | PA      | $1112041.15   | 0.05%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                        | CUSIP: 46642NBJ4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1715000 | PA      | $1677501.01   | 0.08%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Trust                       | JP Morgan Seasoned Mortgage Trust Series 2025-1                                                                                            | CUSIP: 46659PAG6<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |     1005021 | PA      | $939476.91    | 0.04%             | 2063-01-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                | Jacobs Entertainment Inc                                                                                                                   | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      610000 | PA      | $570874.60    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                   | Jamaica Government International Bond                                                                                                      | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   108000000 | PA      | $720000.00    | 0.03%             | 2030-11-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                   | Jane Street Group LLC 2024 Term Loan B1                                                                                                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     2934514 | PA      | $2882344.64   | 0.14%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1779419.18   | 0.08%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $870983.26    | 0.04%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $903597.42    | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                  | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      575000 | PA      | $815637.50    | 0.04%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      720000 | PA      | $671624.42    | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1465000 | PA      | $1386502.87   | 0.07%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| JBT MAREL CORP                                          | JBT Marel Corp                                                                                                                             | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      575000 | PA      | $558612.50    | 0.03%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                                                                                 | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     2150000 | PA      | $1969506.79   | 0.09%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                                                                             | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      320000 | PA      | $301955.83    | 0.01%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |        4950 | NS      | $86625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jump Financial LLC                                      | Jump Financial LLC 2025 1st Lien Term Loan B                                                                                               | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1493731 | PA      | $1495598.48   | 0.07%             | 2032-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                 | KBR Inc                                                                                                                                    | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |      145000 | PA      | $142310.98    | 0.01%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Clo 16 Ltd                                                                                                                             | CUSIP: 48251BBE9<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |     4400000 | PA      | $4397615.20   | 0.21%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                            | KKR & Co Inc                                                                                                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |        7948 | NS      | $319668.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2022-Fl3 Ltd                                       | KREF 2022-FL3 Ltd                                                                                                                          | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |      352539 | PA      | $352725.48    | 0.02%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      844872 | PA      | $790747.68    | 0.04%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                                       | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     2150000 | PA      | $1723584.05   | 0.08%             | 2033-03-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                            | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1380000 | PA      | $1418105.54   | 0.07%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                            | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      400000 | PA      | $368405.53    | 0.02%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                                           | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |      500000 | PA      | $482342.94    | 0.02%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc                            | Kodiak Building Partners Inc 2024 Term Loan B                                                                                              | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     1700000 | PA      | $1702125.00   | 0.08%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1269847.25   | 0.06%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                                    | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      335000 | PA      | $338849.82    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      335000 | PA      | $340580.10    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                                    | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      600000 | PA      | $603343.42    | 0.03%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                                                                                 | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |      285000 | PA      | $282436.40    | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                                                                                       | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |      816040 | PA      | $377418.63    | 0.02%             | 2028-10-30      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                                                                                   | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      198000 | PA      | $96030.00     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      950000 | PA      | $460750.00    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1002000 | PA      | $986791.36    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                     | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     1142423 | PA      | $922347.71    | 0.04%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                    | LC AHAB US Bidco LLC Term Loan B                                                                                                           | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     1187940 | PA      | $1178287.67   | 0.06%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      750000 | PA      | $730283.52    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                                                                          | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |      225000 | PA      | $146538.00    | 0.01%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                                                                              | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2401000 | PA      | $2296485.91   | 0.11%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| LFT CRE 2021-FL1, LLC                                   | LMNT CRE 2025-FL3 LLC                                                                                                                      | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3502116.52   | 0.17%             | 2043-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                                                       | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |      702595 | PA      | $704000.52    | 0.03%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                     | LRECS 2025-CRE1 LLC                                                                                                                        | CUSIP: 50230AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2994788.25   | 0.14%             | 2043-08-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1590000 | PA      | $1644697.59   | 0.08%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                                           | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $842463.57    | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      461000 | PA      | $439204.75    | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                   | Lantheus Holdings Inc                                                                                                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      660000 | PA      | $793815.00    | 0.04%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      680000 | PA      | $677788.37    | 0.03%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                                    | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      650000 | PA      | $657312.50    | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      279000 | PA      | $243203.35    | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No 2 Inc                       | Learning Care Group (US) No 2 Inc 2024 Term Loan B                                                                                         | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |      975025 | PA      | $719081.22    | 0.03%             | 2028-08-11      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                           | Darktrace PLC 2nd Lien Term Loan                                                                                                           | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LendingTree Inc                                         | LendingTree Inc 2025 Term Loan                                                                                                             | CUSIP: 52602KAE8<br>LEI: 549300ISY5YHUJZTON08 | Long             | LON              | CORP              | US        |      927340 | PA      | $912657.43    | 0.04%             | 2030-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2025-1                                                                                                              | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      775000 | PA      | $798594.26    | 0.04%             | 2034-09-20      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-2                                                                                                       | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      682385 | PA      | $689781.23    | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lereta LLC                                              | Lereta LLC Term Loan B                                                                                                                     | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |     1070521 | PA      | $987822.87    | 0.05%             | 2028-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      275000 | PA      | $256093.75    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      525000 | PA      | $535033.35    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      925000 | PA      | $947510.70    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      410000 | PA      | $428188.30    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                 | Liberty Interactive LLC                                                                                                                    | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      105000 | PA      | $4169.64      | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                                      | Liberty Energy Inc                                                                                                                         | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407490.19    | 0.02%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     1694000 | PA      | $1660916.18   | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1816691.40   | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     1530000 | PA      | $1486231.52   | 0.07%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                                                                                      | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $227024.88    | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                                                                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      225000 | PA      | $234957.38    | 0.01%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1143662.70   | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                          | Long Beach Mortgage Loan Trust 2005-1                                                                                                      | CUSIP: 542514KC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99792 | PA      | $98919.00     | 0.00%             | 2035-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                  | Lsf12 Helix Parent LLC                                                                                                                     | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $984204.22    | 0.05%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                   | Lumentum Holdings Inc                                                                                                                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       55000 | PA      | $211998.95    | 0.01%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                            | M6 ETX Holdings II Midco LLC 2025 1st Lien Term Loan B                                                                                     | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      631335 | PA      | $634649.02    | 0.03%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL19 LLC                                                                                                                          | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      435000 | PA      | $435276.83    | 0.02%             | 2042-05-18      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                           | MH Sub I, LLC 2021 2nd Lien Term Loan                                                                                                      | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     3740000 | PA      | $2559562.50   | 0.12%             | 2029-02-23      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                                                                              | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      310000 | PA      | $290992.85    | 0.01%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                            | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |      500000 | PA      | $507301.00    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSC Income Fund Inc                                     | MSC Income Fund Inc                                                                                                                        | CUSIP: 55374X208<br>LEI: 254900XHQK9DKZDIPC91 | Long             | EC               | CORP              | US        |       47074 | NS      | $573361.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                                      | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $502431.20    | 0.02%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                                 | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $148274.24    | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                         | Madison IAQ LLC Term Loan                                                                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     1135027 | PA      | $1136129.83   | 0.05%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1314988.36   | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XVII Ltd                                                                                                              | CUSIP: 55819AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11453250 | PA      | $791431.03    | 0.04%             | 2045-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXI Ltd                                                                                                              | CUSIP: 55819EAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $222031.00    | 0.01%             | 2037-07-23      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXII Ltd                                                                                                              | CUSIP: 55819VAC0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |     1690000 | PA      | $531346.14    | 0.03%             | 2033-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXIII Ltd                                                                                                             | CUSIP: 55821JAG4<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |     1680000 | PA      | $1546935.60   | 0.07%             | 2038-07-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLVI Ltd                                                                                                              | CUSIP: 55821VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $219772.25    | 0.01%             | 2034-10-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXXII Ltd                                                                                                             | CUSIP: 55823EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2030000 | PA      | $1548565.20   | 0.07%             | 2038-07-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXV Ltd                                                                                                               | CUSIP: 55823FAD7<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $491596.50    | 0.02%             | 2038-07-16      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXV Ltd                                                                                                               | CUSIP: 55823GAC7<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $244551.00    | 0.01%             | 2038-07-16      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1462312.50   | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $1444953.01   | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNATE WORLDWIDE LLC                                   | MAGNATE WORLDWIDE LLC 2021 TERM LOAN                                                                                                       | CUSIP: 55936RAB9<br>LEI: 25490012RGB0D1L6Q924 | Long             | LON              | CORP              | US        |     1000000 | PA      | $987500.00    | 0.05%             | 2028-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXVIII Ltd                                                                                                                       | CUSIP: 55955MAC4<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |      280500 | PA      | $149460.78    | 0.01%             | 2035-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite 50 Ltd                                                                                                                           | CUSIP: 55956NAA5<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |      540000 | PA      | $533522.16    | 0.03%             | 2038-07-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                         | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $216240.57    | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXXVI Ltd                                                                                                                        | CUSIP: 559914AE6<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249511.00    | 0.01%             | 2038-07-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XLIII Ltd                                                                                                                        | CUSIP: 559918AN7<br>LEI: 529900MX1PNEO4Y6K172 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500316.50    | 0.02%             | 2038-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XLIII Ltd                                                                                                                        | CUSIP: 559919AA3<br>LEI: 529900MX1PNEO4Y6K172 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249417.25    | 0.01%             | 2038-07-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| PMI US BIDCO INC                                        | PMI US BIDCO INC TERM LOAN B                                                                                                               | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2033-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC Term Loan B                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     2529512 | PA      | $2305017.80   | 0.11%             | 2028-06-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| MDVIP INC                                               | MDVIP Inc 2026 Term Loan B                                                                                                                 | CUSIP: 56150KAK1<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |     1048610 | PA      | $1050796.41   | 0.05%             | 2031-10-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                       | Maravai Intermediate Holdings LLC 2022 Term Loan B                                                                                         | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |      427894 | PA      | $418623.15    | 0.02%             | 2027-10-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                         | Marex Group PLC                                                                                                                            | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $606599.17    | 0.03%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                       | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600945.00    | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                                                                                | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      750000 | PA      | $667706.55    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                                                                                | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      260000 | PA      | $252931.51    | 0.01%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600429.00    | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company              | Mauser Packaging Solutions Holding Company 2025 Term Loan B                                                                                | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      498721 | PA      | $482928.22    | 0.02%             | 2030-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2128352.25   | 0.10%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     3579000 | PA      | $2960857.67   | 0.14%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     3218665 | PA      | $2885877.89   | 0.14%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      750000 | PA      | $766130.25    | 0.04%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                 | Pediatrix Medical Group Inc                                                                                                                | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $847160.25    | 0.04%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Term Loan B                                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      136434 | PA      | $136743.53    | 0.01%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Incremental Term Loan B                                                                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      663304 | PA      | $664547.91    | 0.03%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                         | Mercer International Inc                                                                                                                   | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $689496.94    | 0.03%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| MERIT MEDICAL SYSTEMS IN                                | Merit Medical Systems Inc                                                                                                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      655000 | PA      | $701832.50    | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1151000 | PA      | $1114168.00   | 0.05%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                                                                                | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $501198.90    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                              | MHP Lux SA                                                                                                                                 | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     1604000 | PA      | $1617361.30   | 0.08%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                                        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      775000 | PA      | $738503.24    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1176237.16   | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $873332.19    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services LLC           | Midwest Physician Administrative Services LLC 2021 Term Loan                                                                               | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |     1558594 | PA      | $1335714.95   | 0.06%             | 2028-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                                                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2838195 | PA      | $2757661.24   | 0.13%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                               | Mill City Solar Loan 2019-1 Ltd                                                                                                            | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      302815 | PA      | $283971.96    | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $306845.82    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $5779116.26   | 0.27%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     1789186 | PA      | $1612131.59   | 0.08%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      750000 | PA      | $725694.83    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      580000 | PA      | $504223.75    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      520000 | PA      | $504509.53    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177183.95    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAJ0<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     1502448 | PA      | $1351303.38   | 0.06%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        8950 | NS      | $225898.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        3500 | NS      | $60095.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                                                                                | CUSIP: 61767EAK0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $302733.76    | 0.01%             | 2052-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                                                                                   | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1887999 | PA      | $1894270.96   | 0.09%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                                                                                  | CUSIP: 617955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      918330 | PA      | $916620.34    | 0.04%             | 2070-11-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                | Moss Creek Resources Holdings Inc                                                                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      987000 | PA      | $987073.43    | 0.05%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                                                                                          | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $992873.88    | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                                      | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     1255000 | PA      | $1243292.48   | 0.06%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      660000 | PA      | $652334.54    | 0.03%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      700000 | PA      | $672272.22    | 0.03%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      685000 | PA      | $681416.08    | 0.03%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                                             | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     1341000 | PA      | $1313294.27   | 0.06%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      485000 | PA      | $504534.31    | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      889000 | PA      | $826974.16    | 0.04%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                              | NCMF Trust 2025-MFS                                                                                                                        | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1470000 | PA      | $1480524.61   | 0.07%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2025 Term Loan B                                                                                                             | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1199980 | PA      | $1090481.47   | 0.05%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                         | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1650038.40   | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      500000 | PA      | $460688.20    | 0.02%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      750000 | PA      | $756590.39    | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                               | OVG Business Services LLC 2024 Term Loan B                                                                                                 | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      795960 | PA      | $796954.55    | 0.04%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      306000 | PA      | $321471.67    | 0.02%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      194000 | PA      | $198711.78    | 0.01%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2007-2                                                                                              | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |      325397 | PA      | $321954.22    | 0.02%             | 2033-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                | National Health Investors Inc                                                                                                              | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |      600000 | PA      | $590740.47    | 0.03%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                | National Mentor Holdings Inc                                                                                                               | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3759927.08   | 0.18%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                            | National Mentor Holdings Inc 2025 1st Lien Term Loan B                                                                                     | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      626811 | PA      | $624722.21    | 0.03%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                            | National Mentor Holdings Inc 2025 Delayed Draw Term Loan                                                                                   | CUSIP: 63689EAY1<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      268633 | PA      | $267738.09    | 0.01%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      625000 | PA      | $669376.48    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      700000 | PA      | $684792.43    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                              | Waystar Technologies Inc 2025 Term Loan B                                                                                                  | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      627871 | PA      | $627086.19    | 0.03%             | 2029-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2018-C                                                                                           | CUSIP: 63940VAC6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      227711 | PA      | $224906.84    | 0.01%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                   | Navesink CLO 2 Ltd                                                                                                                         | CUSIP: 63942YAQ7<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $899109.90    | 0.04%             | 2036-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                                        | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      732543 | PA      | $734694.44    | 0.03%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                                        | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1206470.40   | 0.06%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                         | Nebius Group NV                                                                                                                            | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      139000 | PA      | $129909.40    | 0.01%             | 2033-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-D                                                                                                           | CUSIP: 639931AA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1874683 | PA      | $1853070.92   | 0.09%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-B                                                                                                           | CUSIP: 64032BAA1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1145415 | PA      | $1141221.71   | 0.05%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-B                                                                                                           | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1057306 | PA      | $1064097.28   | 0.05%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      475000 | PA      | $476709.05    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1748680.20   | 0.08%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 61 Ltd                                                                                                  | CUSIP: 640985AA5<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248590.50    | 0.01%             | 2039-07-17      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 50 Ltd                                                                                                  | CUSIP: 64134WAN4<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $984943.00    | 0.05%             | 2036-07-23      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-5                                                                                                 | CUSIP: 64828NAZ8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      230728 | PA      | $226698.36    | 0.01%             | 2057-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                      | Rithm Capital Corp                                                                                                                         | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |      305000 | PA      | $299915.83    | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | NRZT 2025-NQM6                                                                                                                             | CUSIP: 64832KAC9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      944498 | PA      | $942873.85    | 0.04%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $209791.00    | 0.01%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                | NEXSTAR BROADCASTING INC 2026 TERM LOAN B7                                                                                                 | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      700000 | PA      | $693937.30    | 0.03%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                      | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |        9000 | NS      | $452070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS Buyer LLC                                         | NEXUS Buyer LLC 2025 Term Loan B                                                                                                           | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     2280247 | PA      | $2201389.08   | 0.10%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                         | NEXUS Buyer LLC 2025 Incremental Term Loan                                                                                                 | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |      338943 | PA      | $328654.17    | 0.02%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                                          | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      946000 | PA      | $949818.70    | 0.04%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                                          | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      429000 | PA      | $432528.10    | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                                      | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      500000 | PA      | $521315.93    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                                      | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      500000 | PA      | $522603.86    | 0.02%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2823402.95   | 0.13%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      363000 | PA      | $373796.10    | 0.02%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                                       | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1256736.29   | 0.06%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                                     | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      583000 | PA      | $603584.56    | 0.03%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NORTHRIVER MIDSTREAM FIN                                | Northriver Midstream Finance LP                                                                                                            | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $602187.60    | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      500000 | PA      | $486452.80    | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc 2024 Term Loan B                                                                                                           | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     1294895 | PA      | $1284104.93   | 0.06%             | 2029-09-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                                                                                | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2351381.78   | 0.11%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $473381.39    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1248337.30   | 0.06%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      578000 | PA      | $567421.27    | 0.03%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                             | Nutanix Inc                                                                                                                                | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1144198.98   | 0.05%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2021-21 Ltd                                                                                                                        | CUSIP: 670897AC1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     3360000 | PA      | $1690718.40   | 0.08%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                               | OID-OL Intermediate I LLC Term Loan 1                                                                                                      | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      400000 | PA      | $398250.00    | 0.02%             | 2029-02-01      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                               | OID-OL Intermediate I LLC Term Loan 2                                                                                                      | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496250 | PA      | $331777.86    | 0.02%             | 2029-02-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Nuveen Churchill Direct Lending Corp                    | Nuveen Churchill Direct Lending Corp                                                                                                       | CUSIP: 67090S108<br>LEI: 254900X3ULEP6XX7HG39 | Long             | EC               | CORP              | US        |       36565 | NS      | $465106.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 7 Ltd                                                                                                                   | CUSIP: 67098WBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      456000 | PA      | $451613.28    | 0.02%             | 2038-07-19      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Partners VII Ltd                                                                                                                | CUSIP: 67102UAB5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $419832.00    | 0.02%             | 2038-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-35 Ltd                                                                                                                        | CUSIP: 671060AJ0<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |      450000 | PA      | $444073.95    | 0.02%             | 2037-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 7 Ltd                                                                                                                   | CUSIP: 67111WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $373378.50    | 0.02%             | 2038-07-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2018-15 Ltd                                                                                                                        | CUSIP: 67112QAB2<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |     1240625 | PA      | $448720.42    | 0.02%             | 2031-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                                 | OEP GLASS PURCHASER LLC 2026 TERM LOAN B                                                                                                   | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1754000 | PA      | $1729882.50   | 0.08%             | 2033-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2022-24 Ltd                                                                                                                        | CUSIP: 67119NAE6<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250059.00    | 0.01%             | 2037-10-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-43 Ltd                                                                                                                        | CUSIP: 67121FAJ8<br>LEI: 213800EAPFZ3LQZW5U76 | Long             | ABS-CBDO         | CORP              | KY        |      665000 | PA      | $663209.16    | 0.03%             | 2038-07-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-43 Ltd                                                                                                                        | CUSIP: 67121GAA5<br>LEI: 213800EAPFZ3LQZW5U76 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249410.00    | 0.01%             | 2038-07-20      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 22 Ltd                                                                                                                  | CUSIP: 67121JAA9<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |      725000 | PA      | $701001.78    | 0.03%             | 2038-07-20      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 15-R Ltd                                                                                                                | CUSIP: 67121PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $243917.75    | 0.01%             | 2038-07-20      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2025-R1 Trust                                                                                                                          | CUSIP: 67123GAC9<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |     1535629 | PA      | $1526500.58   | 0.07%             | 2062-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                                        | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      785000 | PA      | $781319.92    | 0.04%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $2001953.49   | 0.09%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      574000 | PA      | $601291.79    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2023-1 Ltd                                                                                                                     | CUSIP: 67389EAE9<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $245375.25    | 0.01%             | 2038-04-15      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2025-32 Ltd                                                                                                                    | CUSIP: 67389GAA2<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244673.00    | 0.01%             | 2038-07-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                          | Oaktree Specialty Lending Corp                                                                                                             | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |       53000 | NS      | $598900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1616757.96   | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202772.00    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221034.44    | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon 67 Ltd                                          | Octagon 67 Ltd                                                                                                                             | CUSIP: 67577YAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      288067 | PA      | $245477.14    | 0.01%             | 2038-07-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                          | Octagon 64 Ltd                                                                                                                             | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2800000 | PA      | $2799126.40   | 0.13%             | 2035-07-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                | Oceanview Mortgage Trust 2025-INV3                                                                                                         | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1371934 | PA      | $1371687.58   | 0.06%             | 2055-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 8 Ltd                                                                                                                   | CUSIP: 67707HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $355490.64    | 0.02%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      260000 | PA      | $254210.53    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1613926.68   | 0.08%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2025 USD Term Loan B                                                                                  | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      195000 | PA      | $188418.75    | 0.01%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1303462.94   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                      | OMNIA Partners LLC 2024 Term Loan B                                                                                                        | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      422875 | PA      | $422980.62    | 0.02%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1475000 | PA      | $1442622.28   | 0.07%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2350000 | PA      | $2210057.97   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                                  | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      750000 | PA      | $677118.74    | 0.03%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      750000 | PA      | $736308.38    | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3783384.28   | 0.18%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       77000 | PA      | $73927.90     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CORP                              | Onex TSG Intermediate Corp 2026 Term Loan B                                                                                                | CUSIP: 68276QAP1<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |     1749000 | PA      | $1759110.97   | 0.08%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneSky Flight, LLC                                      | OneSky Flight LLC 2026 Term Loan B                                                                                                         | CUSIP: 68279FAB3<br>LEI: 549300PM6NEPXGG5B882 | Long             | LON              | CORP              | US        |     1612000 | PA      | $1609985.00   | 0.08%             | 2033-02-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      780000 | PA      | $799257.42    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                                                                                    | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |      755000 | PA      | $724177.32    | 0.03%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                                                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1431028.80   | 0.07%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                          | Option One Mortgage Loan Trust 2005-3                                                                                                      | CUSIP: 68389FHV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $753056.91    | 0.04%             | 2035-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       21983 | NS      | $989454.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $592535.54    | 0.03%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                                                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1552753.39   | 0.07%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                  | Ormat Technologies Inc                                                                                                                     | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208190.00    | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                                 | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     1633460 | PA      | $1636668.51   | 0.08%             | 2028-10-05      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings Inc 2026 Term Loan B                                                                                                        | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      285000 | PA      | $279972.89    | 0.01%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                 | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                                | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4810000 | PA      | $1828446.27   | 0.09%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                           | Osmose Utilities Services Inc Term Loan                                                                                                    | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |     1737656 | PA      | $1711590.74   | 0.08%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                             | Outcomes Group Holdings Inc 2025 Term Loan B                                                                                               | CUSIP: 69002CAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |      628654 | PA      | $629505.19    | 0.03%             | 2031-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                                   | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $424787.44    | 0.02%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                     | Accendra Health Inc                                                                                                                        | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      165000 | PA      | $78644.84     | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Blue Owl Capital Corp                                   | Blue Owl Capital Corp                                                                                                                      | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |      105767 | NS      | $1169783.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1226527 | PA      | $1222270.49   | 0.06%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | Pk Alift Loan Funding 6 LP                                                                                                                 | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1415751 | PA      | $1427931.46   | 0.07%             | 2042-11-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        2796 | NS      | $120200.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1191659.61   | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      290000 | PA      | $292100.88    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                         | PPL Corp                                                                                                                                   | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |        2100 | NS      | $107709.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                 | PPL Capital Funding Inc                                                                                                                    | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      593000 | PA      | $620278.00    | 0.03%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                          | PPM CLO 3 Ltd                                                                                                                              | CUSIP: 69355EAU9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1199386.80   | 0.06%             | 2034-07-17      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                           | Pye-Barker Fire & Safety LLC 2025 Term Loan                                                                                                | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      817800 | PA      | $819759.44    | 0.04%             | 2032-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                           | Pye-Barker Fire & Safety LLC 2025 Delayed Draw Term Loan                                                                                   | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      122200 | PA      | $122492.80    | 0.01%             | 2032-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-4 LLC                                                                                                                            | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      901070 | PA      | $900134.16    | 0.04%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL3 Trust                                                                                                                       | CUSIP: 69382RAA1<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |      922703 | PA      | $898818.40    | 0.04%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL3 Trust                                                                                                                       | CUSIP: 69382RAF0<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |     2630000 | PA      | $2506405.78   | 0.12%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RCF4 LLC                                                                                                                         | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      414473 | PA      | $408026.59    | 0.02%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-7 LLC                                                                                                                            | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910981 | PA      | $908639.68    | 0.04%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-7 LLC                                                                                                                            | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $244436.60    | 0.01%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL11 LLC                                                                                                                        | CUSIP: 69383AAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |      375000 | PA      | $375432.11    | 0.02%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-8 LLC                                                                                                                            | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      951000 | PA      | $947499.75    | 0.04%             | 2030-10-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RPL5 LLC                                                                                                                         | CUSIP: 69383PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2576888 | PA      | $2523545.67   | 0.12%             | 2065-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-NPL3 LLC                                                                                                                         | CUSIP: 69383QAB0<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |      505000 | PA      | $499762.70    | 0.02%             | 2056-02-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-NPL1 LLC                                                                                                                         | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |      974544 | PA      | $967380.57    | 0.05%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-NPL1 LLC                                                                                                                         | CUSIP: 69383TAB4<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |      355000 | PA      | $351269.16    | 0.02%             | 2056-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL8 LLC                                                                                                                         | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $476371.42    | 0.02%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RCF3 LLC                                                                                                                         | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      786565 | PA      | $785589.00    | 0.04%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-5 LLC                                                                                                                            | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900540 | PA      | $899339.54    | 0.04%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-5 LLC                                                                                                                            | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $129870.52    | 0.01%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL10 LLC                                                                                                                        | CUSIP: 69392WAB6<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $361534.92    | 0.02%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL5 Trust                                                                                                                       | CUSIP: 69393AAG2<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      383000 | PA      | $344551.24    | 0.02%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RCF6 LLC                                                                                                                         | CUSIP: 69393BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      926581 | PA      | $918904.29    | 0.04%             | 2055-12-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL14 LLC                                                                                                                        | CUSIP: 69393CAA1<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |      968391 | PA      | $960929.14    | 0.05%             | 2055-12-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL14 LLC                                                                                                                        | CUSIP: 69393CAB9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1038050.00   | 0.05%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-NPL2 LLC                                                                                                                         | CUSIP: 69393DAA9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      488582 | PA      | $485103.32    | 0.02%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-NPL2 LLC                                                                                                                         | CUSIP: 69393DAB7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     1047000 | PA      | $1042685.60   | 0.05%             | 2056-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      515000 | PA      | $498264.70    | 0.02%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAF6<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      528000 | PA      | $510603.96    | 0.02%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAG4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $304582.32    | 0.01%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-6 LLC                                                                                                                            | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      897748 | PA      | $896491.82    | 0.04%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1216929.10   | 0.06%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2816800.13   | 0.13%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LLC                            | Phoenix Aviation Capital LLC Term Loan B                                                                                                   | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $493125.00    | 0.02%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                      | Banc of California                                                                                                                         | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |      350000 | PA      | $350875.00    | 0.02%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                                 | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      650000 | PA      | $647873.27    | 0.03%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2025-R2                                                                                                       | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      518939 | PA      | $519658.28    | 0.02%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2025-5                                                                                                        | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2499903 | PA      | $2504971.20   | 0.12%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya Ai Debt Grantor Trust 2025-6                                                                                                        | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1699843 | PA      | $1688114.41   | 0.08%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2018-1 Ltd                                                                                                               | CUSIP: 69689GAE7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |      285000 | PA      | $250501.32    | 0.01%             | 2037-04-18      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3175000 | PA      | $3382629.13   | 0.16%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                     | Paradigm Parent LLC 1st Lien Term Loan                                                                                                     | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |      621875 | PA      | $513824.22    | 0.02%             | 2032-04-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   645000000 | PA      | $98304.70     | 0.00%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      834000 | PA      | $867693.60    | 0.04%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  7075000000 | PA      | $1081492.56   | 0.05%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                            | Parsons Corp                                                                                                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1016095.00   | 0.05%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                               | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $977049.30    | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                              | Paysafe Holdings (US) Corp EUR Term Loan B2                                                                                                | CUSIP: 70451NAC0<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1031699.32   | 0.05%             | 2028-06-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                    | Peace Park CLO Ltd                                                                                                                         | CUSIP: 70470NAJ2<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $705093.17    | 0.03%             | 2038-10-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1150000 | PA      | $1072615.70   | 0.05%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                  | Penn Entertainment Inc                                                                                                                     | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $116680.69    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                  | PENN Entertainment Inc 2022 Term Loan B                                                                                                    | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      544344 | PA      | $547406.42    | 0.03%             | 2029-05-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      325000 | PA      | $313955.64    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     2183715 | PA      | $1866165.56   | 0.09%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                 | Perenti Finance Pty Ltd                                                                                                                    | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $256806.04    | 0.01%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $672965.58    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      876000 | PA      | $878712.97    | 0.04%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Performance Health & Wellness                           | Performance Health & Wellness 2025 Term Loan B                                                                                             | CUSIP: 71377KAD3<br>LEI: 254900ZAQ0N9AHY1Q982 | Long             | LON              | CORP              | US        |      774150 | PA      | $758667.00    | 0.04%             | 2032-03-19      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                        | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      440000 | PA      | $376354.00    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9124000 | PA      | $2862788.25   | 0.14%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                  | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1200000 | PA      | $1149359.03   | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                  | CUSIP: 71568PAZ2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1200000 | PA      | $1165764.37   | 0.05%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.                 | Petco Health and Wellness Company Inc 2026 Term Loan B                                                                                     | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     1330000 | PA      | $1302568.75   | 0.06%             | 2031-02-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                 | Petco Health & Wellness Co Inc                                                                                                             | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44969.14     | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3600000 | PA      | $2838070.44   | 0.13%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      480000 | PA      | $383397.72    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2495000 | PA      | $2387335.81   | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2140000 | PA      | $2439482.30   | 0.12%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2025 USD Term Loan B                                                                                                          | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     2096104 | PA      | $2086933.45   | 0.10%             | 2032-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                       | Parexel International Corporation 2025 Repriced Term Loan B                                                                                | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      299250 | PA      | $298705.96    | 0.01%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                      | Pinnacle Buyer LLC Term Loan                                                                                                               | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      941190 | PA      | $942659.66    | 0.04%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                      | Pinnacle Buyer LLC Delayed Draw Term Loan                                                                                                  | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      181452 | PA      | $181621.81    | 0.01%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                  | Planet Financial Group LLC                                                                                                                 | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1752120.45   | 0.08%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                        | Plano HoldCo Inc Term Loan B                                                                                                               | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |      741250 | PA      | $600412.52    | 0.03%             | 2031-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                   | Playtika Holding Corp                                                                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      160000 | PA      | $125024.00    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pluto Acquisition I Inc                                 | Pluto Acquisition I Inc 2024 First Out Superpriority Term Loan                                                                             | CUSIP: 72941DAH5<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |      450000 | PA      | $455062.50    | 0.02%             | 2028-06-20      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                              | Point Securitization Trust 2025-2                                                                                                          | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $325332.15    | 0.02%             | 2055-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                              | Point Securitization Trust 2025-1                                                                                                          | CUSIP: 73072DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $680545.63    | 0.03%             | 2055-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                              | Point Securitization Trust 2026-1                                                                                                          | CUSIP: 73072JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $228268.82    | 0.01%             | 2056-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     2124345 | PA      | $1860250.80   | 0.09%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAJ5<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |     1150000 | PA      | $1147987.50   | 0.05%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1955008.42   | 0.09%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2381755.27   | 0.11%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                     | Artera Services LLC 2024 Term Loan                                                                                                         | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      116957 | PA      | $99384.47     | 0.00%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                                 | Prairie ECI Acquiror LP 2026 Repriced Term Loan B                                                                                          | CUSIP: 73955HAG9<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |      405908 | PA      | $407429.84    | 0.02%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Pre-Paid Legal Services Inc                             | Pre-Paid Legal Services Inc 2021 Term Loan                                                                                                 | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |      885188 | PA      | $771441.70    | 0.04%             | 2028-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                 | Precision Drilling Corp                                                                                                                    | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |      295000 | PA      | $297355.87    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                                        | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |      434609 | PA      | $434220.68    | 0.02%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL7 LLC                                                                                                                         | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |     1081140 | PA      | $1084002.17   | 0.05%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL7 LLC                                                                                                                         | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |      725000 | PA      | $727914.43    | 0.03%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL6 LLC                                                                                                                         | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |      899031 | PA      | $901088.45    | 0.04%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL6 LLC                                                                                                                         | CUSIP: 740936AB5<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |      590000 | PA      | $592446.79    | 0.03%             | 2055-06-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL9 LLC                                                                                                                         | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |      928478 | PA      | $929983.62    | 0.04%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL9 LLC                                                                                                                         | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |      755000 | PA      | $757312.34    | 0.04%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                        | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      335000 | PA      | $307285.25    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL3 LLC                                                                                                                         | CUSIP: 74143HAB1<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |     1305000 | PA      | $1307669.14   | 0.06%             | 2055-04-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAA4<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     1725631 | PA      | $1729694.95   | 0.08%             | 2055-05-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     1335000 | PA      | $1338718.24   | 0.06%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL13 LLC                                                                                                                        | CUSIP: 74143UAA4<br>LEI: 254900YK6WRDXT44WO59 | Long             | ABS-O            | CORP              | US        |     1698112 | PA      | $1687401.06   | 0.08%             | 2055-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL13 LLC                                                                                                                        | CUSIP: 74143UAB2<br>LEI: 254900YK6WRDXT44WO59 | Long             | ABS-O            | CORP              | US        |      366000 | PA      | $348030.43    | 0.02%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL6 Trust                                                                                                                       | CUSIP: 74143YAB4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $690388.40    | 0.03%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL6 Trust                                                                                                                       | CUSIP: 74143YAG3<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $960245.00    | 0.05%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1504657.75   | 0.07%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                       | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1020995.33   | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                       | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1368202.29   | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                       | PRIO Luxembourg Holding Sarl                                                                                                               | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $584400.00    | 0.03%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                | Proampac PG Borrower LLC 2026 USD Term Loan B                                                                                              | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      500000 | PA      | $484062.50    | 0.02%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                       | PROG Holdings Inc                                                                                                                          | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |      290000 | PA      | $275734.90    | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                             | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                                     | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      580612 | PA      | $560874.58    | 0.03%             | 2031-07-16      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                      | Project Ruby Ultimate Parent Corp 2025 Term Loan B                                                                                         | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |     1106471 | PA      | $1102551.40   | 0.05%             | 2028-03-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Project Castle Inc                                      | Project Castle Inc Term Loan B                                                                                                             | CUSIP: 74339YAB8<br>LEI: 254900DCEJ6U69AEM264 | Long             | LON              | CORP              | US        |      989744 | PA      | $537244.70    | 0.03%             | 2029-06-01      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2025 Repriced Term Loan                                                                                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     2242006 | PA      | $2173815.79   | 0.10%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2026-2 LLC                                                                                                                            | CUSIP: 74390XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $560562.80    | 0.03%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      640000 | PA      | $655616.00    | 0.03%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RPL4 LLC                                                                                                                         | CUSIP: 74448NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $750731.98    | 0.04%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2026-1 LLC                                                                                                                            | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      980486 | PA      | $970882.92    | 0.05%             | 2031-02-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2026-1 LLC                                                                                                                            | CUSIP: 74449BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $276632.16    | 0.01%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-3                                                                                                                                | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      798284 | PA      | $796633.41    | 0.04%             | 2030-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PushPay USA Inc                                         | PushPay USA Inc 2025 Repriced Term Loan                                                                                                    | CUSIP: 74646HAE7<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |     1733122 | PA      | $1698459.42   | 0.08%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc Term Loan B                                                                                                          | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |     1017450 | PA      | $1017450.00   | 0.05%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160390.56    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      226000 | PA      | $228799.46    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      600000 | PA      | $612519.60    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                                                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1882122 | PA      | $1880422.62   | 0.09%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                        | QuidelOrtho Corp Term Loan                                                                                                                 | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      746250 | PA      | $746250.00    | 0.04%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1500302.54   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3074701.59   | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1514458.35   | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2025-CES6                                                                                                              | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1697247 | PA      | $1704133.66   | 0.08%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                        | RCO VIII Mortgage LLC 2025-3                                                                                                               | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $150400.59    | 0.01%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                                                                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      301000 | PA      | $282132.15    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2155000 | PA      | $2248147.72   | 0.11%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 40 LTD                                                                                                                                  | CUSIP: 749758AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $538699.15    | 0.03%             | 2038-07-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| RXBENEFITS INC                                          | RxBenefits Inc 2025 Term Loan                                                                                                              | CUSIP: 74980MAH3<br>LEI: 25490096I1KYBKEVNJ51 | Long             | LON              | CORP              | US        |     1486000 | PA      | $1484142.50   | 0.07%             | 2030-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                 | Rfna LP                                                                                                                                    | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |      475000 | PA      | $454357.89    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                                                                                  | CUSIP: 74989QAJ1<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990221.00    | 0.05%             | 2041-04-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                   | Rackspace Finance LLC                                                                                                                      | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |      160000 | PA      | $80000.00     | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                          | Rad CLO 12 Ltd                                                                                                                             | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1875000 | PA      | $1729481.25   | 0.08%             | 2040-07-30      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1700326.00   | 0.08%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                 | Railworks Holdings LP / Railworks Rally Inc                                                                                                | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1504201.05   | 0.07%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      865000 | PA      | $922687.49    | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1540957.50   | 0.07%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                | RASC Series 2006-KS2 Trust                                                                                                                 | CUSIP: 75406BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1160000 | PA      | $1147910.13   | 0.05%             | 2036-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                                                                             | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3271000 | PA      | $3156211.12   | 0.15%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-2                                                                                                                     | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      294727 | PA      | $295975.14    | 0.01%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-2                                                                                                                     | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1603508.96   | 0.08%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach Abs Trust 2026-1                                                                                                                     | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2192684.34   | 0.10%             | 2033-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                                 | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4060000 | PA      | $1645903.70   | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                                                                                         | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      115000 | PA      | $117932.50    | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                                 | Regatta 33 Funding Ltd                                                                                                                     | CUSIP: 75890CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997653.00    | 0.05%             | 2038-07-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                                   | Resilience Parent LLC 1st Lien Term Loan                                                                                                   | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1145000 | PA      | $1141135.63   | 0.05%             | 2033-02-28      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                    | LifePoint Health Inc 2024 Incremental Term Loan B1                                                                                         | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     1732456 | PA      | $1733538.93   | 0.08%             | 2031-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2024-2                                                                                                                               | CUSIP: 75975DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      699292 | PA      | $674817.21    | 0.03%             | 2060-11-20      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| RENEW TREAS IFSC PVT LTD                                | Renew Treasury Ifsc Pvt Ltd                                                                                                                | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      700000 | PA      | $680387.79    | 0.03%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                       | Upbound Group Inc                                                                                                                          | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      295000 | PA      | $286140.68    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                            | CUSIP: 76089MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129680 | PA      | $129710.81    | 0.01%             | 2026-07-27      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                            | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $702329.32    | 0.03%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    40233055 | PA      | $1010849.94   | 0.05%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc 2022 Incremental Term Loan                                                                                        | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |      377219 | PA      | $376589.95    | 0.02%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      500000 | PA      | $498500.00    | 0.02%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      650000 | PA      | $638950.00    | 0.03%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                                                                            | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      155000 | PA      | $162288.72    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                                                            | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $248362.95    | 0.01%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                         | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      300000 | PA      | $321937.50    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                         | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      650000 | PA      | $624130.00    | 0.03%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      900000 | PA      | $880665.39    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                     | Rocket Software Inc 2023 USD Term Loan B                                                                                                   | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      748490 | PA      | $719672.78    | 0.03%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $1883544.39   | 0.09%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      501000 | PA      | $500771.17    | 0.02%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2022-1 Ltd                                                                                                              | CUSIP: 77340JAL9<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1900950.00   | 0.09%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      900000 | PA      | $852994.40    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      720000 | PA      | $762058.00    | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romark Credit Funding I, Ltd.                           | Romark Credit Funding Ltd                                                                                                                  | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2617706.00   | 0.12%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                                       | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $365704.20    | 0.02%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 23 Ltd                                                                                                                                  | CUSIP: 78111FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      260000 | PA      | $254379.32    | 0.01%             | 2037-07-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Runway Growth Finance Corp                              | Runway Growth Finance Corp                                                                                                                 | CUSIP: 78163D100<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EC               | CORP              | US        |       71216 | NS      | $489253.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                                                                                         | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      750000 | PA      | $741877.20    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc 2025 Repriced Term Loan B                                                                                           | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      644188 | PA      | $643528.88    | 0.03%             | 2029-01-31      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                | SGH2 LLC 2025 USD Term Loan B                                                                                                              | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2494465 | PA      | $2457048.03   | 0.12%             | 2032-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $741887.48    | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1155174.40   | 0.05%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2022-1                                                                                                       | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $285414.08    | 0.01%             | 2062-03-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                               | Stonepeak 2021-1 ABS                                                                                                                       | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      276454 | PA      | $270377.03    | 0.01%             | 2033-02-28      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                                                                                   | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1670008.43   | 0.08%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2003-A                                                                                               | CUSIP: 78443CAJ3<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $49244.82     | 0.00%             | 2032-06-15      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2003-B                                                                                               | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $49701.83     | 0.00%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                                    | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230359 | PA      | $208523.41    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                                                                                    | CUSIP: 78449HAC1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     1282013 | PA      | $1299690.03   | 0.06%             | 2056-10-16      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                | SLAM 2025-1 Ltd                                                                                                                            | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2565524 | PA      | $2599491.04   | 0.12%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                               | SLG Office Trust 2026-OMA                                                                                                                  | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1675000 | PA      | $1683513.69   | 0.08%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2026-B                                                                                                    | CUSIP: 78451PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2986346.34   | 0.14%             | 2056-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280398.44    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1200802.80   | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                 | State Street Blackstone Senior Loan ETF                                                                                                    | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |      224800 | NS      | $9023472.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Room Holdings Inc                               | Digital Room Holdings Inc 2021 Term Loan                                                                                                   | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |     1632608 | PA      | $1575466.58   | 0.07%             | 2028-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien Inc                                       | Salas O'Brien Inc Term Loan                                                                                                                | CUSIP: 79400JAL2<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |      885714 | PA      | $885714.28    | 0.04%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien Inc                                       | Salas O'Brien Inc Delayed Draw Term Loan                                                                                                   | CUSIP: 79400JAM0<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |      114286 | PA      | $114571.43    | 0.01%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                          | Salesforce Inc                                                                                                                             | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      265000 | PA      | $266097.56    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                                                                                | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      800000 | PA      | $848268.03    | 0.04%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                            | Sanmina Corp Term Loan B                                                                                                                   | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      540000 | PA      | $541350.00    | 0.03%             | 2032-10-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust               | Santander Mortgage Asset Receivable Trust 2025-NQM2                                                                                        | CUSIP: 802638AA4<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |      841464 | PA      | $846873.47    | 0.04%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                                                      | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350106 | PA      | $1387224.92   | 0.07%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $250474.05    | 0.01%             | 2034-01-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      860000 | PA      | $858319.22    | 0.04%             | 2034-01-16      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                  | Prometric Holdings Inc 2025 Term Loan B                                                                                                    | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |     1603319 | PA      | $1598558.81   | 0.08%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                    | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |      235000 | PA      | $246132.66    | 0.01%             | 2029-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2200000 | PA      | $2171875.75   | 0.10%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4630000 | PA      | $4437644.98   | 0.21%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                                                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $984931.70    | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2299276.11   | 0.11%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1052000 | PA      | $973831.46    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $225087.53    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Sculptor CLO Ltd                                        | Sculptor CLO XXX Ltd                                                                                                                       | CUSIP: 81124NAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $448179.75    | 0.02%             | 2038-07-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                        | Sculptor CLO XXVII Ltd                                                                                                                     | CUSIP: 81124UBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1995202.00   | 0.09%             | 2037-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                    | Seadrill Finance Ltd                                                                                                                       | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $620920.90    | 0.03%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                                                                                    | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1600000 | PA      | $1597999.20   | 0.08%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       62000 | PA      | $294558.90    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                                         | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      500000 | PA      | $506577.79    | 0.02%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                | Secretariat Advisors LLC 2025 Term Loan B                                                                                                  | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1337989 | PA      | $1317919.46   | 0.06%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                                                                                       | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      162832 | PA      | $160389.29    | 0.01%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      811936 | PA      | $797872.87    | 0.04%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                                                                                        | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1054200.80   | 0.05%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SEMTECH CORP                                            | Semtech Corp                                                                                                                               | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      706000 | PA      | $790896.50    | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                                     | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        1625 | NS      | $33475.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190910.67    | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                              | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1315605.32   | 0.06%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      700000 | PA      | $637731.69    | 0.03%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1471887.36   | 0.07%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                     | Shift4 Payments LLC 2025 Repriced Term Loan B                                                                                              | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |      164588 | PA      | $164510.31    | 0.01%             | 2032-07-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                 | Silk Road Group Holding LLC                                                                                                                | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     1070000 | PA      | $1068006.70   | 0.05%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                                                             | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $529694.56    | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2158468.07   | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1095971.58   | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                            | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $509259.53    | 0.02%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                                              | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      264000 | PA      | $264606.76    | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending Inc                      | Sixth Street Specialty Lending Inc                                                                                                         | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |       30000 | NS      | $551400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO XX Ltd                                                                                                                    | CUSIP: 83012RAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $241613.00    | 0.01%             | 2038-07-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO VIII Ltd                                                                                                                  | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2497110.00   | 0.12%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO 29 Ltd                                                                                                                    | CUSIP: 83013CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $371780.98    | 0.02%             | 2038-07-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO 29 Ltd                                                                                                                    | CUSIP: 83013CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      940000 | PA      | $660350.94    | 0.03%             | 2038-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO 32 Ltd                                                                                                                    | CUSIP: 83013EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $401861.20    | 0.02%             | 2039-04-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                                                                                    | CUSIP: 831943AB1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      964542 | PA      | $974127.27    | 0.05%             | 2056-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                                                                                    | CUSIP: 83207QAE9<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1279498.75   | 0.06%             | 2053-07-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-B                                                                                                    | CUSIP: 83208BAA9<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     2004142 | PA      | $2007101.57   | 0.09%             | 2053-03-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1490407.25   | 0.07%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                           | Snowflake Inc                                                                                                                              | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      448000 | PA      | $549068.80    | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204252.27    | 0.01%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $270163.90    | 0.01%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                                                                                          | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      357000 | PA      | $447588.75    | 0.02%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                               | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995834.60    | 0.05%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1500000 | PA      | $1495618.73   | 0.07%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      650000 | PA      | $600572.44    | 0.03%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3225000 | PA      | $2954496.68   | 0.14%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      111000 | PA      | $114348.87    | 0.01%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                              | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1203093.35   | 0.06%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                            | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       13225 | NS      | $329170.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      958000 | PA      | $975865.55    | 0.05%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                                | Southwick Park CLO LLC                                                                                                                     | CUSIP: 84604YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1805000 | PA      | $1716008.09   | 0.08%             | 2032-07-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                    | Sovos Compliance LLC 2025 Repriced Term Loan B                                                                                             | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |      800000 | PA      | $758856.80    | 0.04%             | 2029-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                      | Ahlstrom Holding 3 Oy                                                                                                                      | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $586700.32    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                                  | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     2503676 | PA      | $2157855.92   | 0.10%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      341000 | PA      | $296375.38    | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                                                                               | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24811 | NS      | $6202.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUST                         | Spruce Hill Mortgage Loan Trust 2020-SH1                                                                                                   | CUSIP: 85209FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $870591.42    | 0.04%             | 2050-01-28      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2291031.61   | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                                  | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      975000 | PA      | $959900.68    | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500701.00    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1155389.25   | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      500000 | PA      | $462794.65    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      402000 | PA      | $416974.90    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                                                                                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |      450000 | PA      | $381749.85    | 0.02%             | 2032-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      620000 | PA      | $639144.98    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      500000 | PA      | $494375.45    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                        | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1215097.00   | 0.06%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1336184.50   | 0.06%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| STONEBRIAR ABF LLC                                      | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2063000 | PA      | $2133775.34   | 0.10%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                               | Stonepeak Nile Parent LLC 2025 Term Loan B                                                                                                 | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      573682 | PA      | $573284.15    | 0.03%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Stonepeak Bayou Holdings LP                             | Stonepeak Bayou Holdings LP Term Loan B                                                                                                    | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $971250.00    | 0.05%             | 2032-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                | Stonex Escrow Issuer LLC                                                                                                                   | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $222491.94    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                   | Stonepeak Nile Parent LLC                                                                                                                  | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      800000 | PA      | $834401.60    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc               | Structured Asset Mortgage Investments II Trust 2005-AR2                                                                                    | CUSIP: 86359LJB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210279 | PA      | $161556.77    | 0.01%             | 2045-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc         | Student Transportation of America Holdings Inc 2025 Term Loan                                                                              | CUSIP: 86388BAE6<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |      242026 | PA      | $242933.71    | 0.01%             | 2032-06-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc         | Student Transportation of America Holdings, Inc 2025 Delayed Draw Term Loan                                                                | CUSIP: 86388BAF3<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |      100000 | PA      | $100375.00    | 0.00%             | 2032-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                                  | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $233517.72    | 0.01%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                                              | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $288149.96    | 0.01%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                       | Sunbit Asset Securitization Trust 2025-1                                                                                                   | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $801251.92    | 0.04%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      300000 | PA      | $271009.02    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      597000 | PA      | $600075.74    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                                  | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1195341.96   | 0.06%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                                  | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      420000 | PA      | $416930.26    | 0.02%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                                  | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1147000.77   | 0.05%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      104000 | PA      | $83185.23     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      553000 | PA      | $406391.53    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                                | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3373141.88   | 0.16%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                           | Synaptics Inc                                                                                                                              | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $947762.30    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                                        | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       11425 | NS      | $287681.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250414.50    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                         | Star Parent Inc Term Loan B                                                                                                                | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     3070444 | PA      | $3036930.41   | 0.14%             | 2030-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 52 Ltd                                                                                                                        | CUSIP: 87170MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1397937.80   | 0.07%             | 2036-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                 | TGS ASA                                                                                                                                    | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $629020.30    | 0.03%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc 2026 Term Loan                                                                                                            | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1330899 | PA      | $1326739.60   | 0.06%             | 2030-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       12825 | NS      | $272531.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2332667.00   | 0.11%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                             | TPG CLO 2025-1 Ltd                                                                                                                         | CUSIP: 87268KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997199.00    | 0.05%             | 2038-07-15      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                  | Takeoff Merger Sub Inc                                                                                                                     | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |      600000 | PA      | $596991.93    | 0.03%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC 2025 Term Loan B                                                                                                   | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      199500 | PA      | $199905.18    | 0.01%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995521.30    | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159049.80    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                | Team Health Holdings Inc 2026 Repriced Term Loan B                                                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     1688264 | PA      | $1684796.06   | 0.08%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                        | Teine Energy Ltd                                                                                                                           | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |     3030000 | PA      | $3031050.20   | 0.14%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1018000 | PA      | $1054920.26   | 0.05%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1995000 | PA      | $1986521.25   | 0.09%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      120000 | PA      | $133788.84    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                                                 | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      286000 | PA      | $292088.65    | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                           | TEMPUS AI INC                                                                                                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      122000 | PA      | $116601.50    | 0.01%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                   | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                                            | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |      587847 | PA      | $426311.04    | 0.02%             | 2028-08-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                            | Somnigroup International Inc Term Loan B                                                                                                   | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      259997 | PA      | $261175.18    | 0.01%             | 2031-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1060064.72   | 0.05%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      750000 | PA      | $747789.98    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                            | Terawulf Inc                                                                                                                               | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      325000 | PA      | $336509.42    | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                                                   | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      635000 | PA      | $647106.28    | 0.03%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $989495.10    | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                                               | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      240000 | PA      | $239610.97    | 0.01%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                                                                          | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248584.50    | 0.01%             | 2038-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                                                                          | CUSIP: 88238XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $247863.75    | 0.01%             | 2038-07-20      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                   | Thayer Park CLO Ltd                                                                                                                        | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1198142.40   | 0.06%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                            | Thermostat Purchaser III Inc 2024 Term Loan B                                                                                              | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |     1584381 | PA      | $1552693.05   | 0.07%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                         | Thor Industries Inc                                                                                                                        | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |      315000 | PA      | $297592.06    | 0.01%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2031)                                                                                           | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      511141 | PA      | $469610.55    | 0.02%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2032)                                                                                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     1542250 | PA      | $1412122.66   | 0.07%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      440000 | PA      | $429684.33    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                                                                              | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      125000 | PA      | $133272.75    | 0.01%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      690000 | PA      | $736397.81    | 0.03%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                              | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95314.03     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                              | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      760000 | PA      | $701400.96    | 0.03%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2100000 | PA      | $1857080.82   | 0.09%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-4                                                                                                           | CUSIP: 89178BBA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      590000 | PA      | $461518.00    | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2025-CES3                                                                                                        | CUSIP: 891949BU2<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-MBS          | CORP              | US        |     1397531 | PA      | $1396985.83   | 0.07%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust                                                                                                                  | CUSIP: 891959AA6<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |      587082 | PA      | $579588.02    | 0.03%             | 2066-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                       | Transcanada Trust                                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      113000 | PA      | $113191.31    | 0.01%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                       | Transcanada Trust                                                                                                                          | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      424000 | PA      | $415824.35    | 0.02%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1423505.37   | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1936463.05   | 0.09%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                              | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      430000 | PA      | $423460.73    | 0.02%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                                                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1341674 | PA      | $1342985.04   | 0.06%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2024 Term Loan L                                                                                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      997468 | PA      | $998105.73    | 0.05%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan M                                                                                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1816872 | PA      | $1818058.90   | 0.09%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan K                                                                                                             | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     4623465 | PA      | $4627195.83   | 0.22%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc 2026 Term Loan N                                                                                                             | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      820000 | PA      | $821152.92    | 0.04%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                                | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $652550.37    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      725000 | PA      | $775162.75    | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                               | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      320000 | PA      | $327293.44    | 0.02%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      847000 | PA      | $814299.87    | 0.04%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                                                                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      675000 | PA      | $645862.82    | 0.03%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                         | Traverse Midstream Partners LLC 2017 Term Loan                                                                                             | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      715000 | PA      | $715893.75    | 0.03%             | 2028-02-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TREEHOUSE FOODS INC 2026 TERM LOAN B                                                                                                       | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |     2747000 | PA      | $2740132.50   | 0.13%             | 2033-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc                                                                                                                   | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      750000 | PA      | $731005.80    | 0.03%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| SMX Group LLC                                           | SMX Group LLC Term Loan                                                                                                                    | CUSIP: 89617EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1831997 | PA      | $1809097.51   | 0.09%             | 2032-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2021-2 Ltd                                                                                                                   | CUSIP: 89624UAN2<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1298992.50   | 0.06%             | 2034-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2025-1 Ltd                                                                                                                   | CUSIP: 89625AAA3<br>LEI: 254900F7449TAF4K0V04 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244767.50    | 0.01%             | 2038-04-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                           | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      165000 | PA      | $160301.30    | 0.01%             | 2031-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      857000 | PA      | $897324.42    | 0.04%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $3949062.50   | 0.19%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                              | Tronox Inc                                                                                                                                 | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289915.70    | 0.01%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| Tronox Finance LLC                                      | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                               | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      123733 | PA      | $94888.00     | 0.00%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                                                                                       | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                        | Trucordia Insurance Holdings LLC Term Loan B                                                                                               | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |       99500 | PA      | $92037.50     | 0.00%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                            | TruGreen Limited Partnership 2020 Term Loan                                                                                                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     1236546 | PA      | $1180901.11   | 0.06%             | 2027-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2360000 | PA      | $2329910.00   | 0.11%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                                                 | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              |  | MX        |      397000 | PA      | $362617.82    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1488741 | PA      | $1423861.25   | 0.07%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2570000 | PA      | $2479699.81   | 0.12%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1037000 | PA      | $1039368.75   | 0.05%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                      | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4565000 | PA      | $4583166.97   | 0.22%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                                                                                   | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138496.50    | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                                                                          | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |      260000 | PA      | $284985.74    | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      300000 | PA      | $287100.48    | 0.01%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TWILIO INC                                              | Twilio Inc                                                                                                                                 | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      600000 | PA      | $560121.00    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $490866.40    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      291000 | PA      | $327840.31    | 0.02%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      680000 | PA      | $725189.55    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                              | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                                  | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     1328316 | PA      | $1329077.20   | 0.06%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C7                                                                                                      | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187461 | PA      | $185285.41    | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1369438.60   | 0.06%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1841834.11   | 0.09%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                       | US Renal Care Inc 2023 Superpriority Term Loan                                                                                             | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     3020606 | PA      | $2843145.50   | 0.13%             | 2028-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                     | UPG HI 2025-2 Issuer Trust                                                                                                                 | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1391173 | PA      | $1384042.46   | 0.07%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan C                                                                                                                   | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      718609 | PA      | $717036.90    | 0.03%             | 2030-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                                                                                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      792817 | PA      | $791117.60    | 0.04%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                                           | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $455762.75    | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      709000 | PA      | $853813.25    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                                                                                          | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |      171500 | PA      | $143202.50    | 0.01%             | 2028-06-28      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                                                                                | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1692772.20   | 0.08%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                                      | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1535828 | PA      | $1110884.07   | 0.05%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                                                                           | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      650000 | PA      | $658255.35    | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                              | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      285000 | PA      | $284596.31    | 0.01%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                 | United Airlines 2016-2 Class A Pass Through Trust                                                                                          | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105387 | PA      | $101040.21    | 0.00%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2900000 | PA      | $2888110.00   | 0.14%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1850000 | PA      | $1736872.50   | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $401940.00    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $490000.00    | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1481000 | PA      | $1450269.25   | 0.07%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                                           | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1238993.82   | 0.06%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       35000 | PA      | $34947.20     | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7100000 | PA      | $7069196.80   | 0.33%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       25000 | PA      | $24822.90     | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       10000 | PA      | $9999.00      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       10000 | PA      | $9970.80      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      240000 | PA      | $239127.00    | 0.01%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      115000 | PA      | $114421.41    | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      180000 | PA      | $179764.37    | 0.01%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      140000 | PA      | $139619.32    | 0.01%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2624000 | PA      | $2615040.64   | 0.12%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      215000 | PA      | $213960.83    | 0.01%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      232000 | PA      | $230710.99    | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1404000 | PA      | $1391393.84   | 0.07%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31575000 | PA      | $34373580.98  | 1.62%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4525000 | PA      | $4483992.19   | 0.21%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12579045 | PA      | $9701611.22   | 0.46%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       34000 | PA      | $26044.53     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      961362 | PA      | $544880.88    | 0.03%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8250000 | PA      | $4534599.63   | 0.21%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5724140.64   | 0.27%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18165000 | PA      | $17853498.59  | 0.84%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13545000 | PA      | $13193147.49  | 0.62%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3530000 | PA      | $3405346.88   | 0.16%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       80000 | PA      | $78037.50     | 0.00%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14890000 | PA      | $15279990.09  | 0.72%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6865000 | PA      | $6831345.44   | 0.32%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14645000 | PA      | $14538022.81  | 0.69%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                                | United Talent Agency LLC 2025 Repriced Term Loan B                                                                                         | CUSIP: 91301QAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      900000 | PA      | $902250.00    | 0.04%             | 2032-06-10      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $846123.66    | 0.04%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      498000 | PA      | $507561.98    | 0.02%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| UNITY SOFTWARE INC                                      | Unity Software Inc                                                                                                                         | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      775000 | PA      | $773527.50    | 0.04%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | REVERSE REPO BARCLAYS                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -995256 | PA      | $-995255.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2162474.95   | 0.10%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                            | Univision Communications Inc 2022 First Lien Term Loan B                                                                                   | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      247429 | PA      | $246913.92    | 0.01%             | 2029-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                            | Univision Communications Inc 2024 Term Loan B                                                                                              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     1833111 | PA      | $1818791.07   | 0.09%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                           | Urban One Inc                                                                                                                              | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |       92000 | PA      | $37720.00     | 0.00%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      432217 | PA      | $11488.10     | 0.00%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                              | USALCO LLC 2025 Term Loan                                                                                                                  | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     1346203 | PA      | $1344520.07   | 0.06%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                              | USALCO LLC 2025 Delayed Draw Term Loan                                                                                                     | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      140216 | PA      | $140041.11    | 0.01%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                                                                                    | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      245000 | PA      | $245485.59    | 0.01%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                   | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1552578.98   | 0.07%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                          | VCAT 2026-NPL1 LLC                                                                                                                         | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      943184 | PA      | $938615.38    | 0.04%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                        | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2066021.58   | 0.10%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                        | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125764.05    | 0.01%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                          | VOC Escrow Ltd                                                                                                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      420000 | PA      | $418470.19    | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                     | VM Consolidated Inc                                                                                                                        | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1674980.81   | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                            | VT Topco Inc 2024 1st Lien Term Loan B                                                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |      995960 | PA      | $967532.92    | 0.05%             | 2030-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                            | VT Topco Inc                                                                                                                               | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508785.00    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $1887976.20   | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $471749.45    | 0.02%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                                 | Highspring Holdings LLC 2022 Term Loan                                                                                                     | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      348182 | PA      | $240463.07    | 0.01%             | 2029-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                                | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     1075000 | PA      | $1114458.95   | 0.05%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      758000 | PA      | $746630.00    | 0.04%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                 | Valley National Bancorp                                                                                                                    | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |      305000 | PA      | $292961.30    | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc Term Loan B                                                                                                                  | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |      324188 | PA      | $325774.72    | 0.02%             | 2032-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                      | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                                 | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |      998250 | PA      | $995546.74    | 0.05%             | 2031-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $359588.04    | 0.02%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      605000 | PA      | $613388.65    | 0.03%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: —       |
| VELOCITY COM CAP LLC                                    | Velocity Commercial Capital LLC                                                                                                            | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1966026.52   | 0.09%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2315000 | PA      | $1111200.00   | 0.05%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      750000 | PA      | $824841.75    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      330000 | PA      | $370062.99    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208615.86    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1080998.04   | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      750000 | PA      | $771732.00    | 0.04%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1380096.15   | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1008053.53   | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2532820.95   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      599000 | PA      | $623256.71    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1839058.98   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3803652.12   | 0.18%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                    | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $151850.55    | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                    | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $80752.39     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                              | Verus Securitization Trust 2026-R1                                                                                                         | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |      979906 | PA      | $972022.66    | 0.05%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FUTURES GOLDMAN COC                                     | FUTURES GOLDMAN COC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     2112000 | NS      | $2112000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100373.66    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                 | Versant Media Group Inc Term Loan B                                                                                                        | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |     2581000 | PA      | $2582383.42   | 0.12%             | 2031-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199621.20    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-R1                                                                                                         | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |      881977 | PA      | $884786.61    | 0.04%             | 2065-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      574000 | PA      | $347466.40    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                           | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $972728.92    | 0.05%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                           | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      500000 | PA      | $463354.21    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                              | Viant Medical Holdings Inc 2024 Term Loan B                                                                                                | CUSIP: 92556MAB2<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |     1831952 | PA      | $1832142.89   | 0.09%             | 2031-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1825000 | PA      | $1774115.00   | 0.08%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                  | Victoria's Secret & Co                                                                                                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      772000 | PA      | $736231.62    | 0.03%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICTORY BUYER LLC                                       | Victory Buyer LLC 2026 Term Loan B                                                                                                         | CUSIP: 92643PAD6<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |      745000 | PA      | $745776.29    | 0.04%             | 2033-02-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                                                                                        | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1736024.85   | 0.08%             | 2031-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1100000 | PA      | $1161028.00   | 0.05%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      270000 | PA      | $266767.25    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                   | Virgin Media O2 Vendor Financing Notes VI DAC                                                                                              | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |      468000 | PA      | $409550.03    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $205138.93    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCGSCHUS9 HSBC COC USD                                  | CCGSCHUS9 HSBC COC USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     1614000 | NS      | $1614000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      649000 | PA      | $561198.93    | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      397000 | PA      | $388181.56    | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VistaJet Malta Finance P.L.C.                           | VistaJet Malta Finance PLC 2025 Term Loan B                                                                                                | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      915750 | PA      | $907451.47    | 0.04%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $773742.69    | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2498150.71   | 0.12%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $210275.72    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196321.11    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2025-3 Ltd                                                                                                                        | CUSIP: 92891YAA2<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246579.00    | 0.01%             | 2038-07-20      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                                                                                          | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      650000 | PA      | $637794.87    | 0.03%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions LLC                               | Liquid Tech Solutions LLC 2025 Delayed Draw Term Loan                                                                                      | CUSIP: 92917SAH0<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |      126780 | PA      | $126304.76    | 0.01%             | 2032-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions LLC                               | Liquid Tech Solutions LLC 2025 Term Loan                                                                                                   | CUSIP: 92917SAJ6<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |     1238220 | PA      | $1233576.49   | 0.06%             | 2032-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      500000 | PA      | $519419.50    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC Repriced Term Loan B                                                                                                    | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     1741261 | PA      | $1731778.02   | 0.08%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                                                                             | CUSIP: 92925GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237427 | PA      | $212460.93    | 0.01%             | 2036-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      761000 | PA      | $942308.25    | 0.04%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      195000 | PA      | $202556.25    | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1198731.13   | 0.06%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      309000 | PA      | $301363.16    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      600000 | PA      | $583218.00    | 0.03%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WBHT Commercial Mortgage Trust 2025-WBM                                                                                                    | CUSIP: 92943QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1155000 | PA      | $1150647.49   | 0.05%             | 2042-06-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $256749.33    | 0.01%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2025-1 Ltd                                                                                                                        | CUSIP: 92945LAA6<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244562.50    | 0.01%             | 2038-04-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      275000 | PA      | $241273.18    | 0.01%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WHARF Commercial Mortgage Trust                         | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475000 | PA      | $476970.25    | 0.02%             | 2040-07-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        8385 | NS      | $141536.51    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      850000 | PA      | $206309.48    | 0.01%             | 2037-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCMYIIUS1 SWBC MORGAN STANLEY                           | CCMYIIUS1 SWBC MORGAN STANLEY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -500000 | NS      | $-500000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1759614.99   | 0.08%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER                                | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4000000 | PA      | $235660.58    | 0.01%             | 2027-07-11      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Armorica Lux Sarl                                       | Armorica Lux Sarl EUR Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: 984500CDA495DT2DBE41 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1114753.34   | 0.05%             | 2028-07-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd                     | Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1345120 | PA      | $637183.52    | 0.03%             | 2033-12-17      | Fixed         | 4.31%                 | Yes           |                  3 | On Loan: No      |
| MRI Software LLC                                        | MRI Software LLC 2020 Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 549300LNQ2G4DKR9QR85 | Long             | LON              | CORP              | US        |      649185 | PA      | $649185.13    | 0.03%             | 2028-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MRI Software LLC                                        | MRI Software LLC 2020 Revolver                                                                                                             | CUSIP: 000000000<br>LEI: 549300LNQ2G4DKR9QR85 | Long             | LON              | CORP              | US        |      133340 | PA      | $129006.14    | 0.01%             | 2028-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASSERMAN MEDIA GROUP LLC                               | Wasserman Media Group LLC Repriced Term Loan B                                                                                             | CUSIP: 94105CAN0<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |      144638 | PA      | $143552.72    | 0.01%             | 2032-06-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                | ARCTIC CANADIAN DIAMONDS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        1282 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Laseraway Intermediate Holdings II LLC                  | Laseraway Intermediate Holdings II LLC Term Loan                                                                                           | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |     1670989 | PA      | $1664723.00   | 0.08%             | 2027-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                             | Wayfair LLC                                                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1542839.55   | 0.07%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      725000 | PA      | $741253.78    | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WeddingWire Inc                                         | WeddingWire Inc 2024 Term Loan B                                                                                                           | CUSIP: 94847DAJ0<br>LEI: 5493008BZQSUX5N9Q439 | Long             | LON              | CORP              | US        |     1254625 | PA      | $1077932.17   | 0.05%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                                                                                      | CUSIP: 94983RAD6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      118871 | PA      | $117449.70    | 0.01%             | 2036-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C37                                                                                             | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1769939.54   | 0.08%             | 2049-12-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                                                                           | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      280000 | PA      | $581420.00    | 0.03%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      750000 | PA      | $764716.50    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                                     | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94670.44     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                                     | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187596.31    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nuuday AS                                               | Nuuday AS EUR Term Loan B                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003B50SM3XIJDQ79 | Long             | LON              | CORP              | DK        |     1000000 | PA      | $1155800.46   | 0.05%             | 2028-02-03      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Albea Beauty Holdings SA                                | Albea Beauty Holdings SA 2023 EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 2221000LVW3T1WSQUG17 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1049461.63   | 0.05%             | 2027-12-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ENVIVA EQUITY                                           | ENVIVA EQUITY                                                                                                                              | CUSIP: 000000000<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |       25000 | NS      | $468750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      305000 | PA      | $293022.65    | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WEX INC                                                 | WEX Inc                                                                                                                                    | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      820000 | PA      | $803892.66    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                 | WEX Inc 2024 Term Loan B2                                                                                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      395980 | PA      | $394707.20    | 0.02%             | 2028-03-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     1088972 | PA      | $1088486.77   | 0.05%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                                                                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     1389447 | PA      | $1338732.41   | 0.06%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC 2026 Incremental Term Loan B                                                                                           | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      960000 | PA      | $915257.28    | 0.04%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                      | Whitewater Matterhorn Holdings LLC 2026 Term Loan B                                                                                        | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |      199500 | PA      | $199001.25    | 0.01%             | 2032-06-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC                                | WideOpenWest Finance LLC 2024 Super Priority 1st Out New Money Term Loan                                                                   | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |      688015 | PA      | $702635.40    | 0.03%             | 2028-12-11      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                           | Wilsonart LLC 2024 Term Loan B                                                                                                             | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      316784 | PA      | $277185.93    | 0.01%             | 2031-08-05      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC                                                                                                                              | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $734452.98    | 0.03%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| Windsor Holdings III LLC                                | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                              | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |      498737 | PA      | $493542.02    | 0.02%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                                                                                   | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      775000 | PA      | $810523.68    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                      | Uniti Services LLC                                                                                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1144403.33   | 0.05%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    16945900 | PA      | $895782.74    | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN CCP USD                                         | GOLDMAN CCP USD                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     1141000 | NS      | $1141000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                    | Wolverine World Wide Inc                                                                                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      908000 | PA      | $841201.71    | 0.04%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                              | Wonder Lake Park CLO Ltd                                                                                                                   | CUSIP: 97816XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244513.50    | 0.01%             | 2038-07-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                    | Woodside Finance Ltd                                                                                                                       | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      525000 | PA      | $547358.41    | 0.03%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                   | Worldwide Plaza Trust 2017-WWP                                                                                                             | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1518765.19   | 0.07%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2742000 | PA      | $2899157.73   | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $598165.50    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                       | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $734156.50    | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2350000 | PA      | $2351997.90   | 0.11%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                     | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     2450000 | PA      | $2450639.70   | 0.12%             | 2030-06-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                     | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XCF5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1344892.14   | 0.06%             | 2046-02-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                                                                                        | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      155000 | PA      | $49600.00     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| XPLOR T1 LLC                                            | XPLOR T1 LLC 2025 Term Loan                                                                                                                | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |      646750 | PA      | $603094.38    | 0.03%             | 2032-12-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                | Yinson Bergenia Production BV                                                                                                              | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      838695 | PA      | $887774.22    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                      | Ardagh Holdings SA                                                                                                                         | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      101032 | NS      | $788207.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                                                                            | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1173935.33   | 0.06%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493363.55    | 0.02%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $998584.65    | 0.05%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      905000 | PA      | $889696.63    | 0.04%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCGSCZUS9 GOLDMAN SACH COC                              | CCGSCZUS9 GOLDMAN SACH COC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     6380000 | NS      | $6380000.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                                                    | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1246062 | PA      | $1239482.79   | 0.06%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                                            | CUSIP: 98919WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2630240.25   | 0.12%             | 2055-06-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                                                                                 | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      360575 | PA      | $354377.67    | 0.02%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                                                                                   | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      310000 | PA      | $289789.27    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                                                                            | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      505000 | PA      | $445381.53    | 0.02%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      588000 | PA      | $585060.00    | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                                                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $748877.07    | 0.04%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                 | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                                   | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $520457.24    | 0.02%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLVIII CLO LTD                                | MAGNETITE XLVIII CLO LTD                                                                                                                   | CUSIP: 000000000<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | US        |      367883 | PA      | $367883.00    | 0.02%             | 2026-11-06      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SWAP DEUTSCHE BANK BOC                                  | SWAP DEUTSCHE BANK BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -280000 | NS      | $-280000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                                      | SWAP JP MORGAN BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -941000 | NS      | $-941000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP SVCS BOC                             | MORGAN STANLEY CAP SVCS BOC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -19000 | NS      | $-19000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                          | DEUTSCHE BANK REPO                                                                                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    20400000 | PA      | $20400000.00  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BWU02G0Y6 IRS USD R V 12MSOFR SWUV2G0Y8 CCPOIS / Short: BWU02G0Y6 IRS USD P F  3.25000 SWU02G0Y6 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    22600000 | OU      | $993773.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BWU02G125 IRS USD R V 12MSOFR SWUV2G127 CCPOIS / Short: BWU02G125 IRS USD P F  3.25000 SWU02G125 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3400000 | OU      | $502258.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NF35 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NF35 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      900000 | OU      | $-12275.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NHL3 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NHL3 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      420750 | OU      | $24672.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SWU02GFD6 IRS AUD R F  4.00000 SWU02GFD6 CCPVANILLA / Short: SWU02GFD6 IRS AUD P V 06MBBSW SWUV2GFD8 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23550000 | OU      | $-516458.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BWU02G0W0 IRS USD R V 12MSOFR SWUV2G0W2 CCPOIS / Short: BWU02G0W0 IRS USD P F  3.25000 SWU02G0W0 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28200000 | OU      | $374301.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HXN2 IRS BRL R F 13.92710 SWU02HXN2 CCPNDFPREDISWAP / Short: SWU02HXN2 IRS BRL P V 00MBRCDI SWUV2HXN4 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    22700000 | OU      | $-32895.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HXE2 IRS BRL R F 13.92550 SWU02HXE2 CCPNDFPREDISWAP / Short: SWU02HXE2 IRS BRL P V 00MBRCDI SWUV2HXE4 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2900000 | OU      | $-4227.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HXM4 IRS BRL R F 13.29140 SWU02HXM4 CCPNDFPREDISWAP / Short: SWU02HXM4 IRS BRL P V 00MBRCDI SWUV2HXM6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15000000 | OU      | $-24649.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HWT0 IRS BRL R F 13.32000 SWU02HWT0 CCPNDFPREDISWAP / Short: SWU02HWT0 IRS BRL P V 00MBRCDI SWUV2HWT2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1600000 | OU      | $-4667.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                  | Long: SWPC0NTZ9 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0NTZ9 CDS USD P V 03MEVENT FLO SOVEREIGN                                   | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              |  | US        |     1800000 | OU      | $22011.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SWU02K0G6 IRS AUD R F  4.25000 SWU02K0G6 CCPVANILLA / Short: SWU02K0G6 IRS AUD P V 06MBBSW SWUV2K0G8 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3400000 | OU      | $-146415.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BWU02L1T5 IRS USD R V 12MSOFR SWUV2L1T7 CCPOIS / Short: BWU02L1T5 IRS USD P F  3.75000 SWU02L1T5 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22500000 | OU      | $162616.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: SWPC0NVW3 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0NVW3 CDS USD P V 03MEVENT FLO SOVEREIGN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     5100000 | OU      | $-392852.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NUS3 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUS3 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13700000 | OU      | $-274855.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9D11SV34 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D11SV34 CDS USD P F  5.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12330750 | OU      | $-653501.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NWZ5 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NWZ5 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    47643750 | OU      | $2525007.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9D11RX18 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D11RX18 CDS EUR P F  5.00000 1 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      200000 | OU      | $-16722.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: SWPC44TD6 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44TD6 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     1640000 | OU      | $324016.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02LJV1 IRS BRL R F 13.32000 SWU02LJV1 CCPNDFPREDISWAP / Short: SWU02LJV1 IRS BRL P V 00MBRCDI SWUV2LJV3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30100000 | OU      | $-56171.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: SWPC44SD7 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44SD7 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      500000 | OU      | $98785.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D11SV34 CDS USD R F  5.00000 1 CCPCDX / Short: S9D11SV34 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11415000 | OU      | $604968.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S98137430 IRS CZK R F  3.79100 498137432 CCPVANILLA / Short: S98137430 IRS CZK P V 06MPRIBR 498137431 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   152400000 | OU      | $-178000.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0O203 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0O203 CDS USD P V 03MEVENT 2 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      500000 | OU      | $48874.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: SWPC0O237 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0O237 CDS USD P V 03MEVENT FLO SOVEREIGN                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |     1450000 | OU      | $-111693.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02MSQ0 IRS BRL R F 12.86690 SWU02MSQ0 CCPNDFPREDISWAP / Short: SWU02MSQ0 IRS BRL P V 00MBRCDI SWUV2MSQ2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12300000 | OU      | $-54533.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02MSS6 IRS BRL R F 12.90500 SWU02MSS6 CCPNDFPREDISWAP / Short: SWU02MSS6 IRS BRL P V 00MBRCDI SWUV2MSS8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1700000 | OU      | $-5737.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12AF63 IRS BRL R F 13.15400 99D12AF63 CCPNDF / Short: S9D12AF63 IRS BRL P V 00MBRCDI 99D12AF48 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2603883 | OU      | $-7250.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12AFJ5 IRS BRL R F 13.17500 99D12AFJ5 CCPNDFPREDISWAP / Short: S9D12AFJ5 IRS BRL P V 00MBRCDI 99D12AFI7 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1845177 | OU      | $-6209.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B50799168 IRS ZAR R V 03MJIBAR 550799169 CCPVANILLA / Short: B50799168 IRS ZAR P F  7.73700 550799170 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33500000 | OU      | $96190.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BWU02MXQ4 IRS USD R V 12MSOFR SWUV2MXQ6 CCPOIS / Short: BWU02MXQ4 IRS USD P F  3.73569 SWU02MXQ4 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16600000 | OU      | $109346.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12CXP7 IRS BRL R F 13.25000 99D12CXP7 CCPNDFPREDISWAP / Short: S9D12CXP7 IRS BRL P V 00MBRCDI 99D12CXO0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1402234 | OU      | $-2188.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S83705426 IRS BRL R F 12.93430 583705428 CCPNDFPREDISWAP / Short: S83705426 IRS BRL P V 00MBRCDI 583705427 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12898375 | OU      | $-53159.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B85964287 IRS CZK R V 06MPRIBR 585964288 CCPVANILLA / Short: B85964287 IRS CZK P F  3.79100 585964289 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    41500000 | OU      | $48471.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B87086140 IRS CZK R V 06MPRIBR 587086142 CCPVANILLA / Short: B87086140 IRS CZK P F  3.79100 587086141 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    41500000 | OU      | $48471.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02NMM3 IRS BRL R F 12.82000 SWU02NMM3 CCPNDFPREDISWAP / Short: SWU02NMM3 IRS BRL P V 00MBRCDI SWUV2NMM5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8200000 | OU      | $-27382.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02NML5 IRS BRL R F 13.01500 SWU02NML5 CCPNDFPREDISWAP / Short: SWU02NML5 IRS BRL P V 00MBRCDI SWUV2NML7 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6900000 | OU      | $-23525.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: SWPC0O740 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0O740 CDS USD P V 03MEVENT FLO SOVEREIGN                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |      600000 | OU      | $3440.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12KV30 IRS CZK R F  3.80250 99D12KV30 CCPVANILLA / Short: S9D12KV30 IRS CZK P V 06MPRIBO 99D12KV22 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6508000 | OU      | $-12544.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: SWPC0O7V0 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0O7V0 CDS USD P V 03MEVENT FLO SOVEREIGN                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      700000 | OU      | $23419.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12LBE6 IRS USD R F  3.34000 99D12LBE6 CCPOIS / Short: S9D12LBE6 IRS USD P V 12MSOFR 99D12LBD8 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      294000 | OU      | $-769.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12LNE3 IRS BRL R F 12.92000 99D12LNE3 CCPNDFPREDISWAP / Short: S9D12LNE3 IRS BRL P V 00MBRCDI 99D12LND5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2151350 | OU      | $-14738.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D12LWA1 IRS MXN R V 01MTIEF 99D12LWB9 CCPOIS / Short: B9D12LWA1 IRS MXN P F  7.63500 99D12LWA1 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2751000 | OU      | $5526.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BWU02NYT5 IRS EUR R V 06MEURIB SWUV2NYT7 CCPVANILLA / Short: BWU02NYT5 IRS EUR P F  3.00000 SWU02NYT5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4480000 | OU      | $106810.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SWU02NYS7 IRS EUR R F  2.75000 SWU02NYS7 CCPVANILLA / Short: SWU02NYS7 IRS EUR P V 06MEURIB SWUV2NYS9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8040000 | OU      | $-287057.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12NI47 IRS BRL R F 12.86930 99D12NI47 CCPNDFPREDISWAP / Short: S9D12NI47 IRS BRL P V 00MBRCDI 99D12NI39 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1408745 | OU      | $-9682.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12NX16 IRS CZK R F  3.48000 99D12NX16 CCPVANILLA / Short: S9D12NX16 IRS CZK P V 06MPRIBO 99D12NX08 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12453000 | OU      | $-14421.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12NWP4 IRS CZK R F  3.33000 99D12NWP4 CCPVANILLA / Short: S9D12NWP4 IRS CZK P V 03MPRIBO 99D12NWO7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    36394000 | OU      | $-13757.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OT76 IRS THB R F  1.86500 99D12OT76 CCPNDFOIS / Short: S9D12OT76 IRS THB P V 03MTHOR 99D12OT50 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14324000 | OU      | $-11355.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B9D12OQ61 IRS HUF R V 06MBUBOR 99D12OQ87 CCPVANILLA / Short: B9D12OQ61 IRS HUF P F  6.09750 99D12OQ61 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21717000 | OU      | $4723.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12ORW3 IRS PLN R F  3.94750 99D12ORW3 CCPVANILLA / Short: S9D12ORW3 IRS PLN P V 06MWIBOR 99D12ORU7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      720000 | OU      | $-8754.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OZD6 IRS PLN R F  4.19500 99D12OZD6 CCPVANILLA / Short: S9D12OZD6 IRS PLN P V 06MWIBOR 99D12OZC8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      880000 | OU      | $-12715.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OR86 IRS PLN R F  3.59000 99D12OR86 CCPVANILLA / Short: S9D12OR86 IRS PLN P V 06MWIBOR 99D12OR60 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      935000 | OU      | $-6292.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OUW9 IRS ZAR R F  6.84500 99D12OUW9 CCPVANILLA / Short: S9D12OUW9 IRS ZAR P V 03MJIBAR 99D12OUU3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10285000 | OU      | $-38875.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OPW5 IRS HUF R F  5.90300 99D12OPW5 CCPVANILLA / Short: S9D12OPW5 IRS HUF P V 06MBUBOR 99D12OPU9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33593000 | OU      | $-6686.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12PXC7 IRS BRL R F 12.79500 99D12PXC7 CCPNDF / Short: S9D12PXC7 IRS BRL P V 00MBRCDI 99D12PXB9 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1836167 | OU      | $-13670.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B9D12PSC3 IRS CZK R V 06MPRIBO 99D12PSD1 CCPVANILLA / Short: B9D12PSC3 IRS CZK P F  3.58750 99D12PSC3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8167000 | OU      | $14403.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B9D12P272 IRS PLN R V 06MWIBOR 99D12P280 CCPVANILLA / Short: B9D12P272 IRS PLN P F  3.76300 99D12P272 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6036000 | OU      | $60066.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OQW4 IRS PLN R F  3.50350 99D12OQW4 CCPVANILLA / Short: S9D12OQW4 IRS PLN P V 06MWIBOR 99D12OQU8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5616000 | OU      | $-27016.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OPK1 IRS HUF R F  5.72750 99D12OPK1 CCPVANILLA / Short: S9D12OPK1 IRS HUF P V 06MBUBOR 99D12OPI6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    84103000 | OU      | $-14798.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D12P249 IRS CLP R V 06MCLICP 99D12P256 CCPNDFCAMARAPROMEDIO / Short: B9D12P249 IRS CLP P F  4.76000 99D12P249 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    47310000 | OU      | $782.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D12Q0F4 IRS MXN R V 01MTIEF 99D12Q0G2 CCPOIS / Short: B9D12Q0F4 IRS MXN P F  7.73000 99D12Q0F4 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6527000 | OU      | $18906.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12Q148 IRS MXN R F  6.93000 99D12Q148 CCPOIS / Short: S9D12Q148 IRS MXN P V 01MTIEF 99D12Q130 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    16949000 | OU      | $-23041.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OTW1 IRS ZAR R F  6.24500 99D12OTW1 CCPVANILLA / Short: S9D12OTW1 IRS ZAR P V 03MJIBAR 99D12OTU5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23351000 | OU      | $-30075.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OVK4 IRS ZAR R F  7.17500 99D12OVK4 CCPVANILLA / Short: S9D12OVK4 IRS ZAR P V 03MJIBAR 99D12OVI9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10567000 | OU      | $-53210.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OU82 IRS ZAR R F  6.29600 99D12OU82 CCPVANILLA / Short: S9D12OU82 IRS ZAR P V 03MJIBAR 99D12OU74 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    28075000 | OU      | $-53248.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12OTK7 IRS ZAR R F  6.28450 99D12OTK7 CCPVANILLA / Short: S9D12OTK7 IRS ZAR P V 03MJIBAR 99D12OTH4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    69343000 | OU      | $-40630.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B9D12OUJ8 IRS ZAR R V 03MJIBAR 99D12OUK5 CCPVANILLA / Short: B9D12OUJ8 IRS ZAR P F  6.52900 99D12OUJ8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    31483000 | OU      | $93648.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12REI1 IRS HUF R F  5.72000 99D12REI1 CCPVANILLA / Short: S9D12REI1 IRS HUF P V 06MBUBOR 99D12REH3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   130530000 | OU      | $-15349.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12ON80 IRS COP R F 11.47000 99D12ON80 CCPNDFOIS / Short: S9D12ON80 IRS COP P V 03MCPIBR 99D12ON72 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  2098076000 | OU      | $12311.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D12P3S5 IRS CLP R V 06MCLICP 99D12P3T3 CCPNDFCAMARAPROMEDIO / Short: B9D12P3S5 IRS CLP P F  5.20100 99D12P3S5 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    31579000 | OU      | $277.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B38886665 IRS PLN R V 06MWIBOR 638886666 CCPVANILLA / Short: B38886665 IRS PLN P F  4.04000 638886667 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4425000 | OU      | $29784.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B40169913 IRS PLN R V 06MWIBOR 640169915 CCPVANILLA / Short: B40169913 IRS PLN P F  4.03410 640169914 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4425000 | OU      | $30087.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12SJ37 IRS BRL R F 12.88250 99D12SJ37 CCPNDFPREDISWAP / Short: S9D12SJ37 IRS BRL P V 00MBRCDI 99D12SJ29 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2384780 | OU      | $-9263.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S38457000 IRS CNY R F  1.56250 638457002 CCPNDF / Short: S38457000 IRS CNY P V 00MCNYRR 638457001 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    45500000 | OU      | $-16119.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12SNH1 IRS ZAR R F  7.62000 99D12SNH1 CCPVANILLA / Short: S9D12SNH1 IRS ZAR P V 03MJIBAR 99D12SNG3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2421000 | OU      | $-7889.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Long: DDZ04TI79 TRS USD R F   .00000 DDZ04TI79 IBOX RF / Short: DDZ04TI79 TRS USD P V 03MSOFR DDZ04TI79 IBOX PV                            | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    16625000 | OU      | $-105189.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S39813748 IRS MXN R F  7.58700 639813750 CCPOIS / Short: S39813748 IRS MXN P V 01MTIEF 639813749 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11900000 | OU      | $-16960.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02OH47 IRS ZAR R F  6.77000 SWU02OH47 CCPVANILLA / Short: SWU02OH47 IRS ZAR P V 03MJIBAR SWUV2OH49 CCPVANILLA                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $-4218.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02OHA3 IRS BRL R F 13.24500 SWU02OHA3 CCPNDFPREDISWAP / Short: SWU02OHA3 IRS BRL P V 00MBRCDI SWUV2OHA5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1100000 | OU      | $-2301.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02OHB1 IRS BRL R F 13.25500 SWU02OHB1 CCPNDFPREDISWAP / Short: SWU02OHB1 IRS BRL P V 00MBRCDI SWUV2OHB3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8800000 | OU      | $-17935.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S9D12XUU3 IRS USD R F  3.44000 99D12XUU3 CCPOIS / Short: S9D12XUU3 IRS USD P V 12MSOFR 99D12XUT6 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1136000 | OU      | $-2047.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D12YP11 IRS MXN R F  7.08500 99D12YP11 CCPOIS / Short: S9D12YP11 IRS MXN P V 01MTIEF 99D12YP03 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    24302000 | OU      | $-11644.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D12YPC7 IRS MXN R V 01MTIEF 99D12YPD5 CCPOIS / Short: B9D12YPC7 IRS MXN P F  7.84500 99D12YPC7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4996000 | OU      | $7085.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02OJY9 IRS BRL R F 13.56000 SWU02OJY9 CCPNDFPREDISWAP / Short: SWU02OJY9 IRS BRL P V 00MBRCDI SWUV2OJY1 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1100000 | OU      | $-646.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B55583747 IRS THB R V 03MTHOR 655583748 CCPNDFOIS / Short: B55583747 IRS THB P F  1.61800 655583749 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    64741000 | OU      | $14653.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B55225634 IRS PLN R V 06MWIBOR 655225636 CCPVANILLA / Short: B55225634 IRS PLN P F  4.62200 655225635 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4612022 | OU      | $-141.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B54861843 IRS PLN R V 06MWIBOR 654861845 CCPVANILLA / Short: B54861843 IRS PLN P F  4.63800 654861844 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18481887 | OU      | $-4003.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B57854438 IRS THB R V 03MTHOR 657854440 CCPNDFOIS / Short: B57854438 IRS THB P F  1.36800 657854439 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   227878750 | OU      | $9285.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D130458 IRS BRL R F 13.77000 99D130458 CCPNDFPREDISWAP / Short: S9D130458 IRS BRL P V 00MBRCDI 99D130441 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2181027 | OU      | $869.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B55583692 IRS THB R V 03MTHOR 655583693 CCPNDFOIS / Short: B55583692 IRS THB P F  1.38250 655583694 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   136727250 | OU      | $4392.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B53225508 IRS PLN R V 06MWIBOR 653225510 CCPVANILLA / Short: B53225508 IRS PLN P F  4.50558 653225509 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10187978 | OU      | $13490.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D1310A9 IRS BRL R F 13.46700 99D1310A9 CCPNDF / Short: S9D1310A9 IRS BRL P V 00MBRCDI 99D131092 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3983760 | OU      | $-3528.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02OQ62 IRS BRL R F 13.72500 SWU02OQ62 CCPNDFPREDISWAP / Short: SWU02OQ62 IRS BRL P V 00MBRCDI SWUV2OQ64 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      300000 | OU      | $60.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02OQ47 IRS BRL R F 13.68100 SWU02OQ47 CCPNDFPREDISWAP / Short: SWU02OQ47 IRS BRL P V 00MBRCDI SWUV2OQ49 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5400000 | OU      | $7.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                  | Long: SWU0AC9P6 TRS USD R E SWU0AC9P6 IBOXXTRS / Short: SWU0AC9P6 TRS USD P V 12MSOFR SWUVAC9P8 IBOXXTRS                                   | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              |  | US        |     3200000 | OU      | $-4943.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D132LN6 IRS BRL R V 00MBRCDI 99D132LO4 CCPNDFPREDISWAP / Short: B9D132LN6 IRS BRL P F 14.17000 99D132LN6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7695970 | OU      | $-769.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D134ZK3 IRS CLP R V 06MCLICP 99D134ZL1 CCPNDFCAMARAPROMEDIO / Short: B9D134ZK3 IRS CLP P F  5.26300 99D134ZK3 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   147541000 | OU      | $-1094.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D132FO1 IRS BRL R F 13.80000 99D132FO1 CCPNDFPREDISWAP / Short: S9D132FO1 IRS BRL P V 00MBRCDI 99D132FN3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3328114 | OU      | $266.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S65038357 IRS USD R F  4.06170 665038359 CCPOIS / Short: S65038357 IRS USD P V 12MSOFR 665038358 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $-51269.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0OBA1 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0OBA1 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13200000 | OU      | $-562610.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0OB94 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0OB94 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8200000 | OU      | $141762.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B9D135F97 IRS BRL R V 00MBRCDI 99D135FA4 CCPNDFPREDISWAP / Short: B9D135F97 IRS BRL P F 14.25000 99D135F97 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7741804 | OU      | $-1612.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D135FM8 IRS BRL R F 14.00500 99D135FM8 CCPNDFPREDISWAP / Short: S9D135FM8 IRS BRL P V 00MBRCDI 99D135FL0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3337437 | OU      | $2377.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D135KL4 IRS BRL R F 13.84500 99D135KL4 CCPNDFPREDISWAP / Short: S9D135KL4 IRS BRL P V 00MBRCDI 99D135KK6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1225134 | OU      | $1730.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D136YP8 IRS BRL R F 13.91400 99D136YP8 CCPNDF / Short: S9D136YP8 IRS BRL P V 00MBRCDI 99D136YO1 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      955773 | OU      | $1942.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S9D136ZL6 IRS BRL R F 13.86530 99D136ZL6 CCPNDFPREDISWAP / Short: S9D136ZL6 IRS BRL P V 00MBRCDI 99D136ZK8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      953920 | OU      | $1531.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: 99D134GW8 CDS EUR R V 03MEVENT 2 CORPORATE / Short: 99D134GW8 CDS EUR P F  1.00000 1 CORPORATE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      900000 | OU      | $10177.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D136FY0 CDS USD R F  5.00000 1 CCPCDX / Short: S9D136FY0 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    60720000 | OU      | $2930840.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0ODZ4 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0ODZ4 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11100000 | OU      | $535776.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S74543919 IRS MXN R F  7.86950 674543921 CCPOIS / Short: S74543919 IRS MXN P V 01MTIEF 674543920 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12184042 | OU      | $1570.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S76689861 IRS MXN R F  7.79450 676689863 CCPOIS / Short: S76689861 IRS MXN P V 01MTIEF 676689862 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10548345 | OU      | $550.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INNIO GROUP HOLDING GMBH                                | INNIO Group Holding GmbH 2026 USD Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |      831435 | PA      | $827277.86    | 0.04%             | 2031-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    36612900 | PA      | $1686236.73   | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1638000 | PA      | $86653.58     | 0.00%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    47645726 | PA      | $1456021.89   | 0.07%             | 2028-03-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   153822977 | PA      | $8404143.39   | 0.40%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6900000 | PA      | $399071.59    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    46200000 | PA      | $2637555.77   | 0.12%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   393400000 | PA      | $86615.37     | 0.00%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    68670000 | PA      | $3771526.09   | 0.18%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5170000 | PA      | $1284070.10   | 0.06%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   266100000 | PA      | $53574.46     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      850000 | PA      | $209334.60    | 0.01%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       72000 | PA      | $19247.23     | 0.00%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1920000 | PA      | $480162.62    | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1291000 | PA      | $234153.40    | 0.01%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2924000 | PA      | $2386917.69   | 0.11%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2265000 | PA      | $2285161.06   | 0.11%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2450000 | PA      | $1253575.48   | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1583333 | PA      | $1149740.81   | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    11810000 | PA      | $458245.20    | 0.02%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1420000 | PA      | $1227228.38   | 0.06%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     2110000 | PA      | $2101168.68   | 0.10%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1497000 | PA      | $48208.41     | 0.00%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   431600000 | PA      | $83386.79     | 0.00%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4108000 | PA      | $1017235.47   | 0.05%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      255000 | PA      | $285527.78    | 0.01%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                              | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      980000 | PA      | $882416.50    | 0.04%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  5614500000 | PA      | $1409711.89   | 0.07%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      390000 | PA      | $340155.44    | 0.02%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      175000 | PA      | $41917.29     | 0.00%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    17270000 | PA      | $2970750.65   | 0.14%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1800000 | PA      | $1224090.34   | 0.06%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     3110000 | PA      | $2603933.21   | 0.12%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                | VF Ukraine PAT via VFU Funding PLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      295589 | PA      | $293022.66    | 0.01%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                | Adani Electricity Mumbai Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      695000 | PA      | $635737.37    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4050000 | PA      | $122740.56    | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      691000 | PA      | $610561.68    | 0.03%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                        | Champion MTN Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     1255000 | PA      | $1083156.60   | 0.05%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   374064948 | PA      | $88715.38     | 0.00%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339272.66    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1694812 | PA      | $1496519.00   | 0.07%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2678897 | PA      | $2365466.05   | 0.11%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1625000 | PA      | $1275625.00   | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       79681 | PA      | $91916.26     | 0.00%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      700000 | PA      | $601687.14    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113418.81    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      265000 | PA      | $300559.84    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                         | DAE Funding LLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $577788.61    | 0.03%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $575274.00    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      585000 | PA      | $527003.28    | 0.02%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      433000 | PA      | $382464.18    | 0.02%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      750000 | PA      | $728844.99    | 0.03%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     2363000 | PA      | $2103056.55   | 0.10%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAB                                                     | CAB SELAS                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $672169.12    | 0.03%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                      | Iceland Bondco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $629645.53    | 0.03%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                        | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    29150540 | PA      | $1468657.14   | 0.07%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2295000 | PA      | $2137535.57   | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                      | Canary Wharf Group Investment Holdings PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |      757000 | PA      | $941151.51    | 0.04%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      735000 | PA      | $531270.17    | 0.03%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    17290000 | PA      | $178096.09    | 0.01%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     1770000 | PA      | $894182.34    | 0.04%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                | Indofood CBP Sukses Makmur Tbk PT                                                                                                          | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |     1350000 | PA      | $1073951.80   | 0.05%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      631000 | PA      | $369753.76    | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      708000 | PA      | $643887.77    | 0.03%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1100000 | PA      | $915976.23    | 0.04%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      970000 | PA      | $458080.87    | 0.02%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1145000 | PA      | $1310788.61   | 0.06%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      475000 | PA      | $344220.42    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                    | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1040000 | PA      | $1153429.86   | 0.05%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                  | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     2120000 | PA      | $2078630.30   | 0.10%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $215654.08    | 0.01%             | 2029-03-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                                                       | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     1473000 | PA      | $1422921.77   | 0.07%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      500000 | PA      | $554774.04    | 0.03%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      520000 | PA      | $586913.49    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                | Eolo SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |      930000 | PA      | $883508.02    | 0.04%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217753.98    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      320000 | PA      | $369909.32    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                        | Unicaja Banco SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $460806.19    | 0.02%             | 2026-11-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      439000 | PA      | $388474.77    | 0.02%             | 2034-05-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1091464.97   | 0.05%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      530000 | PA      | $591792.94    | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    11147000 | PA      | $1844651.78   | 0.09%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3749000 | PA      | $928175.96    | 0.04%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112804.44    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2385900000 | PA      | $493579.80    | 0.02%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                | Pakistan Global Sukuk Programme Co. Ltd.                                                                                                   | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |     1100000 | PA      | $1088931.29   | 0.05%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      700000 | PA      | $680292.56    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      955000 | PA      | $256328.26    | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      900000 | PA      | $988948.08    | 0.05%             | 2028-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: —       |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    79388000 | PA      | $2486346.16   | 0.12%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    12200000 | PA      | $199904.85    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $491424.18    | 0.02%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1471000 | PA      | $1246789.37   | 0.06%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    37500000 | PA      | $678747.61    | 0.03%             | 2038-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4368811 | PA      | $360080.57    | 0.02%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2036231 | PA      | $158004.46    | 0.01%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      820740 | PA      | $65355.93     | 0.00%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      368000 | PA      | $463545.66    | 0.02%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1313000 | PA      | $341764.19    | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                | Cheplapharm Arzneimittel GmbH                                                                                                              | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582024.40    | 0.03%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9425000 | PA      | $2957231.39   | 0.14%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                 | Bank of Cyprus Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $327590.70    | 0.02%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| PLAYTECH PLC                                            | Playtech Plc                                                                                                                               | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |      420000 | PA      | $481928.17    | 0.02%             | 2028-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   150000000 | PA      | $8311618.60   | 0.39%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    63570000 | PA      | $635035.47    | 0.03%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    12600000 | PA      | $127795.51    | 0.01%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  5614500000 | PA      | $1408738.52   | 0.07%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   164860000 | PA      | $2685641.59   | 0.13%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2507600 | PA      | $139313.59    | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1500000 | PA      | $69681.30     | 0.00%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   510030000 | PA      | $1506451.92   | 0.07%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7450000 | PA      | $143143.47    | 0.01%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER                                | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4000000 | PA      | $235979.75    | 0.01%             | 2030-09-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                 | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $889737.45    | 0.04%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 000000000<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |     1320000 | PA      | $1412811.55   | 0.07%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2350000 | PA      | $2292617.75   | 0.11%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      229000 | PA      | $36784.98     | 0.00%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                                   | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      725000 | PA      | $742162.27    | 0.04%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   158450000 | PA      | $2504515.21   | 0.12%             | 2034-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1291000 | PA      | $1314847.12   | 0.06%             | 2033-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1177000 | PA      | $1210361.49   | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      594000 | PA      | $598555.22    | 0.03%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      576000 | PA      | $573729.37    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $814132.53    | 0.04%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3775000 | PA      | $4394921.93   | 0.21%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $318576.79    | 0.02%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2100000 | PA      | $536470.67    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                                       | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      725000 | PA      | $744288.27    | 0.04%             | 2034-08-02      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      550000 | PA      | $657239.42    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $767970.31    | 0.04%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                  | Trident Energy Finance PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $908246.60    | 0.04%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     1623000 | PA      | $1540516.51   | 0.07%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      160000 | PA      | $179945.59    | 0.01%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: —       |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      165000 | PA      | $184316.45    | 0.01%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1500000 | PA      | $868118.04    | 0.04%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1700000 | PA      | $1704036.04   | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                         | CCF Holding SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $250187.52    | 0.01%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTL PERSONAL FINANCE PL                                | International Personal Finance PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $387340.07    | 0.02%             | 2029-12-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     6142303 | PA      | $4055575.51   | 0.19%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     8419000 | PA      | $2495610.77   | 0.12%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                       | Picard Groupe SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $524625.32    | 0.02%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LION LUX                                                | Lion/Polaris Lux Midco SARL                                                                                                                | CUSIP: 000000000<br>LEI: 984500B6N8F6E153B579 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $173091.85    | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                       | RAY Financing LLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |      750000 | PA      | $866173.81    | 0.04%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1276200000 | PA      | $313334.40    | 0.01%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4605000 | PA      | $143900.34    | 0.01%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $388245.53    | 0.02%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1350000 | PA      | $1316642.31   | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                 | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   893078000 | PA      | $700146.01    | 0.03%             | 2031-02-21      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    20600000 | PA      | $455435.24    | 0.02%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      582130 | PA      | $411376.25    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2180000 | PA      | $937062.56    | 0.04%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5490696 | PA      | $2889095.90   | 0.14%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1291157 | PA      | $667628.71    | 0.03%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                               | QIAGEN NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $617558.23    | 0.03%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                          | BAWAG Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $474936.08    | 0.02%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    23700000 | PA      | $1454457.68   | 0.07%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    12206000 | PA      | $239675.35    | 0.01%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3035000 | PA      | $3221631.94   | 0.15%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $513805.26    | 0.02%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    10000000 | PA      | $639490.02    | 0.03%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1375000 | PA      | $1175616.38   | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1137500 | PA      | $1087196.16   | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2300000 | PA      | $508032.55    | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GDZ ELEKTRIK DAGITIM AS                                 | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1608000 | PA      | $1526502.19   | 0.07%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    74743637 | PA      | $1493057.92   | 0.07%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $569818.54    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                    | Africell Holding Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      893000 | PA      | $885846.83    | 0.04%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                        | Neinor Homes SA                                                                                                                            | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115869.97    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     3601000 | PA      | $105228.51    | 0.00%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      525000 | PA      | $537008.52    | 0.03%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    81100000 | PA      | $2430438.10   | 0.11%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                | Trade & Development Bank of Mongolia LLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |     2373000 | PA      | $2329793.41   | 0.11%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      698148 | PA      | $584128.21    | 0.03%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2889335 | PA      | $2559917.90   | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1050000 | PA      | $930288.04    | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       37292 | PA      | $34310.06     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       34279 | PA      | $30552.23     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       34849 | PA      | $33317.29     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SAMHALLSBYG HOLD                                        | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      160000 | PA      | $183156.64    | 0.01%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                        | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      880000 | PA      | $840821.56    | 0.04%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                        | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     2065000 | PA      | $1863690.90   | 0.09%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    27200000 | PA      | $276372.60    | 0.01%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $373164.62    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                  | Turkiye Is Bankasi AS                                                                                                                      | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     1350000 | PA      | $1360162.98   | 0.06%             | 2030-01-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                       | Kapla Holding SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $795334.13    | 0.04%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                     | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1195000 | PA      | $1200900.91   | 0.06%             | 2030-01-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1874000 | PA      | $1899817.84   | 0.09%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      751000 | PA      | $759671.05    | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      600000 | PA      | $564330.97    | 0.03%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AL SYDBANK                                              | AL Sydbank                                                                                                                                 | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $575937.23    | 0.03%             | 2030-03-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     1026000 | PA      | $1042890.05   | 0.05%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                 | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $1242910.92   | 0.06%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1250000 | PA      | $1439772.42   | 0.07%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS                                                                                                                             | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $564307.52    | 0.03%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   811380000 | PA      | $2379974.79   | 0.11%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      530000 | PA      | $545574.32    | 0.03%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1125000000 | PA      | $299892.55    | 0.01%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $575319.36    | 0.03%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217436.79    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                                              | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $575534.63    | 0.03%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5131000000 | PA      | $1293357.64   | 0.06%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     2000000 | PA      | $1642556.84   | 0.08%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                                  | Eastern European Electric Co BV                                                                                                            | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     2035000 | PA      | $2389940.13   | 0.11%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      341000 | PA      | $371391.37    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                          | Jyske Bank A/S                                                                                                                             | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $568561.24    | 0.03%             | 2031-11-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      800000 | PA      | $908370.09    | 0.04%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                           | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     2167000 | PA      | $2559566.68   | 0.12%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1450000 | PA      | $1679466.87   | 0.08%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6490000 | PA      | $292263.08    | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $289410.71    | 0.01%             | 2033-05-26      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                                        | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $563428.87    | 0.03%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $265371.75    | 0.01%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $471386.87    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      550000 | PA      | $623785.55    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                           | CrediaBank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |      325000 | PA      | $391949.87    | 0.02%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                                                       | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $805872.54    | 0.04%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                    | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      515000 | PA      | $582411.38    | 0.03%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5764700 | PA      | $292984.73    | 0.01%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $251921.50    | 0.01%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |      700000 | PA      | $808842.07    | 0.04%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1465000 | PA      | $1592718.03   | 0.08%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      715000 | PA      | $777333.37    | 0.04%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      375000 | PA      | $383098.74    | 0.02%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $231615.33    | 0.01%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    12467000 | PA      | $3040719.31   | 0.14%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                | Techem Verwaltungsgesellschaft 675 mbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $673310.75    | 0.03%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                              | Sogecap SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225090.82    | 0.01%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     1623000 | PA      | $1588107.29   | 0.07%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207073.03    | 0.01%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                          | Kane Bidco Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      750000 | PA      | $983936.49    | 0.05%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                                      | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      554000 | PA      | $548873.01    | 0.03%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      540000 | PA      | $573302.87    | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                                                                          | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114862.47    | 0.01%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      715000 | PA      | $822693.68    | 0.04%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                                      | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $435357.94    | 0.02%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      885000 | PA      | $998805.81    | 0.05%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 21220500000 | PA      | $5384475.52   | 0.25%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    25865000 | PA      | $417282.09    | 0.02%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1831000000 | PA      | $104720.77    | 0.00%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12240000 | PA      | $1718404.43   | 0.08%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                         | Cullinan Holdco Scsp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $505741.72    | 0.02%             | 2029-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                                   | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      821000 | PA      | $793154.31    | 0.04%             | 2030-09-04      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      640000 | PA      | $607071.86    | 0.03%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3974085465 | PA      | $1042261.89   | 0.05%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      500000 | PA      | $537522.40    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                 | Abanca Corp Bancaria SA                                                                                                                    | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $457124.66    | 0.02%             | 2031-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226094.71    | 0.01%             | 2032-03-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE                                 | China Pacific Insurance Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |     4000000 | PA      | $518864.31    | 0.02%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $108548.65    | 0.01%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     1005000 | PA      | $1024337.82   | 0.05%             | 2031-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     3500000 | PA      | $33158.89     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALDERMORE GROUP                                         | Aldermore Group PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $550250.80    | 0.03%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BINGHATTI SUKUK 2 SPV                                   | Binghatti Sukuk 2 Spv Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 25490089SSHENI4Z8Y98 | Long             | DBT              | CORP              | AE        |      451000 | PA      | $356538.93    | 0.02%             | 2029-07-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIA CELERE DESARROLLOS                                  | Via Celere Desarrollos Inmobiliarios SA                                                                                                    | CUSIP: 000000000<br>LEI: 9598003HCBBUMJ9HTD63 | Long             | DBT              | CORP              | ES        |      470000 | PA      | $509659.92    | 0.02%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1780806.48   | 0.08%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      445381 | PA      | $486683.87    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      609757 | PA      | $671187.91    | 0.03%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5683000 | PA      | $337725.68    | 0.02%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      925000 | PA      | $1102106.27   | 0.05%             | 2030-10-09      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                       | ALTICE HOLDINGS 1                                                                                                                          | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |        1522 | PA      | $21043.78     | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $337759.50    | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      255000 | PA      | $281706.78    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                           | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      675000 | PA      | $760586.72    | 0.04%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      406000 | PA      | $407799.60    | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      391000 | PA      | $444070.45    | 0.02%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   107419000 | PA      | $215364.80    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    13030000 | PA      | $3384979.61   | 0.16%             | 2031-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX                                               | Aegis Lux 1a Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $364981.12    | 0.02%             | 2031-10-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX                                               | Aegis Lux 1a Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |      144000 | PA      | $164241.50    | 0.01%             | 2031-10-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                  | GLP China Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |      885000 | PA      | $712089.22    | 0.03%             | 2029-04-30      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3259000 | PA      | $148986.70    | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                            | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3998730 | PA      | $195948.90    | 0.01%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   264687000 | PA      | $514723.71    | 0.02%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                                       | Congolese International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      800000 | PA      | $750967.15    | 0.04%             | 2032-11-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      650000 | PA      | $677552.80    | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    31000000 | PA      | $1850392.58   | 0.09%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      250000 | PA      | $274786.41    | 0.01%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF                                      | BNP Paribas Cardif SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $223267.81    | 0.01%             | 2035-11-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $357849.57    | 0.02%             | 2035-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                                            | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $478430.06    | 0.02%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                                            | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $382744.04    | 0.02%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                       | King US Bidco Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      212000 | PA      | $243666.98    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     2211000 | PA      | $2549914.67   | 0.12%             | 2030-11-27      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1125000 | PA      | $1225165.77   | 0.06%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2095000 | PA      | $2303373.33   | 0.11%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      309000 | PA      | $346188.18    | 0.02%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                   | Nova Ljubljanska Banka dd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     1400000 | PA      | $1625287.68   | 0.08%             | 2030-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5689000 | PA      | $1503490.36   | 0.07%             | 2028-09-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1000000 | PA      | $1182491.17   | 0.06%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                              | BPER Banca SPA                                                                                                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $444236.41    | 0.02%             | 2031-03-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                       | CI Financial Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $923236.69    | 0.04%             | 2031-12-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                  | ICBC Standard Bank PLC                                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | SN               | CORP              | GB        |  8058000000 | PA      | $655201.75    | 0.03%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| BANK HAPOALIM                                           | Bank Hapoalim BM                                                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      600000 | PA      | $593072.78    | 0.03%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1220000 | PA      | $1373610.50   | 0.06%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      575000 | PA      | $643914.14    | 0.03%             | 2035-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   311300000 | PA      | $81425.56     | 0.00%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $597958.08    | 0.03%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   216358000 | PA      | $143537.46    | 0.01%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   115392000 | PA      | $77653.66     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                | Betclic Everest Group SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |      291000 | PA      | $331584.22    | 0.02%             | 2031-12-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                | Flora Food Management BV                                                                                                                   | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $913571.49    | 0.04%             | 2030-10-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                       | Argenta Spaarbank NV                                                                                                                       | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $223662.22    | 0.01%             | 2034-02-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     3448000 | PA      | $101288.34    | 0.00%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                    | Sonangol Finance Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     2666000 | PA      | $2657407.99   | 0.13%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                          | Benin Sukuk SA                                                                                                                             | CUSIP: 000000000<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      600000 | PA      | $557204.01    | 0.03%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     3475000 | PA      | $3289573.37   | 0.16%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3955000 | PA      | $3885787.50   | 0.18%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2311000 | PA      | $2270557.50   | 0.11%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MUT EPAR RET PREV CARAC                                 | Mutuelle Epargne Retraite Prevoyance Carac                                                                                                 | CUSIP: 000000000<br>LEI: 969500VRQXGW3RZA3N78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224615.64    | 0.01%             | 2046-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                 | MKS Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      470000 | PA      | $518316.19    | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   216359000 | PA      | $135215.46    | 0.01%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUTELSAT COMMUNICAT SACA                                | Eutelsat Communications SACA                                                                                                               | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |      246000 | PA      | $284772.42    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSG BIDCO LTD                                           | GSG Bidco Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      500000 | PA      | $571494.00    | 0.03%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -90 | NC      | $184357.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -63 | NC      | $97013.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -112 | NC      | $216745.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -88 | NC      | $140840.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          22 | NC      | $-2785.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           4 | NC      | $-4198.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          72 | NC      | $-44247.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         194 | NC      | $-573685.06   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         204 | NC      | $-429076.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         229 | NC      | $-116106.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         274 | NC      | $-452123.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -144 | NC      | $97579.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          63 | NC      | $-92546.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -213 | NC      | $129607.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         156 | NC      | $-558882.71   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         753 | NC      | $-1686985.26  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 99D12ECM USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -521000 | OU      | $-2651.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 99D12ECG USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      521000 | OU      | $10154.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 99D12EM5 USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      781000 | OU      | $3582.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D12FYU USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      783000 | OU      | $3523.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D12OYN USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      403000 | OU      | $4389.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D12OYT USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      403000 | OU      | $27033.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D12OYH USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -806000 | OU      | $-6639.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D12OYB USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -806000 | OU      | $-42826.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | 99D12X0P7 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |   -28550000 | NC      | $-69838.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      850000 | PA      | $206231.25    | 0.01%             | 2021-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     6000000 | PA      | $311193.28    | 0.01%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    12100000 | PA      | $535377.99    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2397000 | PA      | $112545.93    | 0.01%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    11719000 | PA      | $3330984.79   | 0.16%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4949000 | PA      | $165440.36    | 0.01%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8346600 | PA      | $425740.01    | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      545000 | PA      | $726359.76    | 0.03%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TSM II LuxCo 21 Sarl                                    | TSM II LuxCo 21 Sarl EUR Term Loan B                                                                                                       | CUSIP: 000000000<br>LEI: 636700H3SPZYYIUIF304 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1154504.24   | 0.05%             | 2031-09-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                   | Jefferies Finance LLC 2024 Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |     1235603 | PA      | $1219128.86   | 0.06%             | 2031-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enviva Partners LP/Fin C                                | Enviva Partners LP/Fin C 2024 Backstop Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300WH5VXDEFM5KR81 | Long             | LON              | CORP              | US        |      635613 | PA      | $645147.56    | 0.03%             | 2029-12-06      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GmbH/ The                       | Stepstone Group Midco 2 GmbH/ The EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1013215.73   | 0.05%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Galileo Global Education Operations                     | Galileo Global Education Operations 2025 EUR Term Loan B4A                                                                                 | CUSIP: 000000000<br>LEI: 254900Z5KFYRM7Z7QL63 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1125096.64   | 0.05%             | 2031-07-31      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Concorde Midco Ltd                                      | Concorde Midco Ltd 2025 EUR Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 254900DAXSLQJEJR6438 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1012495.61   | 0.05%             | 2030-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings Inc                                       | LSCS Holdings Inc 2025 Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1807868 | PA      | $1706175.82   | 0.08%             | 2032-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                          | Mosel Bidco SE 2025 EUR Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |           0 | PA      | $0.00         | 0.00%             | 2030-09-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Thyme Holdco S A R L                                    | Thyme Holdco S A R L 2025 EUR Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 5493000JH6PEHFW3QO15 | Long             | LON              | CORP              | LU        |      545455 | PA      | $631092.01    | 0.03%             | 2032-07-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                            | Spectris Plc EUR Term Loan                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MC2V3YQMK9JH74 | Long             | LON              | CORP              | US        |      541667 | PA      | $623458.30    | 0.03%             | 2032-12-06      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                      | Owens-Illinois Inc 2025 Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |      264338 | PA      | $262134.25    | 0.01%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| International Entertainment JJCo 3 Ltd                  | International Entertainment JJCo 3 Ltd USD 1st Lien Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900C44ND8RC7Z9K20 | Long             | LON              | CORP              | US        |     1364687 | PA      | $1365539.70   | 0.06%             | 2032-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MRI SOFTWARE LLC                                        | MRI Software LLC 2025 Delayed Draw Term Loan 7                                                                                             | CUSIP: 000000000<br>LEI: 549300LNQ2G4DKR9QR85 | Long             | LON              | CORP              | US        |      713809 | PA      | $708455.86    | 0.03%             | 2028-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2025 USD Term Loan B14                                                                                                    | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |      692853 | PA      | $695451.42    | 0.03%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                          | Trio Bidco Inc 2025 Term Loan B                                                                                                            | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |      784429 | PA      | $762205.71    | 0.04%             | 2032-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                          | Trio Bidco Inc 2025 Delayed Draw Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |       82571 | PA      | $80232.18     | 0.00%             | 2032-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                     | Chrysaor Bidco Sarl 2025 EUR Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |      800000 | PA      | $919044.37    | 0.04%             | 2031-10-30      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CP Iris HoldCo I, Inc.                                  | CP Iris HoldCo I Inc 2025 2nd Lien Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |      980000 | PA      | $970200.00    | 0.05%             | 2033-10-27      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Ryan, LLC                                               | Ryan LLC 2025 Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |      746318 | PA      | $722062.57    | 0.03%             | 2032-11-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc 2025 DIP New Money Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |      296127 | PA      | $293165.87    | 0.01%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc 2025 Second DIP New Money Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |       73443 | PA      | $72708.58     | 0.00%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING BV                                    | Trivium Packaging BV EUR Repriced Term Loan                                                                                                | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1144998.59   | 0.05%             | 2030-05-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                                  | Potters Industries LLC 2025 Repriced Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |      550000 | PA      | $548968.75    | 0.03%             | 2032-12-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions, Inc.                       | Fiserv Investment Solutions Inc 2026 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 254900HOKMJFKIA9FR12 | Long             | LON              | CORP              | US        |     1183000 | PA      | $1162297.50   | 0.05%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | SPIRIT AIRLINES INC 2025 ROLL UP TERM LOAN                                                                                                 | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |     1642465 | PA      | $1149725.65   | 0.05%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc 2025 Third DIP New Money Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |      144731 | PA      | $143283.73    | 0.01%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | HOLOGIC INC 2026 TERM LOAN B                                                                                                               | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     2435000 | PA      | $2407467.46   | 0.11%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                       | Citco Funding LLC 2026 Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1596000 | PA      | $1591261.48   | 0.08%             | 2033-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | SPIRIT AIRLINES INC 2025 DIP CONTINGENT TERM LOAN                                                                                          | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |      506333 | PA      | $63291.59     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                            | Alkermes Inc 2026 Term Loan B                                                                                                              | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |     1350000 | PA      | $1361812.50   | 0.06%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIACI SAINT HONORE                                      | Siaci Saint Honore 2026 EUR Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     1020000 | PA      | $1165918.27   | 0.06%             | 2032-07-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc 2026 USD Interim New Money DIP Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |       66138 | PA      | $66276.07     | 0.00%             | 2026-12-02      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                               | FLUID FLOW PRODUCTS INC 2026 TERM LOAN B                                                                                                   | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |      853768 | PA      | $854835.42    | 0.04%             | 2033-03-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AGI CFI ACQUISITION CORP                                | AGI CFI ACQUISITION CORP 2026 TERM LOAN B                                                                                                  | CUSIP: 000000000<br>LEI: 254900N9CUXT70SP2Z09 | Long             | LON              | CORP              | US        |      580000 | PA      | $574925.00    | 0.03%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                                                  | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      190000 | PA      | $190498.75    | 0.01%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                    | JUPITER BORROWER INC TERM LOAN B                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $500000.00    | 0.02%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      925000 | PA      | $800426.67    | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      787500 | PA      | $36548.03     | 0.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6364000 | PA      | $1599292.28   | 0.08%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   126300000 | PA      | $253184.51    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1201851.98   | 0.06%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                                 | Vivo Energy Investments BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     1285000 | PA      | $1274692.86   | 0.06%             | 2027-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      565000 | PA      | $348693.85    | 0.02%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      203000 | PA      | $182676.19    | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1855000 | PA      | $1086994.03   | 0.05%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $662248.62    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      725000 | PA      | $607026.23    | 0.03%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                         | Nemak SAB de CV                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $681462.16    | 0.03%             | 2031-06-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                        | Guara Norte Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      828731 | PA      | $803879.92    | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5535000 | PA      | $5521461.50   | 0.26%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   153080000 | PA      | $452145.29    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                | Bulgaria Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       70000 | PA      | $43614.75     | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      925000 | PA      | $872466.23    | 0.04%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6930000 | PA      | $294468.00    | 0.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     4030000 | PA      | $3663108.80   | 0.17%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      255000 | PA      | $252896.25    | 0.01%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      685428 | PA      | $495221.73    | 0.02%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2290082 | PA      | $1920234.09   | 0.09%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      532000 | PA      | $562944.85    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     2435000 | PA      | $2400776.08   | 0.11%             | 2033-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1255000 | PA      | $1073087.75   | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     3510000 | PA      | $3523022.10   | 0.17%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      250000 | PA      | $220643.75    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1536000 | PA      | $1576396.31   | 0.07%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      716000 | PA      | $678401.60    | 0.03%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1083000000 | PA      | $64775.07     | 0.00%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $563366.91    | 0.03%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2160000 | PA      | $2059415.28   | 0.10%             | 2032-01-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1867000000 | PA      | $111625.19    | 0.01%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HANWHA TOTALENERGIES                                    | Hanwha Totalenergies Petrochemical Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |      980000 | PA      | $930114.10    | 0.04%             | 2029-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                       | Ibercaja Banco SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $740146.10    | 0.03%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    17424958 | PA      | $923094.16    | 0.04%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      810000 | PA      | $837337.50    | 0.04%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      222000 | PA      | $232312.29    | 0.01%             | 2033-01-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2799800 | PA      | $128667.48    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4385000000 | PA      | $262436.88    | 0.01%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $396596.66    | 0.02%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $806962.50    | 0.04%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3405000000 | PA      | $205730.56    | 0.01%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      267000 | PA      | $272672.42    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205259.94    | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      749000 | PA      | $763762.12    | 0.04%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     2185000 | PA      | $2232188.65   | 0.11%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    15260000 | PA      | $3836827.57   | 0.18%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1124000 | PA      | $1196599.16   | 0.06%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      185000 | PA      | $208978.78    | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    74638000 | PA      | $4287797.59   | 0.20%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2075000 | PA      | $1109344.80   | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      723153 | PA      | $725638.90    | 0.03%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      236875 | PA      | $236638.38    | 0.01%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2025 USD Term Loan B1                                                                                                 | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |      750000 | PA      | $719688.75    | 0.03%             | 2031-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     1795000 | PA      | $1584222.13   | 0.07%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339272.66    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                          | Opal Bidco SAS USD Term Loan B4                                                                                                            | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |      472500 | PA      | $472844.76    | 0.02%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    76834587 | NS      | $76834586.60  | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      430000 | PA      | $414950.00    | 0.02%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1499000 | PA      | $1030562.50   | 0.05%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      283000 | PA      | $282717.00    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     1333000 | PA      | $1318767.93   | 0.06%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                  | C&W Senior Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     1108000 | PA      | $1120642.28   | 0.05%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2025 EUR Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |           0 | PA      | $0.00         | 0.00%             | 2032-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     1435000 | PA      | $1409788.49   | 0.07%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                             | JetBlue Airways Corporation 2024 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      593970 | PA      | $543977.18    | 0.03%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XVII Ltd                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1190000 | PA      | $82230.19     | 0.00%             | 2030-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                | Coral-US Co-Borrower LLC 2021 Term Loan B6                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1500000 | PA      | $1493304.00   | 0.07%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                               | Coral-US Co-Borrower LLC 2025 Term Loan B7                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $196937.60    | 0.01%             | 2032-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO XXVI Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $245105.75    | 0.01%             | 2037-10-18      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      845000 | PA      | $793094.55    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     1700000 | PA      | $1643900.00   | 0.08%             | 2029-01-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1698000 | PA      | $1697062.77   | 0.08%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1330000 | PA      | $1313371.60   | 0.06%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $173765.50    | 0.01%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2025 Incremental Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     1778000 | PA      | $1548527.76   | 0.07%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                                           | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $1288885.50   | 0.06%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                  | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                                                       | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      610000 | PA      | $610190.32    | 0.03%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     3050000 | PA      | $3069825.00   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $396700.00    | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                             | Gol Finance Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      680000 | PA      | $604350.00    | 0.03%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1905000 | PA      | $1737940.43   | 0.08%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4566000 | PA      | $3947909.35   | 0.19%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1200000 | PA      | $1195693.54   | 0.06%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1863000 | PA      | $1636498.43   | 0.08%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                                                                                                          | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     2460000 | PA      | $2606726.70   | 0.12%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1559000 | PA      | $371369.39    | 0.02%             | 2027-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1200000 | PA      | $1231594.55   | 0.06%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1559000 | PA      | $374456.21    | 0.02%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1645000 | PA      | $394800.00    | 0.02%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $466098.59    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2025 Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      431738 | PA      | $428094.50    | 0.02%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                        | Fugue Finance BV 2026 USD Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |      837669 | PA      | $829292.38    | 0.04%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                | Yinson Boronia Production BV                                                                                                               | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      262294 | PA      | $286303.88    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | 99D12X0O0 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | AD        |   -28550000 | NC      | $-540675.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D136257 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   -14040000 | NC      | $-165095.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | 99D136240 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   -14040000 | NC      | $-106355.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | 99D135ZK0 WELLINGTON CDSOPT CALL EUR 312.50000000 2                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   -14035000 | NC      | $-106317.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | 99D135ZH7 WELLINGTON CDSOPT PUT EUR 312.50000000 20                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   -14035000 | NC      | $-165036.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      800000 | PA      | $672720.00    | 0.03%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      860000 | PA      | $722342.48    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      466755 | PA      | $432441.08    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      215000 | PA      | $238121.10    | 0.01%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      459000 | PA      | $491166.72    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      792406 | PA      | $794585.03    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2091000 | PA      | $961860.00    | 0.05%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1450000 | PA      | $735875.00    | 0.03%             | 2022-08-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      337000 | PA      | $173555.00    | 0.01%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1525000 | PA      | $789187.50    | 0.04%             | 2026-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      698894 | PA      | $732118.47    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      150000 | PA      | $153975.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                                                                          | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1250000 | PA      | $1278930.00   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      884000 | PA      | $864949.80    | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      270000 | PA      | $257256.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1804000 | PA      | $1511661.80   | 0.07%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3125000 | PA      | $2887187.50   | 0.14%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    23500000 | PA      | $461473.33    | 0.02%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      890000 | PA      | $908067.00    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1429000 | PA      | $1360479.45   | 0.06%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $211542.00    | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1080000 | PA      | $1149757.20   | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      240000 | PA      | $245872.80    | 0.01%             | 2031-02-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      240000 | PA      | $253645.20    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      275000 | PA      | $297559.63    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      900000 | PA      | $754708.50    | 0.04%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1275000 | PA      | $1183518.75   | 0.06%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      420000 | PA      | $432642.00    | 0.02%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2175000 | PA      | $2260586.25   | 0.11%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   628000000 | PA      | $95632.55     | 0.00%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2450000 | PA      | $735213.41    | 0.03%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      500000 | PA      | $167400.00    | 0.01%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2543000 | PA      | $1062465.40   | 0.05%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     3163000 | PA      | $1088388.30   | 0.05%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2627000 | PA      | $904213.40    | 0.04%             | 2049-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     1100000 | PA      | $772860.00    | 0.04%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                   | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1380000 | PA      | $1329954.30   | 0.06%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2900000 | PA      | $824290.12    | 0.04%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      100000 | PA      | $41250.00     | 0.00%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      260000 | PA      | $112190.00    | 0.01%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1125000 | PA      | $1130122.73   | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      900000 | PA      | $49314.91     | 0.00%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      559000 | PA      | $496924.43    | 0.02%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1648000 | PA      | $881060.35    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      309000 | PA      | $158104.01    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                 | Golomt Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      605000 | PA      | $613485.71    | 0.03%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                           | JSW Steel Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      640000 | PA      | $628308.72    | 0.03%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Mercer Funds

**Signature:** Fred Keyo

**Name of Signer:** Fred Keyo

**Title:** Vice President, Assistant Treasurer, Chief Financial Officer